Denis Georgi Email & Phone Number

New York, United States

New York, United States

• About OZON Fintech: provides financial services to users and sellers on Russia's largest e-commerce platform, including credit cards and loans for individuals, as well as loans, factoring, and co-investment.
• Built up risk data processing. Leveraged Apache Kafka to collect data, Python to automate ETLs via Airflow and SQL for data extractions and transformations.
• Incorporated machine learning in risk assessment. Developed SARIMA model to forecast quantity and severity of credit defaults. Deployed Logistic Regression and Random Forest models for credit scoring. Used DBSCAN.
• Applied data analysis to evaluate key risk parameters and manage credit portfolio, used A/B tests, back testing and vintage analysis to improve decision making and leveraged ML methods for risk forecasting. Result.
• Automated risk data reporting in Power BI and performed migration to Apache Superset.
• Developed a service for managing revolving limits using Python, SQL, Docker and Kubernetes. Key Achievements:1) Developed a fully automated microservice for managing revolving limits, leading to a 23% increase in sales.

Moscow, Russia

• About Otkritie: Otkritie is one of top 10 banks in Russia with approximately $40 billion in assets. It offers a wide range of services to both individual and business customers.My Role: I serve as a Quantitative risk.
• Quantified risk metrics. Leveraged Copula model & Monte Carlo simulation to estimate Cost of Risk of the portfolio based on PD, EAD, LGD distributions and correlations.
• Designed and executed extreme market and regulatory scenarios tests as well as numerous custom stress tests on combined portfolio. Revealed several regulatory violations.
• Developed and implemented a comprehensive risk aggregation framework to combine VaR and CVaR metrics across diverse asset classes, including equities, loans, and credit cards, ensuring a holistic view of the.
• Participated in Mortgage-Backed Securities transactions. Calculated pool characteristics (WAC, WAM and prepayment speeds) of the portfolio. Result: Increased cost of the pool by more than 1% (~ 2 million dollars).
• Conducted validation of risk models using backtesting, sensitivity analysis, and benchmarking against industry standards.

Moscow, Russia

Role: Participation in the creation of the first pipeline, analysis and connection of external services and checks based on them.Responsibilites 1)Analyzing and gathering data from credit bureaus and other external sources, and developing checks based on this information.2)Assisting in the testing of our credit pipeline by creating, implementing, and.

Москва, Москва, Россия

Studies in renewable energies/ organic photoelectronics

Master'S Degree, Physics

Doctor Of Philosophy - Phd, Physics

The use of nanoantennas (rectennas) as a way to absorb and convert solar energy into electricity. Abandoned in 2022 due to the war.