Anca Maria Alvirescu

Senior Data Scientist, Financial Risk


Anca Maria Alvirescu is a senior data scientist in Deloitte Risk Advisory and Financial Risk practice with many years of experience in France and UK. Her work consists in applying innovative techniques to credit risk management, notably for credit risk measurement and quantification topics. She also leads the research around the quantification of model risk using Machine Learning techniques.

Avinash Voruganti

Associate Director


Avinash is an Associate Director in the Risk and Compliance Practice, where he has led model risk projects for multiple clients within the financial services industry. Prior to joining Protiviti Avinash worked as a senior analyst in Modeling and Analytic Solutions team at a top 5 US Financial Institution. Avinash has over ten years of experience in data analysis and model risk management. He has a Master’s degree in Transportation Engineering from the University of Texas at Austin, with multiple publications in reputed journals. 

Steven Claxton

senior analytical consultant


18 years’ of Financial Institution (banking & insurance) experience accumulated across the ASPAC region (Australia, Singapore, Hong Kong, 

Malaysia, Thailand, Indonesia, Philippines) both in an ‘in-house’ and Consultant (KPMG Advisory) capacity. Qualified Actuary (AIAA) (Member of Banking Practice Committee – Actuaries Institute) and B.Sc (Applied & Computational Mathematics).

Primary areas of practice & expertise:

- Credit risk measurement & management: Stress Testing, AIRB (across Sovereign, FI, Corporate, and Retail), Specialised Lending, Securitisation, Economic Capital, IFRS 9, Scorecarding (application, behavioural & collection) 

- Operational risk measurement & management: data modelling, scenario analysis, 

- Balance sheet/behavioural modelling: deposit attrition modelling & prepayment/presettlement modelling 

- Portfolio stress testing & economic capital modelling

- Internal Capital/Liquidity Adequacy Assessment Process (ICAAP/ILAAP)

An active user of SAS since approximately June 2001 (version 8.2) covering Base & Macro/IML/ETS/STAT/OR/EM and have applied the product across a variety of applications, to list a few:

-          Fair valuation of exotic derivatives (Executive Share Options (ESO’s))

-          Default & pre-settlement contingency models (IFRS 9)

-          Quantification of economic capital (credit & operational risk)

-          Frequency & severity models for short-tailed insurance products (insurance risk)

Sample Clients: Westpac, DBS, Maybank, Kasikorn, Bank Mandiri, PNB, Asian Development Bank (ADB)

Timo Reinemer



Timo is a Director in the Treasury and Capital Markets team at Deloitte Australia. He has 8 years’ experience in providing advisory and assurance services to financial institutions around the globe. During various projects along the three lines of defence he has gained extensive experience in a wide range of quantitative fields including modelling of market risk and counterparty credit risk. He also has developed expertise in qualitative areas such as risk management processes. He focusses on model implementation, development, validation and governance in the Markets business.

Gennady Chinsky

Senior Risk Consultant


Gennady is a member of the SAS Risk Business Consulting team for Asia Pacific. His experience spans to IFRS17, Model Risk Management, IFRS9, Operational Risk. Gennady has been with SAS for 5 years as a risk consultant and over 10 years in Risk Management. He also provides value demonstration of business and technical features of SAS risk management solutions to both financial and non-financial organizations and technical support to risk related implementation projects across Asia Pacific region.

Before joining SAS, Gennady worked for Big4, where he took a leading role numerous projects related to Risk Management Advisory, GRC implementations, ERP implementations, IT-security and internal control audits.

Matteo Crippa

Senior Manager

Standard Chartered Bank

Experienced risk analytics manager with almost 15 years of experience in Europe and Asia in quantitative risk management in global banking institutions.

I have been working in market, operational and credit risk modelling, heading both model development and model validation teams.