Aidar Ibrayev Email & Phone Number

Edinburgh, Gb

Edinburgh, Gb

Running IFRS9 models to output Expected Credit Loss (ECL) numbers for Secured/BB portfolios.Running Capital models to output RWAs and Capital numbers for Secured/BB portfolios.Analysing Capital & Impairment movements and drivers.Calculating additional adjustments (ECJs) not covered by C&I models.Conducting impact assessments of Economic Scenarios on PD, LGD, EAD under IFRS9 models.Assessing the impact of Regulatory Framework changes on RWAs and Capital.Interacting with internal and external stakeholders regarding Capital & Impairment matters.Performing ad hoc analysis of other impacts on Capital & Impairment within credit risk management functions.

Алматы, Казахстан

Audited IFRS9 models for major Kazakhstani banks (internal banking procedures and policies).Evaluated credit risk (Expected Credit Losses under IFRS9) associated with the bank’s loan portfolios (unsecured loans, motor finance, mortgages, SME, and corporate loans).Ran MI reports and provided insights on a weekly and monthly basis to track, analyse, and report credit risk trends in the banking industry.Followed prudential regulations and standards during detailed examination and analysis of banks and credit institution reports.Conducted periodical assessments of systematically important banks under the SREP methodology, including evaluating capital adequacy, credit, liquidity risk, funding, market and operational risks, corporate governance framework, and business model.Developed periodical analyses on individual banks' solvency, liquidity, market, and operational risks for senior management and stakeholders.Systematized and deployed end-to-end automated business processes in daily activities to improve the quality of banking intelligence and reports.Enhanced the working team's efficiency and reduced the number of handwritten reports by 70% through the development of SQL statements, Python, and VBA scripts to monitor banks' key performance indicators.Collected and analyzed historical banking data (bank-specific factors and macro-factors) for the country-level stress-testing process.

Алматы, Казахстан

Led the technical aspects of capital adequacy, liquidity and funding, and market and operational risks analysis.Within NBK’s oversight function, supervised banking institutions for compliance with regulatory banking standards, including capital adequacy ratios (CET1), liquidity buffers (NSFR, LCR), and market operational risks.Collaborated with internal data teams to obtain model development data, ensuring data quality, quantity, breadth, and timeliness for model development.

Алматы, Казахстан

Within NBK’s oversight function, monitored banking institutions for compliance with regulatory banking standards, including capital adequacy ratios (CET1), liquidity buffers (NSFR, LCR), and market and operational risks.Collaborated with internal data teams to obtain model development data and conducted appropriate checks to ensure that the data used in model development was fit for purpose in terms of quality, quantity, breadth, and timeliness.Participated in the Assets Quality Review of Kazakhstan to assess banking assets impairment under IFRS 9 and the effects of provisioning on the banks’ capital ratios (CET1) at a country level throughout the end-to-end project process.Designed and delivered training programs to 12 employees to improve the efficacy of the Reporting and Analysis Division. This initiative led to a reduction in the time employees spent on manually written reports, as well as a significant decrease in the operational risk of the division.

Алматы, Казахстан

Reviewed and analyzed banks' and credit institutions’ reports to determine their compliance with the prudential regulations.Evaluated banks during the SREP (supervisory review and evaluation process) on financial performance, management analysis, banking assets quality, loan provisions, capital adequacy, liquidity ratios, market and operational risks, and other aspects of banking activities.Prepared periodical reports for the Head of the Banking Regulation Department.Participated in regular and special on-site examinations of banks to determine whether the banks were complying with all pertinent banking laws and regulations and that their affairs were being conducted in a safe and sound manner.Prepared examination reports of findings.

Msc, Finance, 2:1

Education record