Summary
Overview
Work History
Education
Skills
Personal Information
Publications
Skills
Activities
Timeline
Generic
Stefan Đerasimović

Stefan Đerasimović

Novi Beograd,21

Summary

Dynamic risk management professional with extensive experience at API Bank, excelling in IFRS 9 calculations and regulatory reporting. Proficient in SQL and MS Office, I leverage analytical skills to drive strategic insights and enhance risk frameworks. Recognized for delivering impactful reports and fostering collaboration across teams to optimize risk strategies.

Overview

14
14
years of professional experience

Work History

Senior Associate for Risk Control

API Bank a.d. Beograd
07.2024 - Current
  • Preparation or participation in preparation: IFRS 9 monthly and quarterly impairment calculation, RWA calculation, and regulatory SP reports, quarterly internal risk report, and risk concentration report (top exposures, industry exposures, HHI calculation), quarterly ICAAP and stress test reports, ALCO report preparation and presentation (participation in ALCO meetings), yearly Recovery Plan, semi-annually Disclosure of Data and Information, Risk Materiality Analysis, LCR and NSFR calculation, etc.

Senior Associate for Market Risk Management

Adriatic Bank a.d. Beograd
07.2022 - 07.2024
  • Preparation of all relevant reports in market and liquidity risk area (IRR and Liquidity GAP reports, LCR, ALCO materials, Monthly and Quarterly Risk reports, etc); NSFR development and testing; Monitoring and steering of internal interbank limits system.

Market Risks Management Analyst

NLB Komercijalna banka a.d. Beograd
07.2021 - 07.2022
  • Preparation of monthly reports on interest rate risk indicators (EVE, NII Sensitivity, Credit Spread Risk) and IRR Gap; Trading Book monitoring, preparation of daily reports on FX net open position.

Associate for Economic Analyses and Regulatory Changes

Erste Bank a.d. Novi Sad
06.2018 - 07.2021
  • Preparation or participation in preparation: Risk-Bearing Capacity Calculation (RCC) Report, Risk Materiality Report, Risk Concentration Report, Recovery Plan, Comprehensive Stress Test; ICAAP Report (Consolidated and Bank Standalone); Risk Strategy; ICAAP Policy; Macroeconomic and Banking Sector analyses; Regulatory changes monitoring.

Associate for Market and Liquidity Risk Management

Erste Bank a.d. Novi Sad
11.2015 - 06.2018
  • Preparation of daily reports: Trading Book, Market Risk Report (Daily VaR calculation), Internal 5 Days Net Cash Outflow Report, Market Conformity Check; Credit Risk Management and monitoring of internal limits towards Banks, Sovereigns and Countries; control of daily regulatory LIK Report; preparation of weekly and monthly Survival Period Analysis (internal liquidity report), NSFR calculation.

Intern in the Advisory Services Department

Ernst and Young d.o.o.
01.2015 - 05.2015
  • Participation in the project of restructuring Air Serbia a.d.
  • Participation in a research project on the potential of the Serbian private health care sector, financed by the American Chamber of Commerce

Summer Internship Program in the International Relations Division

National Bank of Serbia
07.2011 - 08.2011
  • Foreign debt monitoring and analysis, introduction with foreign credit relations and relations with multilateral financial institutions (IMF, World Bank, EBRD, EIB, etc).
  • Working paper: “Foreign Indebtedness Level of South Eastern Europe Countries in the Context of Indebtedness Criteria“

Education

PhD candidate - Economics, Business Management and Statistics

Faculty of Economics – University of Belgrade
10.2021

MSc - Economics – Economic Policy and Development

Faculty of Economics – University of Belgrade
11.2015

BSc - Economics – Finance, Banking and Insurance

Faculty of Economics – University of Belgrade
10.2012

Skills

  • MS Office
  • SQL
  • MS SQL
  • MS Access
  • Fermat
  • Stata
  • EViews
  • SAS
  • Gretl
  • WordPress

Personal Information

Date of Birth: 12/28/88

Publications

  • The contribution of large enterprises to the manufacturing industry - implications for Serbia, Stefan Đerasimović, Ljubodrag Savić, Industrija, 52, 3/4, 2024
  • Labour Productivity And Capital-Labour Ratio Analysis Of Serbian Manufacturing Firms, Stefan Đerasimović, Biljana Jovanović Gavrilović, Ekonomske ideje i praksa, 49, Faculty of Economics – University of Belgrade, June, 2023
  • Long-Term Weaknesses of the European Economy in the Context of New Global Problems, Stefan Đerasimović, Ljubodrag Savić, Economic Policy of Serbia and World in 2023, Scientific Society of Serbian Economists, Belgrade, 2023
  • Production Potentials and Achievements of Serbian Manufacturing Industry During the Second Wave of Transition, Ljubodrag Savić, Stefan Đerasimović, Ekonomske ideje i praksa, 37, Faculty of Economics – University of Belgrade, June, 2020
  • Structure of Production and Exports of Serbian Manufacturing by Enterprise Size and Original Ownership Form: Implications for Economic Policy, Stefan Đerasimović, Economic Policy of Serbia in 2020, Scientific Society of Serbian Economists, Belgrade, 2020
  • Transition of Serbian Manufacturing Industry: Gap Between Potentials and Results Achieved, Stefan Đerasimović, Transition, Institutions and Social Development – Contributions of Professor Božidar Cerović, Scientific Society of Serbian Economists, Belgrade, 2019
  • The Competitiveness of Enterprises in Serbia According to Original Ownership Form: Recommendations for Improving Support of Development Agency of Serbia, Stefan Đerasimović, Structural Reforms and the Role of Regulatory Bodies in Serbia, Scientific Society of Serbian Economists, Belgrade, 2017
  • The Macroeconomic Importance of Privatization and Restructuring of Companies in Serbia, Stefan Đerasimović, Economic Policy of Serbia in 2015, Scientific Society of Serbian Economists, Belgrade, 2015

Skills

MS Office, SQL (MS SQL, MS Access, Fermat), Stata, EViews, SAS, Gretl, WordPress, Mother Tongue, B2, A3

Activities

  • Faculty of Economics - University of Belgrade, Student Magazine 'MonopolList', Editor-In-Chief, 10/01/12, 10/01/13, Editor of Section 'Economics', 01/01/12, 10/01/12, Member, 11/01/10, 05/01/14
  • Finalyst of French-Serbian Chamber of Commerce 2012 Competition, Does Economic Development Necessarily Cause Depopulation of Serbian Villages

Timeline

Senior Associate for Risk Control

API Bank a.d. Beograd
07.2024 - Current

Senior Associate for Market Risk Management

Adriatic Bank a.d. Beograd
07.2022 - 07.2024

Market Risks Management Analyst

NLB Komercijalna banka a.d. Beograd
07.2021 - 07.2022

Associate for Economic Analyses and Regulatory Changes

Erste Bank a.d. Novi Sad
06.2018 - 07.2021

Associate for Market and Liquidity Risk Management

Erste Bank a.d. Novi Sad
11.2015 - 06.2018

Intern in the Advisory Services Department

Ernst and Young d.o.o.
01.2015 - 05.2015

Summer Internship Program in the International Relations Division

National Bank of Serbia
07.2011 - 08.2011

PhD candidate - Economics, Business Management and Statistics

Faculty of Economics – University of Belgrade

MSc - Economics – Economic Policy and Development

Faculty of Economics – University of Belgrade

BSc - Economics – Finance, Banking and Insurance

Faculty of Economics – University of Belgrade