Budapest, Hungary Open to senior finance & risk roles
Tamás GáborPh.D.
VP, Finance Reporting Senior Manager
Liquidity & Funding Risk · Regulatory Reporting · Credit and Operational Risk Management · Applied AI
15+ years at the intersection of finance, risk, data and transformation.
Building and leading risk, finance and data functions across global financial institutions — from risk frameworks and regulatory reporting to automation, governance and applied AI.
I was hired to build something from the bottom
Citi's EMEA liquidity regulatory reporting function, relocated from Mumbai.
The mandate had four parts — build the team, align it with what Regulatory and Treasury actually needed, stand up daily monitoring reporting that could be trusted, and deliver every external regulatory submission at the highest quality bar.
Six years later: 20+ people, near-zero attrition, the most stable team inside a 500+ person reporting group. 100+ regulatory submissions a year, 99%+ filed right the first time. No significant or severe audit findings.
We covered two broker-dealer entities with USD 650Bn of combined balance sheet — CGML (UK) and CGME (Germany) — across LCR, NSFR, PRA110, ALMM and Asset Encumbrance.
Underneath the submissions, we stood up the BCBS 239 framework from the ground up: critical data element identification, data controls, data lineage, scorecards. Then we took out the manual layer — 40+ EUC Excel tools automated, and 50+ JIRA developments a year specified, tested and moved into controlled production.
Before Citi: lending stress testing at Morgan Stanley (CCAR/DFAST, IFRS9, CECL), and a group-wide operational risk framework built from zero at Lombard Leasing (part of the Volksbank–Raiffeisenbank group), reporting directly to the CRO and the Board. I came to this from economics rather than from process — Ph.D. in international economics, 11 published papers on monetary policy, capital flows and cryptocurrencies.
The same instinct now points at applied AI: where LLMs actually hold up under model risk and audit scrutiny, and where they don't.
Specialties liquidity risk, LCR, NSFR, PRA110, ALMM, Asset Encumbrance, BCBS 239, data lineage, regulatory reporting, IFRS9, CECL, CCAR/DFAST, operational risk, RCSA, team leadership, applied AI.
Professional experience
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- Built and led a 20+ person EMEA liquidity reporting function, managing team leads and their direct reports; very low attrition over 6 years, the most stable team within a 500+ person regulatory reporting group.
- Presented the Group's monthly liquidity position and key risk trends at governance forums to Treasury and Risk leadership, supporting senior decision-making on funding and balance sheet strategy.
- Delivered 100+ regulatory submissions annually (LCR, NSFR, PRA110, ALMM, Asset Encumbrance) with a 99%+ first-time-right rate and no missed deadlines.
- Stood up the BCBS 239 framework end-to-end — CDE identification, data controls, data lineage and scorecards — for CGML and CGME, two major international broker-dealer and market maker entities with a USD 650bn combined balance sheet.
- Automated 40+ manual EUC Excel tools; coordinated 50+ JIRA system developments per year through specification, testing and controlled production release.
- Closed consecutive regulatory and internal audits with no significant or severe findings.
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- Led the Lending Stress Testing team; produced CCAR/DFAST stress loss calculations across AFS/OTTI bonds and equity margin loan portfolios.
- Delivered IFRS9 and CECL expected loss reserves with sensitivity and variance analysis.
- Coordinated across IT, Middle Office, Reporting and Risk Analytics teams to ensure timely, accurate output.
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- Led the Risk & Control Self-Assessment (RCSA) BAU workflow, including planning, tracking, QA and escalation.
- Directed IT input for key RCSA system development; designed and maintained year-end RCSA management reporting.
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- Delivered university-level lectures on financial crises and global financial imbalances.
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- Built a Group-wide operational risk management framework and early warning indicator system from scratch, reporting directly to the CRO and Board.
- Created and maintained the OpRisk database; authored the company's risk policy; oversaw Treasury risk and limit monitoring.
- Ran end-to-end risk self-assessments and scenario analyses across the Group.
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- Monitored risk for high-exposure partners and managed dealer network credit line exposure Group-wide.
- Assessed risk based on partners' changing financial and earnings conditions.
Expertise
Risk Management
Regulatory Frameworks
Data & Applied AI
Leadership & Tools
Languages Hungarian — Native English — Professional (C) German — Elementary (B1)
Education
- 2012 Ph.D. in Economics University of Szeged
- 2005—2009 Doctoral Studies, World Economics & International Finance University of Szeged
- 2000—2005 MSc in Finance University of Szeged, Faculty of Economics
Licenses & certifications
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2026
AI Agents Fundamentals
Hugging Face · Issued Aug 2026 · Credential ID gtneti
Show credential — AI Agents Fundamentals -
2026
Claude 101
Anthropic · Issued Aug 2026
Show credential — Claude 101 -
2026
Generative AI with Large Language Models
DeepLearning.AI · Issued Aug 2026 · Credential ID ULK9OI463ESG
Show credential — Generative AI with Large Language Models -
2026
Getting Started with Generative AI
IBM · Issued Aug 2026
Show credential — Getting Started with Generative AI - 2009 Stock Exchange Exam (CISI-qualified) Central European Broker Training Foundation
- 2004 Certified Public Accountant University of Szeged
Publications
- 2018Introduction to the world of CryptocurrenciesGábor T. — Economy and Finance, Vol. 5, Issue 1. Show publication — Introduction to the world of Cryptocurrencies
- 2012Monetary policy of China in the light of the global financial imbalancesGábor T. — Doctoral Dissertation, University of Szeged. Show publication — Monetary policy of China in the light of the global financial imbalances
- 2012The effectiveness and costs of monetary sterilization in ChinaGábor T., Kis G. D., Kovács P. — Közgazdasági Szemle, 2012/2. Show publication — The effectiveness and costs of monetary sterilization in China
- 2010Previous successes and future hazards of the monetary sterilization in ChinaGábor T. — Hitelintézeti Szemle, 2010/4. Show publication — Previous successes and future hazards of the monetary sterilization in China
- 2010The developments on China's capital control system and the liberalization of the capital flowsGábor T. — Külgazdaság, 2010/9–10. Show publication — The developments on China's capital control system and the liberalization of the capital flows
- 2010The Asymmetrical Dollar-Based Monetary System and Global Financial ImbalancesGábor T. — Development and Finance, 2010/2. Show publication — The Asymmetrical Dollar-Based Monetary System and Global Financial Imbalances
- 2010China's unusual twin surplus in its balance of paymentGábor T. — Magyar Tudomány, 2010/4. Show publication — China's unusual twin surplus in its balance of payment
- 2009Conceptions or misconceptions about China's exchange rate policyGábor T. — Public Finance Quarterly, 2009/2–3. Show publication — Conceptions or misconceptions about China's exchange rate policy
- 2009Foreign exchange policy of China and the global financial imbalancesGábor T. — Hitelintézeti Szemle, 2009/2. Show publication — Foreign exchange policy of China and the global financial imbalances
Get in touch
Open to senior finance and risk leadership conversations — liquidity-, credit- and operation risk, regulatory reporting, risk framework build-out, and where applied AI fits inside a controlled reporting environment.