Board member (since June 2016)
Stephan Jortzik brings along more than 15 years of experience in capital markets research and the financial industry. He contributed extensively in developing advanced quantitative methods for identifying and measuring portfolio risks and building models for single name and portfolio risk estimates, both academically and applied practically, covering areas in credit and operational risk. He specialises in PD, LGD, EAD modelling, forecasting and stress testing.
Dr Jortzik is currently Head of Wholesale Credit Risk Modelling at the Australia and New Zealand Banking Group (ANZ), responsible for IRB wholesale credit models globally. Before joining ANZ, he held positions at Westpac and Fitch Ratings.Dr Jortzik graduated and holds a PhD in Economic Sciences from the University of Goettingen.