Dmitry Popfalushi
Expert in Risk Modelling at Addiko Bank AG- Claim this Profile
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Russian Native or bilingual proficiency
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English Full professional proficiency
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German Limited working proficiency
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Bio
Alexey Mednikov, ACCA, CFA
I had the pleasure of working with Dmitry Popfalushi, Head of Data Science at Sberbank Austria, on the development and implementation of risk models in Eastern Europe subsidiaries of Sberbank. Dmitry is an incredibly knowledgeable and experienced professional who is passionate about his work. He has a deep understanding of data science and risk management, and he was able to provide valuable insights into the project. He was also very organized and efficient in his work, which made it easy to collaborate with him. I highly recommend Dmitry for any data science or risk management project.
Zoltan Bodai
I reported to Dmitry for roughly a year. Based on my personal experience gained in this period, he is an efficient leader. I appreciate that he has been always reachable for any kind of alignment, let it be detailed methodological or high-level, strategical topic. At the same time, Dmitry avoided micromanagement and had trust in the work of his employees in the team. He is very target-oriented and even in case of challenging situations, which we had a few, he never gives up and always has some valuable ideas. I clearly recommend Dmitry: with his precise and focussed personality, he can be a valuable asset in any company.
Alexey Mednikov, ACCA, CFA
I had the pleasure of working with Dmitry Popfalushi, Head of Data Science at Sberbank Austria, on the development and implementation of risk models in Eastern Europe subsidiaries of Sberbank. Dmitry is an incredibly knowledgeable and experienced professional who is passionate about his work. He has a deep understanding of data science and risk management, and he was able to provide valuable insights into the project. He was also very organized and efficient in his work, which made it easy to collaborate with him. I highly recommend Dmitry for any data science or risk management project.
Zoltan Bodai
I reported to Dmitry for roughly a year. Based on my personal experience gained in this period, he is an efficient leader. I appreciate that he has been always reachable for any kind of alignment, let it be detailed methodological or high-level, strategical topic. At the same time, Dmitry avoided micromanagement and had trust in the work of his employees in the team. He is very target-oriented and even in case of challenging situations, which we had a few, he never gives up and always has some valuable ideas. I clearly recommend Dmitry: with his precise and focussed personality, he can be a valuable asset in any company.
Alexey Mednikov, ACCA, CFA
I had the pleasure of working with Dmitry Popfalushi, Head of Data Science at Sberbank Austria, on the development and implementation of risk models in Eastern Europe subsidiaries of Sberbank. Dmitry is an incredibly knowledgeable and experienced professional who is passionate about his work. He has a deep understanding of data science and risk management, and he was able to provide valuable insights into the project. He was also very organized and efficient in his work, which made it easy to collaborate with him. I highly recommend Dmitry for any data science or risk management project.
Zoltan Bodai
I reported to Dmitry for roughly a year. Based on my personal experience gained in this period, he is an efficient leader. I appreciate that he has been always reachable for any kind of alignment, let it be detailed methodological or high-level, strategical topic. At the same time, Dmitry avoided micromanagement and had trust in the work of his employees in the team. He is very target-oriented and even in case of challenging situations, which we had a few, he never gives up and always has some valuable ideas. I clearly recommend Dmitry: with his precise and focussed personality, he can be a valuable asset in any company.
Alexey Mednikov, ACCA, CFA
I had the pleasure of working with Dmitry Popfalushi, Head of Data Science at Sberbank Austria, on the development and implementation of risk models in Eastern Europe subsidiaries of Sberbank. Dmitry is an incredibly knowledgeable and experienced professional who is passionate about his work. He has a deep understanding of data science and risk management, and he was able to provide valuable insights into the project. He was also very organized and efficient in his work, which made it easy to collaborate with him. I highly recommend Dmitry for any data science or risk management project.
Zoltan Bodai
I reported to Dmitry for roughly a year. Based on my personal experience gained in this period, he is an efficient leader. I appreciate that he has been always reachable for any kind of alignment, let it be detailed methodological or high-level, strategical topic. At the same time, Dmitry avoided micromanagement and had trust in the work of his employees in the team. He is very target-oriented and even in case of challenging situations, which we had a few, he never gives up and always has some valuable ideas. I clearly recommend Dmitry: with his precise and focussed personality, he can be a valuable asset in any company.
Experience
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Addiko Bank AG
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Austria
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Banking
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100 - 200 Employee
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Expert in Risk Modelling
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Mar 2023 - Present
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Sberbank Europe AG
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Austria
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Banking
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1 - 100 Employee
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Head of Model Management
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Dec 2020 - Nov 2022
Responsibilities: • Leadership of the Modelling Team comprising of 5 people. Managing models development for all subsidiaries of Sberbank Europe Group operating in 8 national markets. The unit covers about 70 models across the group. • Ensuring compliance with the model governance requirements. • Support of the models’ implementation in production: IT implementation, manuals and documentation creation, user demonstration and teaching. • Communication with validation, internal and external auditors in all model related topics. Achievements: • Decreased Model Risk in the bank, the share of red models in production decreased from 46% to 3,6%. • Implemented new model-based credit decision procedure in Czech subsidiary Bank that decreased decision time by 23%, Default Rate by 28% and increased Approval Rate by 6%. • Developed IFRS9 LGD models that became the first in the bank’s history to successfully pass validation. Show less
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Sberbank
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Banking
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700 & Above Employee
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Executive Director
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Jun 2018 - Nov 2020
Responsibilities: • Lead 2 teams, Leadership of the Development Team comprising of 6 people and Leadership of Methodological Team comprising of 5 people. • Product ownership of IT system which calculates Market Risk and Counterparty Credit Risk RWA (Risk-Weighted Assets). • Creating and maintenance of RWA calculation methodology. • Management of RWA calculation and reporting. Impact estimation of regulatory changes on RWA numbers. • Interaction with Bank of Russia regarding RWA methodology. • Stakeholder management of department leaders and representatives of partners. Achievements: • Automatized RWA calculation, that allowed to increase calculation frequency from monthly do daily basis. • Elaborated and implemented RWA allocation methodology, allowing allocation of RWA numbers between business units. • Implemented convenient pre-trade functionality for business users. It allowed them to estimate the impact of planned trades on RWA. • Implemented Agile methodology and workflow in Methodology and Developer Teams, making the development process more effective and flexible. Show less
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Manager of portfolio structure and market exposure
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Jan 2017 - Jun 2018
Responsibilities:• Development of Fund’s portfolio investment strategy. It includes portfolio performance forecasting in different scenarios and target portfolio structure determination.• Macro analysis. Forecasting monetary policy, level and shape of a fixed income yield curve etc.• Stress scenario calculation.• Improvement of the Fixed Income asset management process.Achievements:• Developed ML models for macroeconomic forecasting (FX rate, inflation, interest rates etc.), that allowed the prediction of portfolio return in different scenarios, choose optimal strategy and portfolio structure.• Developed and implemented ML models for fair credit spread curves for issuers estimation, that allowed the identification of good deals. Show less
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Fixed Income Portfolio Manager
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May 2016 - Dec 2016
Responsibilities:• Management of a fixed income portfolio and development of fixed income strategy.• Macro analysis. Forecasting of monetary policy. Forecasting level and shape of a fixed income yield curve.Achievements:• Developed interest rate forecasting model, which also predicted the level and shape of a fixed income yield curve.• Automated initial analysis of FI universe for picking the most attractive bonds, using Bloomberg API and in-house yield curve predictions.• Implemented in-house interest rate and inflation models for floating and inflation-linked bonds valuation.• Made the portfolio management process more effective and established on a strong theoretical base. Show less
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Head of Securities Department
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Jan 2011 - Jan 2016
Responsibilities:• Management of a fixed income portfolio.• Hedging market risk of fixed income portfolio using derivatives.• Management of Back office and Settlement Departments.Achievements:• Developed the investment business in the bank, the share of net revenue from the portfolio in the bank’s operational revenue was increased from 2,6% to 22,7%.• Developed ML scoring models for corporate and financial institution credit risk estimation, that allows establishment of a sound risk management framework.• Developed ML model for bond’s fair value estimation, that allowed the automatic finding of underestimated bonds for the portfolio. Show less
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Trader
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Jun 2009 - Jan 2011
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Education
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2003 - 2007
Lomonosov Moscow State University (MSU)
Bachelor's degree, Economics -
2007 - 2009
Московский Государственный Университет им. М.В. Ломоносова (МГУ)
Master's degree, Financial Mathematics
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