Anna Montvai, Consultant ____________________________________________
Anna Montvai joined Volterra in 2008 and has previously worked for AEGON, a global financial services company.
Anna holds a BA in Economics and Psychology from the University of Utrecht and an MPhil in Social Psychology from the University of Cambridge. During her studies she worked for the University of Utrecht as a research assistant contributing to the design and evaluation of social projects in deprived neighbourhoods of Rotterdam.
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Anna has worked on projects in credit risk, implementing the Basel II regulatory framework. Her experience in the field includes:
- Developing Pillar I models, including the build of behavioural scorecards
- Downturn calibration of Point-in-Time rating systems
- Stress testing, with a focus on modelling grade migration through the economic cycle
