Andrea Lunelli

Head Of Risk Modelling, Associate Director at Advanzia Bank S.A.

Andrea Lunelli is an accomplished professional in risk modeling and analytics with extensive experience at Advanzia Bank S.A. since March 2017. As the Head of Risk Modelling and Associate Director, Andrea manages a team of Data Scientists focused on automating decision-making processes and optimizing portfolios, overseeing the implementation of an API-based model deployment platform. Previously, Andrea served as a Senior Data Scientist in Risk Analytics, where innovative machine-learning credit risk models were introduced, replacing traditional methodologies, alongside the design of an advanced IFRS9 modeling framework. Andrea began career contributions as a Risk Analyst, playing a crucial role in the establishment and maintenance of IFRS9 credit risk models and implementing a monthly model monitoring system. Earlier experience includes support for client migration and process automation at Clearstream. Andrea holds a Master of Science in Banking and International Finance from TBS Education and a Bachelor's degree in Mathematics from Università di Trento.

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