Andreas Mavrocordatos Director - Banking Risk Consulting

Andreas is a director in the Financial services quantitative risk team. He specializes in credit risk and operates across multiple jurisdictions in both advisory and audit capacities.

Experience

Andreas has over 8 years of experience, specialising in the banking sector, with a strong technical foundation in credit risk and financial risk management. He has operated across multiple jurisdictions in both advisory and audit capacities, focusing on model development, model validations and regulatory compliance. His work has supported large-scale regulatory and model-driven transformations, and enhancement of risk and control policies for systemic banks.

Work highlights

• Andreas implemented and validated multiple credit risk models (PD, LGD, CCF) under Basel IV, IFRS 9, and CECL frameworks for retail, corporate, financial institutions, and sovereign portfolios. 
• He also participated in Target Reviews of Internal Models (TRIM) across various European (G-SIB) banks, focusing on PD and LGD models. 
• Andreas developed Basel IV training programs and impact analysis tools, including SA-CCR, CVA, NSFR, Credit Risk, and Operational Risk simulators. He also led several MRM initiatives at G-SIBs in accordance with SR 11-7 and SS 1-23 supervisory expectations.