Chief Risk Officer

• Apr 2018 - Present

Expert (Portfolio risk-management)

• Mar 2016 - Apr 2018

• Analysis of the Bank's loan portfolio, preparation of materials for the Board / Board of Directors / Auditor of the the Bank, calculation of credit risk metrics (CoR, Coverage Ratio, RAROC, RARORWA, etc.); • Implementation of internal procedures for assessing capital adequacy (ICAAP) in terms of assessing the credit risk of corporate clients, concentration risks, conducting stress testing; • Industry analysis, calculation and making proposals on the establishment of industry limits; • Assessment of real estate revaluation risk; • Data validation in the Bank's DWH and accounting systems

Head of Corporate risk department

• Sep 2014 - Mar 2016

• Overall department management.• Improvement and Development of credit and market risks assessment tools of the Bank.• Assessment of counterparty credit risk: o issuers of securities o corporate borrowers o insurance companies o regions of the Russian Federation • Assessment of market risk• Elaboration of mathematical methods and analytic procedures for entity credit risk analysis• Automation of risk analysis process using VBA, SQL, Statistica, Mathcad• Risk Management Governance: o risk-control process for threshold disciplineo risk-control process of requirements, settled by Central Bank of Russia o risk-control process of creation provision of non-retail products

Leading/ Chief specialist in the Corporate risk department

• Aug 2010 - Aug 2014

• Assessment of counterparty credit risk: o issuers of securities o corporate borrowers o insurance companies o regions of the Russian Federation • Assessment of market risk• Elaboration of mathematical methods and analytic procedures for entity credit risk analysis• Automation of risk analysis process using VBA, SQL, Statistica, Mathcad• Risk Management Governance: o risk-control process for threshold disciplineo risk-control process of requirements, settled by Central Bank of Russia o risk-control process of creation provision of non-retail products

Specialist in the Analytical department

• Dec 2006 - Jan 2010

• Securities market monitoring and modelling • Elaboration of methods and analytical procedures for financial instruments analysis (stocks, bonds) • Credit research of companies in various industries • Selection of securities (stocks and rouble bonds) for portfolio investments • Securities market monitoring and modelling • Elaboration of methods and analytical procedures for financial instruments analysis (stocks, bonds) • Credit research of companies in various industries • Selection of securities (stocks and rouble bonds) for portfolio investments