I have 12 years experience in Financial Risk modelling and validation, compliance, data management as well as development of early warning systems based on open data.
I delivered numerous projects on Basel IRB, IFRS9, market, operational, business and model risk topics at financial institutions in and outside of the EU.
Recent work includes:
- Basel IV readiness assessment and designing the transition roadmap for G-SIB in Europe to achieve regulatory compliance.
- Development of early warning systems and KYC checks for credit risk and market compliance monitoring based on structured and unstructured public information: social media data, news, blogs etc. for internationally operating large banks in Germany to improve separation power of existing rating/scoring systems.
- Risk & regulatory management content, credit risk model development and validation incl. backtesting and ongoing monitoring (PD/LGD/EaD/CCF retail/non-retail under ECB/EBA-GL, esp. DoD, MoC, TRIM), automation of reporting in R, SAS as well as closure of regulatory findings, action point control, model tiering and model risk management for large banks in Europe.
- IFRS9 gap analysis incl. road map design, implementation planning and budgeting, followed by complete implementation projects esp. PD/LGD/EaD modelling for IFRS9 purpose in R, SQL as well as model validation in R, SAS, SQL, external and internal data management, software selection at large European banks.
Before joining Data, Risk and Regulatory of Capgemini Invent, I have been working for several years at KPMG and Deutsche Bank in risk analytics and regulatory area.
I am fluent in German, English, Russian and Ukrainian. I like travelling a lot, as well as going for biking and surfing.