Alexey Bulychev Email & Phone Number

Moscow

Head of RAS & IFRS Provisions Calculation & Control CenterProject Management:• IFRS 9 implementation (Steering Committee member)• Corporate Data Management (Steering Committee member)• Revision of the IFRS 9 models and methodology for Retail segment (Project Director)IFRS-9 provisions calculation and forecast:• Development and support of ECL calculation methodology • Development and regular updates of lifetime PD and LGD models• Development and regular updates of other models used in IFRS 9 (macro, CCF, mortgage prepayments model) • Development and support for loan fair value models (FVPL and FVOCI loans)• Portfolio yearly loss forecast model development & calculationRAS provisions control and forecast:• Maintenance and regular updates of RAS provisioning methodology (CBR 590-P and 611-P)• Analysis and preparation of expert opinion for a Credit Committee (large corporate loans)• RAS provisions forecastsCommittee membership:• Risk Committee• Project Steering Committees (IFRS 9, Corporate Data Management)

Moscow, Russian Federation

Financial Risk Management

Moscow, Russian Federation

Retail risk methodology & business process

Moscow, Russian Federation

Moscow, Russian Federation

Risk Manager (three major activities within the role)PM for implementation of Basel II IRB standards in Retail:• acting as PM for Retail Risk team (planning, change management, reporting for stakeholders)• acting as QA & Basel IRB & ICAAP expert (review and acceptance of credit risk models and risk methodology developed by external team)• development of credit risk models & methodological concepts for Basel IRB retail workstreamMethodology & Compliance manager:• responsible for development of internal documents (credit process, provisioning, forecasting)• responsible for communication with internal & external audit teams• responsible for communication with local regulator (CBR) and preparation for CBR inspectionsCredit Bureau & Informational Services manager:• communication with vendors (information service providers)• administration (contracts, payments, budgeting costs, etc.)• development & business application (evaluation of efficiency of new & existing services, preparation of IT requirements, etc.)

Moscow, Russian Federation

Head of Risk Tech Unit within Credit Risk Department (5 subordinates)Risk Technology:• Planning and management of the IT tasks related to loan origination• Development of decision strategies within Experian NBSM• Development of decision strategies within FICO DM• Ad-hoc reports on loan origination process• Preparation of business requirements for IT (CR, BRD, FSD)• Review of credit risk and credit process related internal documents

Moscow, Russia

Analytics and Risk Tech Team Lead (6 subordinates)• Managed modeling (credit risk models, portfolio forecasting) and Risk Tech related (risk systems, reporting) activities within Retail Risk team• Developed regular reports on retail portfolio for Bank Management Board• Participated in development and maintenance of risk-related internal documents • Developed and tested credit risk models (PD, LGD)• Acted as PM / Expert in Risk Technology projects (implementation of Experian Software, Credit Bureau related software, DWH, etc.)

• Developed business requirements for IT Dept (BRD, FSD, CR etc.)• Established and maintained communications with various vendors including Credit Bureaus and IT companies • Participated in Risk Technology projects as Analyst (Automated Credit Bureau, NBSM, Collection, DWH)• Designed and implemented set of reports on Retail Credit Portfolio (MS Access, MS Excel + VBA)• Provided regular reports on Retail Risk (Origination, Portfolio, Collection)• Provisions calculation (regulatory and internal model)

Moscow, Russia

• Developed and maintained auto-loans strategy in Experian NBSM• Developed cross-sell strategy for Experian Probe SM implementation project• Participated in Experian Probe SM implementation project as a Business Analyst• Created several ad-hoc reports (Soft Collection efficiency, etc.)• Created and reviewed various business requirements for IT (BRD, FSD, Test Plans, etc.)

Moscow, Russia

• Performed administering and maintenance tasks on Oracle and MS SQL (Oracle 9i, MS SQL 2000, 2005).• Implemented numerous fixes and updates in database server logic (PL/SQL)• Implemented numerous fixes and updates on different client applications (C#).

Moscow, Russia

• Designed database structure for new system modules (Power Designer, Oracle 9i).• Participated in development of application administering system (UI and server parts for a 3-tier application).

Moscow, Russia

• Responsible for MRP system installation in Moscow office.• Analyzed and developed business process model of Moscow office.• Gathered business requirements and developed project-related documents.• Performed system-level and user-acceptance test on server (MS SQL) and client (Visual Basic) logic.

Specialist, Economics (Banking)

Тема дипломной работы: "Определение кредитного рейтинга заемщика с использованием статистических методов для клиентов малого и среднего.

Specialist (6 Yrs), Computer Science, Process Engineering