Christian
With 30 years of work experience at ANZ, fintechs, tech start-ups, and in government, Christian Klettner is a passionate and experienced finance and risk professional. He has worked across retail and institutional banking sectors in business, treasury, and risk functions. Throughout his extensive career, Christian has developed a proven ability for analytical problem-solving, encompassing problem identification, basic research, prototyping, analysis, documentation, review and validation, implementation, and monitoring. In 2021, Christian, along with Anthony Altamura, co-founded Business Science Solutions, leveraging their combined expertise to drive the company's success.
Christian also works with the team at Kadre on projects focused on credit risk model development, governance and monitoring.
Key Areas of Expertise
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End-to-end credit origination underwriting strategies: Christian has led projects involving data sourcing from credit bureaus, bank transaction data, collateral valuation, and collateral risk identifiers. He has been instrumental in the development and implementation of underwriting metrics, policies, and strategies to measure and drive insightful credit assessment.
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Full financial management algorithms: Christian has demonstrated expertise in specifying, developing, and implementing end-to-end financial algorithms for loan payment schedules across diverse loan structures. This functionality is fully AASB 9 and regulatory compliant, and implemented on a dynamic and adaptive basis (event scenario driven).
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Basel II and III transitions: Christian has served as a key subject matter expert on both Basel II and Basel III/IV capital reforms. He has led/contributed to policy formulation, model development, pricing, portfolio strategy, and risk grading changes associated with these transitions.
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AASB/IFRS 9 Provisioning programs: Christian's expertise extends to Retail model developments, covering Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and loan tenors. He has played a vital role as a subject matter expert in this domain.
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General Business Consulting : Christian possesses a breadth of experience in providing comprehensive consulting services across various business domains. With his extensive knowledge and insights, he offers valuable guidance and strategic advice to clients, helping them optimize their overall business operations. Christian's expertise extends beyond risk-related roles, enabling him to address a wide range of business challenges and provide holistic solutions for clients across different industries.
In addition Christian has experience in economic capital and portfolio risk solutions, stress testing and economic forecasting, pricing and product strategy development, as well as liquidity and mortgage securitizations.
Connect with Christian Klettner on LinkedIn to explore more about his vast professional background and accomplishments.
Recent Experience
OneTwo Finance / Lightspeed Platforms
Position: Head of Modeling and Analytics
Key Achievements:
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Financial systems development and design, including drafting an AASB 9 compliant Loan Accounting Policy from scratch covering a complex inter company structures, on and off balance sheet instruments, loan and service related income and cost structures.
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Credit application and residential property valuations models design for mortgage application assessments: including combining legacy scoring models, dynamic credit rule sets, comprehensive credit reporting data and scores, automatic valuations models, collateral risk data sets and applicant bank transaction data in preparation for real time credit assessment.
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Mortgage market rate and mix analysis for strategic development and pricing strategy development. Tool development and deployment on cloud infrastructure with automated data feeds and user driven dashboard targeted towards stakeholder needs.
ANZ Banking Group
Position: Head of Risk Methodology
Key Achievements:
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Capital model development, regulatory engagement, commercial impact analysis, business strategy changing including loan product pricing and portfolio optimisation across both wholesale and retail lending solutions. Included the development of dynamic forward looking scenario models adapted to changing fundamental risk including adverse selection problems.
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IFRS/AASB 9 ECL model development including covering the development dynamic business impacts on granualar risk segments of large diversified portfolios through the perspective of the impact on default, collateral and credit line utilisation. Development of benchmark solutions for economic forecasting and scenario weighting to provide insights into loss and provisioning dynamics through business cycle downturns.
Technical Skills and Solutions
- Advanced programming skills for statistics, machine learning, visualisation, data analytics;
- Development and deployment through continuous integration cloud based solutions, providing access easy user access to models for the latest results and to interogate solution sensitivites and dynamics; and
- Literate programming and reproducible research workflows for analytics.