Educational experience

• Chuvash State University

  Postgraduate Degree. Faculty of Applied Math., Physics and Information More >

  Technology Specialization: "Mathematical Modeling, Numerical Methods and Software Packages".
  Development of training methods for Spiking Neural Networks, effective for implementation on promising neuroprocessors

• Chuvash State University

  M.S. Faculty of Applied Mathematics, Physics and Information Technology More >

  Specialization: "Mathematical Cybernetics", GPA 4.7 out of 5.0

• Chuvash State University

  B.S. Faculty of Applied Mathematics, Physics and Information Technology More >

  Specialization: "Actuarial and Financial Mathematics", GPA 4.9 out of 5.0

• Chuvash State University

  B.S. Faculty of Economics (second degree) More >

  Specialization: "Economics of Enterprises and Organizations", GPA 4.8 out of 5.0

• Lomonosov Moscow State University

  Faculty of Mechanics and Mathematics Specialization: "Fundamental Mathematics»` More >

  incomplete higher education

Work experience

• JSC Gazprombank

  Quantitative Analyst / Executive Director —  8 months More >

  Model risk assessment and model validation

• PJSC Sberbank

  Quantitative Analyst / Lead Risk Data Scientist — 1 year 11 months More >

  • Modeling of Corporate Portfolio - Calculation of Risk Metrics (Credit Risk): Expenses on Reserves, NPL, New Defaults, Amortized (Repayment), Recovery, Improvements (from Migration), New Business, Cost of Risk, RWA
  • Modeling of the Weighted Average PD Change in section of Business Segments (Corporate portfolio) for Macro Hedging in Accordance with IFRS Based on Migration Matrices
  • Modeling of Risk Metrics for the Processes of Budgeting, Re-Budgeting and Strategic Planning (Planning for Three

• Central Bank of the Russian Federation (Bank of Russia)

  Main Expert — 1 year 7 months More >

  • Calculation of Risk Metrics (Market Risk, Credit Risk) in the Insurer's Financial Stability Model
  • Explanations of Issues Related to the Financial Stability Model to Market Participants (Insurers)
  • Improvement of the Methodology for Assessing the Financial Stability of the Insurer
  • Development of Supervisory Reporting Forms of the Insurer

• PJSC NPF «SAFMAR»

  Senior Actuarial Analyst — 1 year 10 months More >

  • Calculation of the Pension Fund's Liabilities for Clients (Checking the Adequacy of the Fund's Assets)
  • Preparation of Actuarial Assumptions for Calculations
  • Interaction with Supervisory Authorities (Bank of Russia) and Auditors (Ernst & Young)

• PJSC Mortgage Corporation of the Chuvash Republic (Building Houses and Mortgage)

  Financial Specialist (Finance Department), Mortgage Underwriter (Mortgage Lending Department) — 1 year 2 months