Резюме № 46331604
Обновлено 31 июля 2019
Обновлено 31 июля 2019
Начальник направления риск-менеджмента
Был больше месяца назад43 года (родился 22 декабря 1981), cостоит в браке
Москва, удаленная работа, готов к переезду
Занятость
не указано
Гражданство
Беларусь
Контакты
Телефон
Почта
Фото, имя и контакты доступны только авторизованным пользователям
Опыт работы 14 лет и 2 месяца
- Сентябрь 2016 – июнь 2019
- 2 года и 10 месяцев
Product Owner
Finport, МоскваОбязанности и достижения:
Key responsibilities: - conceptualization, implementation, review, and continuous improvement of Product & Internal Processes; - Decision Engines' Architecture in Lending (behavioral analytics, scoring, big data, client identification & anti-fraud); - setting up technical requirements (‘user stories’) for Creditor’s data requirements; - designing an optimized “Flow” (borrower’s “path” through the application) to meet the Borrower-Creditor fit; - elaborating alternative Loan Questionnaires (including dynamic ones) in order to balance maximum data for creditors’ Risk-Management+Collection and client’s Conversion Rates; - collaborating with Credit Bureaus & setting communication channels through APIs; - overall overview of the Product, incremental (daily) increase in functionality, reingeneering & remastering, coping with scarce resources and changing environment (project risks); - leading the Team in Agile (Scrum) mode (Jira); - devising a Knowledge Base (Confluence). Key achievements: - finding (changing if needed) and orchestrating the “right people”: database (infrastructure) architects, backend- & frontend-developers, testers (10 people under management); - getting the Vision of the whole Product needs; - launch of ‘alpha’ version, ‘pre-beta’ testing mode.- Апрель 2015 – февраль 2016
- 11 месяцев
Директор по рискам
Обязанности и достижения:
The main idea was, given a new Business team, trying to reinvent bank’s sustainable position. First steps of crisis management included cost reduction (selective stuff optimization, closing inefficient programs and processes), followed by installing points of growth with controllable levels of risk. Key responsibilities: - optimising staff; - harmonizing bank’s risk profile across multiple risk-taking businesses, working closely with business departments on changing product pipelines with respect to the risk strategy; - automatization of risk processes (risk team itself or with IT team); - building scorecards for SMEs; - collaborating with 3 major Credit Bureaus, ‘Big Data’ providers (mobile operators, transaction servicing companies, social networks’ data aggregators etc.) in order to improve credit risk models’ precision and stability; - reconfiguring ‘antifraud’ procedures; - collaborating with Collections (in-house and third party) in order to improve recoveries, consequently retuning LGDs; - analysing economic/industry/regulatory developments, establishing relationships that could explain portfolio risk & macro-economic correlations that drive net credit losses, liquidity, interest rate and FX risk; - reporting to senior management; - member of ALCO, Credit, Change and Risk Committees, as well as of numerous internal ‘horizontal’ projects (SAS/DWH, collection scorecards, ect.); - accountable to CEO, Management and Supervisory Boards. Key achievements: - gathering a team of risk professionals having different backgrounds and experiences; - all multiple business projects were provided with respective risk parameters and, if needed, risk models; - despite working in extreme conditions (given the current turmoil in the Russian market and economy), the majority of the launched businesses started to give positive ROI, with actual risk characteristics within planned bounds.- Февраль 2011 – апрель 2015
- 4 года и 3 месяца
Директор по рискам
Обязанности и достижения:
Responsible for managing bank’s risk profile set by the Supervisory Board and acceptable to the regulators. That includes quantitative and qualitative assessment of all types of risks (credit (retail, corporate & banks), market (interest rate, FX), operational and liquidity risk), as well as engagement with key personnel in order to execute efficiently Bank's strategies. Key responsibilities: - providing advisory support to the Supervisory Board and CEO; - leading a staff of 50+ (optimized to 30+), department comprising of 5 directions: ALM, risk analytics & reporting (including collection analytics), credit risk verification, risk methodology, operational risk; - member of ALCO & credit committee, as well as of numerous internal ‘horizontal’ projects (DWH, FTP, portfolio approach for retail loans provisioning, collection scorecards, international credit rating, ect.); - participating in credit product review and approval process; - approving and controlling credit risk and portfolio quality, ensuring compliance with all applicable credit policies, procedures, formulating supplementary credit policies, if needed so; - identifying and analyzing trends and concentrations that could affect the risk and performance of portfolios; - establishing and reviewing portfolio underwriting standards in line with the established concentration limits; - working closely with Collections to ensure the efficacy of the Bank's end-to-end controls for all aspects of customer behavior; - analysing economic/industry/regulatory developments, establishing relationships that could explain portfolio risk & macro-economic correlations that drive net credit losses, liquidity, interest rate and FX risk; - evaluating risk performance under stress conditions; - ensuring high level of integrity and accuracy of reporting to senior management & regulatory authorities. Key achievements: - construction of a comprehensive risk-management system, integrated into all business lines at different levels; - building, growing and motivating a team of responsible, inquisitive and goal-oriented risk professionals having different backgrounds and experiences; - working in highly risky conditions, outlined by Bank’s strategy, still outperforming bank’s peers selling by far less riskier products; - receiving the highest possible (for local market) bank’s credit rating (Moody’s); - “connecting dots” – foreseeing medium & long term economic conditions. Key failures: - inability to influence key business points of Bank’s strategic plan (annual budget), being excluded from decision-making process (providing only OpEx, loan provisioning & losses); - underestimating “human factor” on top executive & shareholder level.- Январь 2008 – январь 2011
- 3 года и 1 месяц
Начальник отдела розничных рисков
Обязанности и достижения:
Quantitative credit portfolio quality management, loan transaction approval methodologies: - tuning and fine-tuning (optimization) underwriting settings (latest Fair Isaac product) according to communicated strategy (approval rate boosting, default level decreasing, RAROI): functions, policies, scorecards, cut-offs, verification workflows, limits (client/transaction), credit bureau ect. I.e. introduction in 2009 of a new scorecard and cut-off let the bank double automatic approvals while keeping the default rate stable. Before deploying new strategies to production, simulations are run on the client base’s vector (also segmented by products, vintages, ect.). ‘Focus groups’ are prepared to check the efficiency of current settings. - scorecards building (R, newbie in SAS): monitoring current scorecard's efficiency (ROC, LIFT, GINI…), building & validating new ones (algorithms: log-regression, NN, GAM…), choosing most appropriate (accurate & stable), associating a cut-off, running Champion/Challenger. Currently application and behavioural scorecards are used (too little data for Collection SC). - ad hoc and standard periodic (daily, weekly, monthly, quarterly, yearly) reporting (SQL queries, Excel & Powerpoint visualization + analytical comments) to local senior management (Supervisory Board), other bank units, auditors and regulatory bodies, as well as to the Group's HQ. Reporting covers all areas of business, including Approval process (underwriting reports), Fraud, Provisioning, Collection, POS, Macro environment (GDP, Unemployment, FX...) ect. - participating in Marketing & Finance area: precising & segmenting target population (i.e. risk-criteria for cross-selling), risk-adjusted pricing, forecasting, optimization, stress testing ect. - monthly provisioning for Non Performing Loans with statistical models (roll-rate, markov, LGD with respect to recovery) and according to IFRS 39. - budgeting, forecasts and 'triggers': allowances for impairement losses, response rate for x-sell, expenses counting for Operations' units involved in applications and bad loans processing (like staff, phone calls ect.), risk indicators’ triggers setting (FPD, 30+, 90+…). - writing specs for IT concerning risk area, data manipulation (all in English) & assisting at software updates' releases for the risk part of the SW. - participating at HQ risk conferences, regular conferences via phone, reporting to Group's CEO in 2010; 50% of work communication is in English. BACEE certificate. - writing local documents regulating risk processes and responsibilities, managing a staff of 4.- Июнь 2007 – январь 2008
- 8 месяцев
Специалист отдела рисков
Обязанности и достижения:
Credit portfolio monitoring, FX & interest rate risk measuring and stress-testing (hold ‘implementation act’ for Historic & Monte-Carlo Value at Risk simulation program). Later, National Bank’s disposition on market risks was ‘inspired’ by the internal document regulating described methodology.- Ноябрь 2004 – май 2007
- 2 года и 7 месяцев
Преподаватель, курс лекций по банковскому риск-менеджменту для магистров 2-го года обучения
Белорусский государственный университет, МинскВуз, ссуз колледж, ПТУОбязанности и достижения:
Lectures and seminars to Master degree students (Finance & Banking), author of the course ‘Credit Risk Management In Banking’.- Февраль 2005 – январь 2007
- 2 года
Аналитик
БелХард, МинскСистемная интеграция, автоматизации технологических и бизнес-процессов предприятия, ИТ-консалтингОбязанности и достижения:
Banking software analyst (Treasury Management, outsourced project).
Образование
- Высшее образование
- 2007
- Высшее образование
- 2005
- Высшее образование
- 2004
Факультет: ЭФСпециальность: Мировая экономика (экономист)
Обо мне
Дополнительные сведения:
Волейбол, горные лыжи, серфинг, танцы, гитара. Путешествия. Стрессоусточивость, самосовершенствование. Командный игрок.
Достижение целей профессиональный и эффективной командой., Business Analysis, Agile Project Management, Atlassian Jira, Credit Scoring, Debt Collection Optimization, Team management
Иностранные языки
- Английский язык — cвободное владение
- Немецкий язык — базовый
- Французский язык — cвободное владение
Водительские права
- B — легковые авто
Фото, имя и контакты доступны только авторизованным пользователям
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