Rui Costa

Lead Wholesale Cross-Model Analytics

Rui Costa, FRM, is an accomplished professional in credit risk modeling and analytics with extensive experience in the financial sector. Most recently serving as a Senior Product Owner at ING from March 2020 to September 2023, Rui has been instrumental in developing IRB PD scorecard models and managing teams focused on data analysis and model governance. Previous roles include an External Consultant at ABN AMRO Bank, where validation analysis on credit risk parameters was performed, and a Credit Risk Validation Analyst at NOVO BANCO, specializing in credit scoring models and data integrity. Rui's career also includes significant tenures at PwC Portugal and PwC Nederland as a Senior Risk Modelling Consultant, contributing to various high-profile projects related to regulatory compliance and credit risk analysis. Educational qualifications include a Bachelor of Science in Applied Mathematics from Universidade de Lisboa and a Master of Science in Mathematics and Finance from Imperial College London.

Location

Amsterdam, Netherlands

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