Lučka Ilc
Economist focused on
banking and quantitative research.
I’m an Economist working at a Slovenian bank, where I develop models for risk and pricing. Alongside my professional work, I am a doctoral student in Business Statistics at the University of Ljubljana, with interests in the applied and academic research.
§ 01
Recent work
03 · 2018→
2021 — now5 yrs
Senior Model Expert
Nova Ljubljanska banka d.d., Ljubljana
- Build and ship statistical models in Python across consumer and SME portfolios — economist, default probability, sales propensity.
- Designed the integration that wires model output into the bank's origination pipeline, aligned with internal rating methodology.
2018 — 201911 mo
Trainee
Bank of Slovenia
- Monitored interest-rate risk in the book (IRRBB) and liquidity exposures across Slovenian banks; prepared the regular IRRBB reports used during on-site supervisory reviews.Ljubljana · Financial Stability & Macroprudential Policy, then Systemic Supervision & Prudential Regulation
- Reviewed and optimised the existing IRRBB modelling tool — SQL data-prep included.
- Wrote scripts (SQL · Stata · VBA) to automate the charts and tables in the Financial Stability Review.
- Prepared internal briefings on the ECB's Financial Stability Reports.
§ 02
Academic path
2025 — now
PhD in Business Statistics
University of Ljubljana — Faculty of Mathematics & Physics
2025
MSc in Money and Finance
University of Ljubljana — School of Economics & Business
2019
MSc in Bank and Financial Management
University of Ljubljana — School of Economics & Business
§ 03
My publications
[ 01 ]
The effect of rising interest rates on the probability of default on consumer loans: evidence from the period of restrictive monetary policy 2022–2024
Ilc, L. — Bančni vestnik, 2025 (11)
2025
[ 02 ]
★ FACULTY PREŠEREN AWARD · 2025
The effect of rising interest rates on the probability of default on consumer loans
Master's thesis · University of Ljubljana, School of Economics & Business · 2025
2025
[ 03 ]
Modelling the yield curve of Slovenian government securities
Master's thesis · University of Ljubljana, School of Economics & Business · 2019
2019