Deputy Head Of Risk Management Directorate (Зам. Руководителя Дирекции)
Ао "Мсп Банк"
AeroLeads people directory · profile
Aleksandr Matveev Email & Phone Number
Deputy head of risk management directorate (зам. руководителя Дирекции)
at
АО "МСП Банк"
LinkedIn matched
✓ Verified Jul 2026
3 data sources
Profile completeness 86%
Current company
Role
Deputy head of risk management directorate (зам. руководителя Дирекции)
Location
Moscow, Moscow City, Russian Federation
Who is Aleksandr Matveev? Overview
A concise factual answer block for searchers comparing this professional profile.
Quick answer
Aleksandr Matveev is listed as Deputy head of risk management directorate (зам. руководителя Дирекции) at АО "МСП Банк", 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.
Company email context
Email format at АО "МСП Банк"
This section adds company-level context without repeating Aleksandr Matveev's masked contact details.
АО "МСП Банк"
Review company-level records connected to Aleksandr Matveev before choosing the right outreach path.
Profile bio
About Aleksandr Matveev
● 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
Current workplace
Aleksandr Matveev's current company
Company context helps verify the profile and gives searchers a useful next step.
5 roles
Aleksandr Matveev work experience
A career timeline built from the work history available for this profile.
Deputy Head Of Risk Methodology And Reporting Division (Зам. Начальника Управления)
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 support stress testing parameters.3) Model audit: Identified errors in an IRB model of a BIG4 company.
Promoted To Deputy Head Of Risk Division
Maritime Joint Stock Bank
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 and contingency planning frameworks: integrating various risk metrics for strategic decision-making
Dec 2022 - May 2023
Head Of Credit Risk Unit
Maritime Joint Stock Bank
Apr 2022 - Dec 2022
Senior Economist
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 base volatility during financial crises; d) Liquidity risk aggregation models (market-wide deficits); e) Econometric forecasting models (economic indicators and trends). 2) Methodology and audit of about 30 G-SIB banks' recovery and resolution plans incl. financial statements analysis, risk models, stress-testing3) Macroprudential stress-testing of the banking sector's liquidity risk and proposals for macroprudential policy.4) Banking legislation development (reporting forms, methodological recommendations, information and consultation papers) incl. as main contributor: the Bank of Russia’s Directive № РВ-40-84/39 as of 20 Mar 2019 (currently in effect) "The Bank Systemic Significance Assessment Framework to Determine the Suitability of Central Bank Intervention for Providing Emergent Liquidity."
Aug 2017 - Mar 2022
3 education records
Aleksandr Matveev education
Master Of Digital Economics And Network Industries (Iren), 14.7/20.0
Master'S In Economics And Management Of Network Industries (Emin), 7.83/10.00
Bachelor And Master Of Economics (Hons), 4.91/5.00
FAQ
Frequently asked questions about Aleksandr Matveev
Quick answers generated from the profile data available on this page.
What company does Aleksandr Matveev work for?
Aleksandr Matveev works for АО "МСП Банк".
What is Aleksandr Matveev's role at АО "МСП Банк"?
Aleksandr Matveev is listed as Deputy head of risk management directorate (зам. руководителя Дирекции) at АО "МСП Банк".
Where is Aleksandr Matveev based?
Aleksandr Matveev is based in Moscow, Moscow City, Russian Federation while working with АО "МСП Банк".
What companies has Aleksandr Matveev worked for?
Aleksandr Matveev has worked for Ао "Мсп Банк", Sovcombank, Maritime Joint Stock Bank, and Central Bank Of The Russian Federation (Bank Of Russia).
How can I contact Aleksandr Matveev?
You can use AeroLeads to view verified contact signals for Aleksandr Matveev at АО "МСП Банк", including work email, phone, and LinkedIn data when available.
What schools did Aleksandr Matveev attend?
Aleksandr Matveev holds Master Of Digital Economics And Network Industries (Iren), 14.7/20.0 from Université Paris-Saclay.
Find 750M verified contacts
Search by job title, company, industry, location, and seniority. Export verified B2B contact data when you need it.
Start free trialPeople with similar names
Check these profiles if this is not the Aleksandr Matveev you were looking for.
View similar profiles
