Mehmet Yığılı

Istanbul, Türkiye · mehmetyigili@gmail.com

Profile

Risk and model governance professional with experience spanning Market Risk, Counterparty Credit Risk, Collateral Management, Regulatory Model Validation, and banking supervision frameworks.

Currently leading independent validation and governance activities for regulatory risk models at Yapı Kredi, covering IRB, IFRS 9, ICAAP, RWA, Market Risk, ALM, and regulatory capital frameworks across both domestic and international entities.

My background combines quantitative risk management, model governance, regulatory oversight, and leadership experience across first and second line functions. Prior experience includes Monte Carlo-based exposure modeling, treasury risk analytics, derivatives-related risk frameworks, collateral management, and regulatory implementation projects.

I am particularly interested in simplifying complex risk concepts and making technical systems more understandable, practical, and transparent — especially at the intersection of banking, technology, and model governance.

I hold an MSc in Financial Economics from Galatasaray University and completed a Data Science programme at Koç University . I originally studied Metallurgical and Materials Engineering at Istanbul Technical University — a background that shaped how I think about systems, pressure, and failure.

Work Experience

2023 — Present	Head of Regulatory Risk Validation Yapı Kredi Bank · Istanbul Leading independent validation and governance activities for regulatory risk models across Credit Risk, Market Risk, and ALM domains within Yapı Kredi and its international subsidiaries. Oversee validation frameworks covering IRB parameters (PD, LGD, EAD), IFRS 9, ICAAP, RWA, Market Risk, ALM, and regulatory capital methodologies. Manage the model validation lifecycle, including methodology review, quantitative testing, performance monitoring, regulatory alignment, remediation tracking, and governance oversight. Lead a growing validation team of specialists, senior specialists, consultants, and senior consultants responsible for technical review and second line model oversight activities. Coordinate validation and model governance activities for international subsidiaries, including Germany and the Netherlands. Collaborate with modeling, treasury, audit, risk management, and senior management teams on enterprise-wide model governance initiatives.
2020 — 2023	Counterparty Credit Risk & Collateral Management Manager Yapı Kredi Bank · Istanbul Managed counterparty credit risk measurement, exposure analytics, and collateral management processes for derivatives and treasury-related products. Covered Monte Carlo-based exposure methodologies, including PFE, EPE, EAD, CVA, Wrong-Way Risk, Economic Capital, and regulatory capital metrics. Oversaw collateral and margin management activities, including valuation follow-up, dispute management, and regulatory margin frameworks. Participated in ISDA, CSA, and GMRA negotiation processes, structured product assessments, new product approvals, and pre-deal risk reviews. Led the implementation of SIMM and its integration with Murex, working across risk, IT, treasury, legal, and front office functions. Contributed to the bank’s IBOR transition programme and senior management reporting on treasury-related risk exposures.
2016 — 2020	Market Risk Senior Analyst Yapı Kredi Bank · Istanbul Worked across market risk measurement, treasury risk analytics, regulatory reporting, stress testing, and management-level risk communication. Performed market risk analytics including VaR, BPV, CPV, stress testing, derivatives pricing, bond valuation, and trading book risk metrics. Prepared ICAAP, RAF, Economic Capital, and stress testing outputs used in internal governance and senior management reporting. Supported Market Risk RWA, limit monitoring, regulatory reporting, and risk policy development within UniCredit-aligned governance frameworks. Delivered analyses and presentations for senior management, EXCO, and Audit Committee discussions.
2014 — 2015	Market Risk Supervisor Turkish Economy Bank · Istanbul Produced regulatory and internal market and liquidity risk reporting for management monitoring and decision support. Covered VaR, BPV, LCR, Liquidity GAP, and NII reporting across core risk monitoring processes. Prepared sector benchmarking and peer analysis across the Turkish banking system. Supported weekly and periodic reporting used by senior management in liquidity and market risk oversight.
2013	STA Program Engineer Ford Otosan · Istanbul Worked on supplier-facing engineering coordination and process improvement initiatives. Led a pilot project with the US engineering team to move APQP follow-up processes into an online workflow. Prepared training materials and delivered supplier sessions to support rollout and adoption.
2012	Territory Sales Representative Philip Morris Sabancı · Istanbul Managed sales execution and retailer coverage across an assigned field territory. Handled route planning, stock follow-up, and sell-out performance tracking across the territory. Built retailer relationships while supporting regional revenue and profitability targets.

Education

2019 — 2020	Data Science Koç University Training in data science, statistics, and analytical methods relevant to quantitative risk work.
2014 — 2017	MSc · Financial Economics Galatasaray University Graduate studies in finance, economics, and quantitative decision-making.
2009 — 2012	BSc · Metallurgical and Materials Engineering Istanbul Technical University Engineering foundation that shaped a systems-oriented approach to structure, stress, and failure.

Selected Expertise

Areas of Interest

Selected Talks & Mentoring

Guest session on risk management and model validation

Mentoring students and young professionals

Educational content on banking, risk, and model governance

Learning design for risk and modeling topics

Certifications

CMA Level 3

Derivative Instruments License

Agile Scrum

YKB Leadership

Management Acceleration

Elsewhere

mehmetyigili@gmail.com