- Overseeing the Firm’s day to day risk management arrangements- Advising the Board on risk management framework and reporting to it- Setting policies and procedures reflecting the Firm’s risk management philosophy and risk appetite- Orginizing workings of Risk Committee- Providing regular reports and updates to the senior management on the Firm’s risk exposure, performance and risk management activities- Tracking risk events and any financial impact associated with them- Conducting stress testing and scenario analysis- Communicating with regulatory authorities regarding risk management activities- Internal Risk Assessment Process (IRAP) and Internal Capital Adequacy Assessment Process (ICAAP)- Providing risk training to relevant personnel

Risk management at Structured Products desk (equity and credit derivatives)

- Responsible for covering market risk of the Bank’s trading portfolio consisting of several desksspecialized in different products from relatively simple cash equity and bond instruments tosophisticated exotic rates, credit and equity derivatives including issuing of structured products- Setting and controlling market risk limits (greeks, VaR and other relevant portfolio measures), stress-testing (risk matrices) of non-linear portfolios- Conducting comprehensive stress-tests of the whole trading book- Reporting market risk to the Bank’s top management – regular reports, dashboards and presentations- Managing a team of market risk professionals covering individual trading desks- Analyzing new products and proposed big/sophisticated trades from market risk point of view- Participating in Market Risk Committee meetings- Developing market risk infrastructure including automation of risk reporting, VaR and economic capital- Conducting P&L attribution analysis

- Controlling risks of positions in variety of cash and derivative instruments (equity, credit, FX, IR) withspecial focus on exotic FX/IR derivatives and structured products- Setting market risk limits for individual desk portfolios- Participated in the development of infrastructure for XVA desk and automated CVA calculations- Produced and automated daily risk reports including VaR figures for multi asset portfolios

- Controlled risks of portfolio of equity and fixed income securities and derivative instruments- Participated in limit setting, recommended measures for risk mitigation- Developed a comprehensive automated system for risk and performance assessment of a marketablesecurities portfolio containing shares of stock, bonds and derivative instruments- Monitored credit risk of interbank transactions and repo deals

- Analyzed and controlled risks of portfolio of FI instruments and positions in FX and IR derivatives- Implementation of Internal Capital Adequacy Assessment Process (ICAAP) in the bank- Created model for calculating VaR of a trading book- Conducted stress testing of Bank's trading portfolio- Analyzed loan loss provisioning of retail portfolio- Assessed operational risks in the Bank’s regional branches