Ana Doroana

Ana is a Partner of the Financial Services Risk & Regulation (FSRR) consulting department at PwC Portugal and has been leading the Credit Risk Modelling team.

Professional Experience

Worked for 14 years in the area of risk management (risk model development) and coordinated the research and development team in Novo Banco (Portuguese bank), which allowed her to acquire a strong expertise in the development and back testing of credit risk models for retail portfolios, (PD, LGD and CCF). Additionally, had a significant involvement in the bank’s successful application for the Internal Ratings Based (IRB) approach for credit risk, and active participation in several regulatory inspection programs occurred between 2011 and 2014, including SIP, SAP - Distressed Loans Management and AQR.

Since joining PwC Portugal in Jan. 2015, she has participated in projects with significant exposure to statistical and financial modelling, focusing in credit risk modelling (development and validation of PD/LGD/CCF estimates), internal models regulation, credit analysis (IRB and impairment), application of IRB roll-out plans and PPU, support in the preparation for ECB’s TRIM missions, stress testing (EBA/ ECB´s stress testing), internal models regulation, and Data Quality processes under the BCBS₂₃₉ framework.