Andy Blokhin Email & Phone Number

Baton Rouge, La, Us

Weehawken, New Jersey, United States

Weehawken, New Jersey, United States

• In liaison with Americas wealth management, pioneer development of cutting-edge generative AI solutions for PKR (periodic Know Your Customer reviews). Pilot project harnesses power of ChatGPT to go far beyond classical Natural Language Processing: review client assets and generate source of wealth narrative, review transaction activity and generate transaction counterparty review summary, extract related party information under complex relationships in multiple languages and generate party screening narratives. • Built mid-to-longer term estimate for AI-driven PKR efficiencies and coordinated with first line of defense partners. Stronger data quality and consistency, early detection of potential issues, and automated process enhancements lead to considerably shorter review cycles and reduced returns by quality assurance. • Developed and implemented effective queries to historical PKR databases compiling client-level responses to KYC policy requirements from onboarding through latest review cycle. Utilized historical data for valuable insights into return rates by first and second line partners, duration of review cycles, and preparation of generative AI demo cases.

Weehawken, New Jersey, United States

• Spearheaded global overhaul of statistical sampling methodology for client TM (transaction monitoring) models in Financial Crime Prevention area. Designed sampling approach, applicable for any sample size under chosen granularity (monitoring rule to rule typology to model) and aligned with quantitative risk appetite requirements, and guided model owners in Americas and Europe in its implementation. Revised sampling approach strongly contributed to closure of multiple validation issues and consent order with leading US regulator. • Managed team responsible for governance and maintenance of TM vendor models in Europe (Switzerland, European Union, UK). Supported model owners and developers in building liaisons with regional risk owners and resolving model validation issues. Provided weekly status reports on regional models to global head of Financial Crime Prevention. • Served as delegate for head of compliance modeling for Americas at US model governance forum. Coordinated and advised owners and users of 30+ TM and name and sanctions screening models in preparing model documentation review prior to submission to model validation. Performed periodic summary on documentation review and deep dive reports to US model governance forum. • Coordinated cross-model alignment and content enhancement of KMPI (key model performance indicators) for TM models. Worked with model owners, risk owners, model validators, and creators of global KMPI dashboard on implementation of enhanced performance reports for large TM models covering US business.

Birmingham, Alabama Area

Led conceptual design, creation, and implementation of technologically advanced, effective quantitative solutions for consumer lending business within bankwide credit risk development group. Executed strategic priorities of consumer credit risk management and align methodological and technological foundation between retail and wholesale quantitative development. Oversaw and guided redevelopment and improvement of loss forecasting and loan valuation models by enterprise modeling team.• Spearheaded design and implementation of CECL (Current Expectation of Credit Loss) modeling approach for all consumer lending products. This approach is conceptually aligned with CECL approaches to wholesale credit. Loss estimates carry out smooth transition from point-in-time to through-the-cycle rates and consistently benchmark with CCAR (Comprehensive Capital Analysis and Review) scenarios.• Engineered structure of CECL quantitative models and underlying data around survival analysis concept, to effectively estimate remaining loan balance and loss through maturity. When facing limitations of standard data sources for important products, extended and rebuilt those sources to satisfy accounting and business requirements. Accomplished development of hazard rate and survival models and instrument-level loss calculations for all products as mentor or main contributor.• As associate model owner, provided strategy and oversight to corporate developers in adding critical modeling components.• Reviewed, adjudicated, and coordinated all improvements in consumer loss forecasting and CECL models with model developers, owners, key users, and model validators. Present key achievements and challenges in discussions with regulators, external auditors, and advisors.

Birmingham, Alabama Area

Performed independent validation of loss and balance forecast models across different asset classes. Lead bankwide examination of significant analytical tools. Concentrate on minimizing regulatory exposure while maintaining consistent model risk ratings and productive relationships with the model/tool stakeholders. Train and develop quantitative analysts to understand banking business from inside and to meet increasing regulatory demand.

Virtual/Travel

Deliver business and scientific consulting for Bank Analyzer (BA) and Price Optimization for Banking (POB), leading integrated solutions for financial and management analytics. Support and advise North American financial clients and SAP internal teams in analytical decision making. Devise and implement large-scale data models and efficient queries for SAP high-speed in-memory analytical calculation engine (HANA).

Baton Rouge, Louisiana Area

Performed systematic risk-based quantitative analysis of bank consumer loans “from cradle to grave.” Provided subject matter expertise on model monitoring, loss forecasting and economic capital, and funding cost for multiple loan products. Utilized findings in development of management decision support models and policy enhancements for $3 billion home equity loan portfolio.

Spearheaded team effort in quantitative risk analysis and development for $6 billion portfolio of consumer loans. Performed credit risk support for bank marketing programs and corporate risk management and finance initiatives.

Baton Rouge, Louisiana Area

Delivered quantitative analysis and model support for strong territorial expansion and production growth in bank consumer lending. Designed and put in production critical processes and models, as solo performer and team manager.

Baton Rouge, Louisiana Area

Conceived and completed research project investigating origin of special symmetry in heavy nuclei. Contributed to all stages of research work within two long-term projects. Taught and provided consulting in physics to graduate and undergraduate students of diverse background.

Kyiv City, Ukraine

Conducted research in nuclear structure using group-theoretical methods. Awarded personal grant for the best research project from independent corporate sponsor. Lectured in mathematical methods to graduate students of Academy of Sciences of Ukraine.

Phd, Theoretical Physics

Phd, Mathematical Physics

Ms, Physics