Banca Nazionale del Lavoro SpA
Andrea Peluso is the Head of Model Performance & Management at BNL BNP Paribas since June 2016, overseeing the backtesting and monitoring of internal credit risk models, including PD, LGD, LGDDA, CCF, and IFRS 9 models. Previous roles at BNL include Model Performance & Management and Model Validation, focusing on the evaluation and validation of credit risk parameters in compliance with regulatory guidelines. Prior to BNL, Andrea worked as a Junior Analyst in Wealth Management and Personal Finance at Prometeia, contributing to software solutions and data analysis for financial institutions, and as a Project Worker at Banca Promos S.p.A., involved in asset management products. Andrea holds several degrees, including a Master's in Advanced Finance and various relevant online courses in programming and digital marketing.
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