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Hans Helbekkmo

Partner

McKinsey & Company

Hans Helbekkmo

Partner
McKinsey & Company

Hans Helbekkmo is a Partner at McKinsey & Company’s Risk Practice, where he leads the North American Enterprise Risk Management Service line. He joined McKinsey from Union Bank in 2012, where he served as Head of Credit Portfolio Risk for five years and was responsible for CapPR/CCAR stress testing. Hans has extensive experience advising financial institutions on risk management issues, including credit, market, insurance, and operational risk. He has deep experience as a consultant, solution provider and in-house risk manager.

Recent experience includes:

•Assisted 10 CCAR and 2 DFAST banks across topics including modeling (credit, operational risk, PPNR), capital plan/policy, documentation, model uncertainty and governance

•Developed enhanced risk appetite frameworks at 5 North American banks

•Helped streamline CCAR stress testing processes at top-5 US bank by identifying efficiency improvements

•Assessed CCAR preparedness for former CapPR bank – developed recommendations across governance, models, process and documentation

•Oversaw SCAP and CCAR stress testing at foreign owned US bank and managed rollout of bank’s stress testing program, covering credit losses, earnings, investment portfolio losses and operational risk

•Developed a stress testing governance framework, including ties to risk appetite framework and risk mitigation

•Implemented a new Enterprise Risk Management policy and limit setting framework for a major US discount brokerage firm

•Performed comprehensive review of enterprise risk management at three North American banks and developed specific action plans for improvement

•Conducted complete overhaul of key aspects of retail risk management, including value based segmentation and pricing methodology, improved scoring models, risk appetite and credit processes

•Developed and implemented Retail scoring models for Basel II Pillar 1

•Custom built commercial, CRE and consumer credit scoring models for several US and European banks

•Prototyped regression based framework for line of business income statement and balance sheet projections, including distribution based macroeconomic scenarios

•Developed strategies and analytics to support active credit portfolio management

•Oversaw development of macro-economic stress testing models for credit, market and operational risk

Hans began his professional career in Oliver Wyman's risk practice. Oliver Wyman later started up ERisk, where Hans became a Managing Director, focusing on risk consulting for financial institutions. He is a frequent speaker at risk conferences. Hans holds an MBA from INSEAD and an MA in Chemical Engineering from University of Cambridge.