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Aleksandr Matveev is listed as Finance & Risk Methodology | Programming at Sovcombank, a company with 272 employees, based in Moscow, Moscow City, Russian Federation. AeroLeads shows a matched LinkedIn profile for Aleksandr Matveev.
Aleksandr Matveev previously worked as Deputy head of risk methodology and reporting division (зам. начальника управления) at Sovcombank and promoted to deputy head of risk division at Maritime Joint Stock Bank. Aleksandr Matveev holds Master Of Digital Economics And Network Industries (Iren), 14.7/20.0 from Université Paris-Saclay.
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● Distinctions: - European Commission educational grant: international double-degree master's program (2015-2017);- Titled "The best master's student 2014: Science", Moscow University;- FRM (2021), CFA (2022–23 charterholder)● Experience: - Financial and risk modelling - Data analysis and visualization (Python, R, M, VBA, SQL, SAS) - Audit and validation (incl. models by Big4) - Internal ratings-based approach for credit risk (IRB) - ICAAP \ ILAAP - Macropridential stress-testing - Supervisory BU stress-testing - Bank’s recovery and resolution plans - Banking legislation development - Regulatory compliance - Capital budgeting and credit limits - ALM - Credit scoring - Valuation - Investment analysis - Scenario analysis and forecasting● Selected projects:- for the International Monetary Fund: https://youtu.be/kGycx46G5h8 Network effects model of the counterparty default (Espinoza- Vega) - Risk aggregation (credit and market VaR) using correlated MCS and Cholesky decomposition - The banks’ systemic significance assessment framework (Bank of Russia’s Directive № РВ-40-84/39 as of 20 Mar 2019) - Credit risk calibration: a bank’s CDS spread as function of a market index G-spread - Real estate market risk assessment model based on the unsmoothed return series
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Москва, Россия
Top 3rd private bank1) Models: a) Risk aggregation using correlated Monte Carlo Simulation and Cholesky decomposition; b) Automated exponential distribution-based time scaling of losses (dynamic stress-testing);2) Developed an automated Power Query database that consolidates balance sheets from G-SIB banks, calculating maximum drawdowns for each item to.
Москва, Россия
Private bank1) ICAAP /ILAAP: a) Credit scoring: multi-factor credit rating model incorporating macro-economic indicators and industry-specific metrics; b) Real estate market risk assessment model using the unsmoothed return series; c) Liquidity coverage ratio (LCR) simulation models; d) Credit loss provisioning model. 2) Risk appetite, capital allocation.
Москва, Россия
1) Reporting to the International Monetary Fund on the developments in the regulatory framework incl. https://youtu.be/kGycx46G5h8:a) Espinoza-Vega network effects model of the counterparty default; b) Credit risk calibration: a bank’s CDS spread as function of a market index G-spread; c) Automated bank-specific calibration of liquidity risk using funding.
Other employees you can reach at sovcombank.ru. View company contacts for 272 employees →
Sergey Anikin
Colleague at Sovcombank
Moscow, Moscow City, Russia, Russian Federation
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AK
Artem Kovalenko
Colleague at Sovcombank
Novosibirsk, Russia, Russian Federation
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AA
Alexander Agadzhanov
Colleague at Sovcombank
Moscow, Moscow City, Russia, Russian Federation
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AT
Alex Tsegelnik
Colleague at Sovcombank
Dubai, Dubai, United Arab Emirates, United Arab Emirates
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TM
Thao My Tran
Colleague at Sovcombank
Moscow, Moscow City, Russia, Russian Federation
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ИК
Ирина Кондратенко
Colleague at Sovcombank
Novosibirsk, Russia, Russian Federation
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ИВ
Ильшат Вильданов
Colleague at Sovcombank
Russia, Russian Federation
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ДС
Дмитрий Сергеевич Петухов
Colleague at Sovcombank
Russia, Russian Federation
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ВХ
Виктор Хлынов
Colleague at Sovcombank
Russia, Russian Federation
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SB
Sergey Batyrev
Colleague at Sovcombank
Saratov, Saratov, Russia, Russian Federation
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Quick answers generated from the profile data available on this page.
Aleksandr Matveev works for Sovcombank.
Aleksandr Matveev is listed as Finance & Risk Methodology | Programming at Sovcombank.
Aleksandr Matveev is based in Moscow, Moscow City, Russian Federation while working with Sovcombank.
Aleksandr Matveev has worked for Sovcombank, Maritime Joint Stock Bank, and Central Bank Of The Russian Federation (Bank Of Russia).
Aleksandr Matveev's colleagues at Sovcombank include Sergey Anikin, Artem Kovalenko, Alexander Agadzhanov, Alex Tsegelnik, and Thao My Tran.
You can use AeroLeads to view verified contact signals for Aleksandr Matveev at Sovcombank, including work email, phone, and LinkedIn data when available.
Aleksandr Matveev holds Master Of Digital Economics And Network Industries (Iren), 14.7/20.0 from Université Paris-Saclay.
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