Enrico Gabriele

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I'm a credit risk professional with 6+ years of experience across banking and insurance, working on assignments spanning credit risk modelling (PD, LGD, EAD), IRB model validation, regulatory reporting (CRR, IFRS9, Basel III/IV, Solvency II) and stress testing. I've supported A-IRB model rollouts, EBA stress tests, and Solvency Capital Requirement calculations for top-tier financial institutions. I work with SAS, Python and Stata, and I'm comfortable both building quantitative models and translating their outputs into clear insights for senior stakeholders. What makes me happy in this work is bridging the gap between complex regulation and practical business decisions — turning dense technical requirements into something people can actually act on.

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