Mehmet Yığılı

Istanbul, Türkiye · mehmetyigili@gmail.com

Profile

I lead Regulatory Risk Validation at Yapı Kredi Bank, covering IRB credit risk models, IFRS 9, RWA, ICAAP, and model governance.

Before moving into validation, I worked across counterparty credit risk and market risk, with hands-on exposure to OTC derivatives, collateral management, Murex, regulatory reporting, and risk frameworks.

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 the independent validation of regulatory credit risk models and frameworks across the bank. Manage the validation of IRB models, IFRS 9, RWA, and ICAAP, covering methodology, performance, data quality, regulatory alignment, and governance. Lead a team of data scientists and oversee both technical review output and broader people management responsibilities. Support model oversight across international subsidiaries, including on-site audit and validation work in Germany and the Netherlands.
2020 — 2023	Counterparty Credit Risk & Collateral Management Manager Yapı Kredi Bank · Istanbul Managed counterparty credit risk exposure arising from OTC derivatives and securities financing transactions. Covered exposure measurement, collateral management, regulatory compliance, and day-to-day risk control across treasury-related products. Led the implementation of SIMM and its integration with Murex, working across risk, IT, and front office functions. Contributed to structured product assessments, new product approvals, pre-deal risk reviews, and the bank’s IBOR transition work.
2016 — 2020	Market Risk Senior Analyst Yapı Kredi Bank · Istanbul Worked across market risk measurement, reporting, stress testing, and management-level risk communication. Produced analyses on VaR, BPV, CPV, 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 and limit monitoring processes, and delivered presentations to EXCO and the Audit Committee.
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

Certifications

CMA Level 3

Derivative Instruments License

Agile Scrum

YKB Leadership

Management Acceleration

Elsewhere

mehmetyigili@gmail.com