Yapı Kredi Bank (Turkey)
Head of ALM and Market Risk Management
Selcan Özen leads the Asset and Liability Management (ALM) and Market Risk Management division at Yapı Kredi Bank, one of Turkey’s leading financial institutions. With over 20 years of experience in banking, she has developed deep expertise in liquidity management, interest-rate risk, and hedge accounting.
In her current role, she oversees liquidity and interest-rate risk measurement, stress testing, and regulatory compliance in line with BASEL II/III, UniCredit Group, and BRSA standards. She defines policies on market risk limits, liquidity risk, interest-rate risk, and hedge accounting, while ensuring regular reporting to the bank’s ALCO committee.
Selcan is also responsible for FTP model validation, replication portfolio modelling, and prepayment model development, along with managing hedge accounting processes and IFRS effectiveness tests. Her leadership extends to KFS Group subsidiaries, where she supervises VaR and interest-rate positions, monitors limits, and supports new product implementations.
Her strategic vision and technical proficiency make her a key figure in shaping Yapı Kredi’s risk framework and driving alignment with global best practices in ALM and market risk management.