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Lukas joined Grant Thornton from Permanent TSB where he worked as senior analyst within decision science team. In PTSB Lukas was closely involved in the IFRS 9 and IRB model development (PD, LGD) as well as in the stress testing framework design. Prior to PTSB he worked within ICAAP team for a largest corporate bank in Slovakia, Tatra Bank.

The experience across different risk areas and different jurisdictions helped him to accumulate a significant industry understanding of the requirements to develop and validate IRB/IFRS 9 models, stress testing models and ESG. In his PHD research he focused on the stress testing framework, modelling transmission of macroeconomic shocks into the credit risk measures.

Sector Experience

Lukas has extensive experience in Scorecard/Calibration build and validation, including low default portfolios (LDPs), long run average and lifetime probability of default estimation, ICAAP - risk assessment, economic capital quantification (Credit Risk, market risk, Operational Risk), stress testing, ESG and Climate Risk Quantificaiton, Risk based pricing (RAROC), pillar II risks quantification - concentration risk, reputational risk, data management and analytics software proficiency (VBA, SQL, SAS,E-Miner, R, Python).

  • Masters degree in Finance, Banking and Investment from the University of Matej Bel, Slovakia
  • PhD in Finance and Banking from the University of Economics in Bratislava
Lukas Majer
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Director - Quantitative Risk
Lukas Majer
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