Summary
Stan Cibulis is a partner-level econometrician and credit risk expert with over 15 years of experience building and validating PD, LGD and EAD models for banks and public institutions across Europe. He combines hands-on quantitative skills—ARIMA, CIR, Nelson–Siegel curves, WOE logit and decision-tree PD models in R/Python/SAS—with practical capital markets experience hedging €7.4bn of sovereign debt using forwards, IRS and CCS. Stan has led numerous TRIM/IRB model validation missions for major banks and regulators, automating data collection and DQ checks across IRB/IFRS9 pipelines. Early career work at the Bank of Latvia and AIB gave him deep macroeconomic forecasting and pricing foundations (Excel/VBA, Eviews) that still inform his risk-first modelling approach. Based in London, he runs QUANTSULTING and blends consultancy breadth with implementable analytics, often translating advanced theory (ETH Zurich training) into regulatory-ready solutions. An understated strength is his ability to move between code-level replication and high-level impact assessment, making complex models auditable and business-actionable.
11 years of coding experience
6 years of employment as a software developer
Riga Secondary School No. 10
Herderschule Riga
Master of Business Administration (MBA), Master of Business Administration (MBA) at Riga Technical University
Master in Quantitative Finance, Master in Quantitative Finance at University of Zürich
Master Studies in Managerial Economics (within Socrates/Erasmus exchange program), Master Studies in Managerial Economics (within Socrates/Erasmus exchange program) at University of Mannheim
Master in Quantitative Finance, Master in Quantitative Finance at ETH Zürich
English, German, Latvian, Russian, Estonian