Educational experience
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New Economic School
Master of Arts in Economics
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Moscow Institute of Physics and Technology
Applied Math and Physics
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The Russian Academy of National Economy and Public Administration
Economics
Work experience
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DOM.RF
Modelling Team Leader — 11 months
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Sberbank
Data Scientist — 3 years 8 months
I can help with
Model Development and Data Analytics. I am experienced in creating robust data-based models, which provide helpful insights in case of shocks. My main strengths are applied macro, housing industry, stress-testing, economic capital calculation, Monte Carlo simulation, statistical analysis and quantitative risk management.
Professional expertise areas
- Quantitative Research
- Model Development
- Python
- SQL
- Asset Liability Management (ALM)
- Corporate Credit Risk
- Credit Risk
- Market Risk
- Mortgage Market
- Stochastic Modelling
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