• Treasury Function Maturity Assessment: Analyzed organizational structure, ALM risk management (liquidity, IRRBB, currency), FTP system, capital management, and balance sheet structure for a large banking group (GSIB and subsidiaries in CIS and EU).• Liquidity Risk Management System Assessment: Evaluated quantitative risk assessment methods, risk management tools/procedures, and FTP system (methodological validity and technical implementation) for a large private bank in Russia (GSIB).• Treasury Operational Model Transformation: Developed a roadmap, Docs, management reporting templates, and FTP system methodology for a large state bank in Uzbekistan.• Market Risk and ALM Risk Management Modernization: Conducted gap analysis, improved ALCO decision-making, and recommended operational model changes for a large corporate bank in Azerbaijan.• Model Risk Management System Development: Created model registers, risk management policies, and reporting templates for a large bank in Kazakhstan focusing on market and liquidity risks.• Fair Value Assessment Methodology: Developed fair value assessment methodologies for bonds, loans, deposits, guarantees, derivatives, CVA, and DVA for a Russian bank.• Independent Price Verification (IPV) Methodology: Established IPV process regulations for derivatives in a large bank in Kazakhstan.• Valuation Verification for Financial Instruments: Verified valuation approaches for bonds and derivatives during the AQR project for a large bank in Kazakhstan.• Market Risk, CCR, and CVA Validation: Conducted quantitative validation of market risk, CCR, and CVA estimates for the largest development institution in Russia, ensuring regulatory compliance.• Fair Value Assessment Development/Verification: Developed and verified fair value assessment approaches for various financial instruments (bonds, structured derivatives, guarantees, deposits, loans, leases) for top companies in Russia per IFRS 13, 16, and 2 standards.

Project experience for corporate sector organizations:• Market Risk Management Methodology Development: Analyzed international and Russian approaches to market risk assessment (commodity, interest rate, currency, and liquidity) for a large energy company in Russia, focusing on the oil and gas sector in the CIS, Middle East, and Asia-Pacific regions• Currency Risk Assessment Prototype: Developed a prototype for assessing currency risk and cash flow hedging effects using derivatives for an international manufacturing company• Market and Liquidity Risk Research: researched market (price, currency) and liquidity risk management practices in international and Russian chemical companies for a large chemical company in Russia, considering medium-term cash flow projections based on sales volumes and product/raw material prices• Centralized Treasury Survey: Conducted a survey of the centralized treasury's operational liquidity management and payment calendar formation for a large construction holding in Russia, to define business and functional requirements for new software• ERP System Implementation Support: Provided expertise in "Financial Management and Treasury" for financial instruments (derivatives, deposits, leasing, securities, promissory notes, factoring) and commodity hedging in a large coal company in Russia during an ERP system implementationOther Information:• Led teams of up to 10 specialists• Planned project budgets, accounting for necessary resources• Prepared tender documents and commercial proposals• Conducted presentations, webinars, trainings, and participated in commercial negotiations.

• Modernization of the risk management system of the Fund in compliance with the regulatory requirements;• Underwriting of credit risk of issuers/counterparties (countries, regions of RF, financial and non-financial firms);• Measurement of market risk of bond's porfolio (VaR, Duration, PVBP, Z-spread);• Measurement of market and structural liquidity risks (H/L spread, cash plan/Gap report);• Conducting integrated stress testing under requirements of the CBR;• Maintenance of the internal database of incidents and operational risk events, measurement and evaluation of operation risk (rating model for assessing aggregate risk);• Assessment of the effectiveness of the management of fund's portfolio;• Support of risk management procedures (investment declarations, risk-appetite statements and risk limits 2nd, 3rd level);• Preparation risk-reports for the CEO, Supervisory Board and the CBR;• Development, implementation and maintenance of risk management policy, risk register, methods for assessing credit, market, operational, liquidity risk, methods for setting limits and sublimits, internal documents regulating interaction with the Investing funds;• Preparation of accounting (financial) statements on risks (OSBU, IFRS);• Participation in the work of the Fund's Risk Committee;• Participation in the work of the Risk Management Committee of SRO "NAPF";• Participation in the development of the Fund's investment strategy;• Strong experience of interaction of Investing Funds, SRO, issuers / counterparties, the CBR.

Risk Management Department• Measurement of market risk under Regulatory requirements CBR / Basel 2 (SA-Approach);• Analysis of the sensitivity of the value of fixed income portfolio to changes in interest rates by categories of financial instruments;• Measurement Value-at-risk (VaR) of trading book (historical and parametric methods);• Valuation fair value of forwards transactions;• Measurement of interest rate of banking book (IRRBB);• Setting and monitoring of limits for risk indicators;• Participation in the project for the implementation of the ICAAP procedures;• Preparation of reports to the Executive and Supervisory Board.

Risk Management Department• Measurement of market risk under Regulatory requirements CBR / Basel 2 (SA-Approach);• Monitoring of limits for financial and nonfinancial risk-metrics;• Supporting analytical database of losses of operational risk incidents.