Data modeling, Financial Due Diligence — 1 year 5 months
• Leading of a scoring engine product for Retail and SME, integrating credit scoring, antifraud, and validation capabilities to enhance risk assessment and decision-making processes (Risk360 umbrella)
• Successfully closed 7 financial due diligence projects in BNPL, Investment Brokerage, Construction, and High-tech Production (Althaus umbrella)
• Designed and delivered a series of trainings for GazPromBank on data management, data processing, and machine learning in financial modeling by conducting a gap analysis of their internal model development cycle
• Initiated, developed and performed a corporate learning program for Russian Railroads (RZD) in data-driven financial analytics, budgeting, and risk management (Support Partners umbrella)
EMI FinTech startup
Head of Risk and Market Intelligence — 8 months
• Developed a business plan and operational plan in collaboration with the Head of Finance, prepared and delivered documentation to acquire an EMI license from the Bank of Cyprus, facilitating regulatory compliance and business operations
• Key member of a team of three involved in internal IT infrastructure development (business analytics, functional and non-functional requirements) and third-party software selection and integration
• Initiated and prepared a roadmap, and backlog for Anti-fraud and Customer Risk Assessment Engines
• Created and implemented PMO best practices, processes, and procedures using Prince2 methodology, ensuring alignment with SDLC and business processes, which streamlined project execution.
• Fostered a culture of robust and comprehensive documentation, increasing SDLC productivity by 30% through enhanced process clarity and efficiency.
Ingosstrakh Bank
Managing Director, Head of Corporate and Integrated Risk Management — 1 year 5 months
• Led a team of 30, including financial analysts (SME, Corporate, Factoring, Leasing), market risk, operational risk, and R&D teams
o Hired and built from scratch a team of 3 data scientists, 1 business analyst, and 1 data engineer, enabling the development of internal data-driven risk monitoring solutions using Agile methodology
o Resolved a critical bottleneck and prevented operational shutdown during first 6 weeks by negotiating the retention of key analysts and hiring additional staff, ensuring the continuity of loan issuance and disbursement cycles during the first six weeks.
• Partnered with business stakeholders to build more effective loan analysis and monitoring processes, resulting in an increased number of deals reviewed by the Credit Committee (5× for Factoring products, 2× for Corporate financing)
• Initiated and successfully executed a series of projects on risk engine development, resulting in a 2.5% reduction in ECL, a 3.5% reduction in NPL for the loan portfolio, and more effective capital allocation for market risk, enabling an increase in the bond portfolio by 7%
o Developed a Credit Risk Engine from scratch for the corporate portfolio, increasing the Gini coefficient by 17 points compared to the Oliver Wyman solution and ensuring a seamless transition during the 2022 termination of OW services in Russia (logreg for financial and non-financial modules, ARIMA ensemble for CDT forecasting to ensure IFRS 9 TTC PD to PIT PD transition, and incorporation of forward-looking macroeconomic factors)
o Transitioned from an Excel-based VaR solution (MA 250, asset returns) to a VaR & ES Python Engine (EWMA 250, asset prices, risk vertices), enabling the incorporation of bonds with negative returns
• Digitalized the ICAAP framework by deploying a BI solution with automated reports, reducing the reporting period from two months post-quarter to next-day reports and introducing forecasting capabilities, which minimized allocation limit violations to zero
• Delivered a transition to Basel III Operational Risk requirements (716-P and 744-P) ensuring coordination of shared resources, common activities and other dependencies across implementation of third-party software, employee trainings, methodology renewal and ensuring early permission to switch to new calculation of capital requirements releasing additional 0.3% of capital for business activities
• Key member of a team involved in CBDC project and digital asset initiatives
• Served as a member of the Credit Committee and a permanent participant in Executive Committee Meetings
Deloitte CIS
Senior Manager — 1 year 4 months
• Successfully Initiated and closed 7 projects within the Risk Advisory team, enabling Deloitte CIS to enter the financial risk management advisory market for Financial Institutions despite COVID-19 limitations.
o Credit Risk Modeling for Bank top-25, including risk engine development, business process redesign, and IFRS 9 and IRB compliant methodology
o Ensured IFRS 9 compliance for two top-50 banks through methodology enhancements
o Redesigned ICAAP and ILAAP frameworks for Bank top-30 and Bank top-50
o Developed a Developed a Supervisory Assessment Framework for the Central Bank of Russia for evaluation of financial institutions compliance with 716-P and 744-P during transitioning to Basel III Operational Risk principles
o Redesigned the Operational Risk Framework for Bank top-30, ensuring compliance with Basel III, 716-P, and 744-P
• Established strong relationships with the Central Bank of Russia, winning 80% of tenders for CBR employee training resulting in developing and delivering lectures and seminars on IRB standards, Credit modeling, Banking supervision standards, and Operational risks
• Led a team of financial modelers from Deloitte Ukraine in a cross-functional project evaluating the Russian Bank top-10
• Successfully closed 5 projects in collaboration with Tax & Legal Advisory, establishing top-management KPIs compliant with CBR requirements
• Performed Risk Assurance on IFRS 9 compliance and ECL calculation as part of the Audit team for existing clients, ensuring regulatory adherence and financial accuracy
• Acted as a quality champion for data-driven projects within Risk Advisory and other practices, ensuring high standards on projects without direct involvement from the financial risk assurance team
• Implemented Prince2 practices and processes focusing on project risk controls and contingency plans, reducing project execution costs by 12% and ensuring projects were completed on time and within scope
• Served as a member of the Deloitte International IFRS-9 board, contributing to global standards and methodologies related to the impact of COVID-19
MMA Bank
Chief Risk Officer — 1 year 3 months
• Responsibility for the institution's risk management, capital adequacy and contingency policies
• Led the bank's efforts in regulatory preparations for brokerage and dealing activities, resulting in obtaining licenses from CBR
• Led the bank's preparations for M&A by Bank Solidarnost, resulting in a successful negotiation process on terms of acquisition, passing the CBR audit, and execution of the acquisition
• Led a cross-functional project on the transition from IFRS 39 to IFRS 9, ensuring coordination of IT, Financial, Credit, and Risk departments, streamlining common activities and other dependencies across projects, leading to the implementation of IFRS 9 standards according to regulatory requirements (604-P, 605-P, 606-P)
• Restructured the ICAAP framework and methodology, allowing the bank to move one grade higher on CBR assessments
• Acted as a primary point of contact for CBR, rating agencies, and external auditors
KEB HNB BANK
Chief Risk Officer — 3 years
• Established the Risk Management Department from scratch after the institution acquired a banking license, developed and enforced risk management, capital adequacy, and contingency policies, ensuring compliance with Group guidelines and regulatory requirements
• Implemented financial analysis and loan issuance process
• Initiated development and maintained support of new business activities
• Developed Credit Risk Engine for corporate portfolio in compliance with IFRS 9 and Group guidelines
• Developed and implemented the ICAAP Framework and methodology from scratch, allowing the bank to meet regulatory requirements after the introduction of 3624-U.
• Established and maintained relationships with clients, partners, and third-party providers
• Acted as a primary point of contact for CBR, rating agencies, and external auditors
VTB Group
Head of Retail and Project finance — 5 years 4 months
• Started as an intern at TransCreditBank in the VTN Group and was gradually promoted to Head of Project Finance Risk Department within three years, successfully transferring to VTB 24 while keeping the department and position after the acquisition process by VTB
• Built a financial forecasting process from scratch for past due rates, provision rates, and P&L impact
• Led the loan portfolio transition process from TransCreditBank to VTB, Bank of Moscow, and VTB 24
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