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Nimrod Vulkan is Head Scenario Loss Methodology for the Investment Bank and Swiss Credit Portfolios within the Risk Methodology department (Credit Methodology team) of the UBS group. In this role, he is responsible for the development and maintenance of macroeconomic scenario loss / credit stress testing models for key regulatory initiatives such as IFRS9/CECL and CCAR. He is also responsible for the development of automated credit decision algorithms for the Swiss Mortgage portfolios. Nimrod Vulkan holds a PhD in finance from the Swiss Finance Institute and the University of Lausanne.