• Machine learning models development and their implementation into credit decision-making processes• Feature engineering for model development process (4000+ new features calculation automated)• Regular reporting based on SQL Server incl. ML models validation and their performance monitoring • Achieving KPIs based on ML models performance and effective changes in decision-making process

• Providing the credit decision-making process based on ML models for credit risk • Identifying, assessment, monitoring, controlling, reporting and mitigating significant risks, incl. credit risk, liquidity risk, IRR BB, market, operational and model risks • Development of models for key risk indicators forecasting and stress-testing, calculation of optimal levels/thresholds of indicators for impact on the company's business results• Loan portfolio quality and provisions forecasting and stress-testing based on Markov chain models • Achieving KPIs and budget targets on risk indicators based on implementation of the new Expected credit loss model (incl. PD, LGD, EAD, macro-economic modelling)• Defense of credit risk assessment models and methodology against auditors• Managing Risk-management team, including risk methodology, risk analysis and reporting, risk data-base development, decision-making and anti-fraud policy, credit risk models inventory and validation.

• Managing credit scoring and underwriting process in the group of 3 online-lending companies • Introducing the new decision making process in conditions of quarantine lockdown effects• Decision-making process development based on interrelationship of client’s behavior in different companies of the group• Implementing ML models for face detection and recognition, face liveness detection• Boosting-based approach for decision-making rules development in the credit process• Credit risk and scoring models reporting development

• Advisory on credit risk models in banks • Full-scope IFRS 9 impairment methodology and models implementation• PD, LGD, EAD models development including macroeconomic component• Scorecards and rating models development and validation• Assessment of credit risk models during audit procedures in banks • Credit risk modeling and validation training for clients• Managing of risk modelling team

• Introduction of overall decision making process for online lending• Application, credit bureau, behavior and anti-fraud scorecards development, implementation and monitoring• Introduction of income-targeted credit policy based on client base segmentation by income rate• Implementation of credit rules and decision process management in APS• Development of regular risk reporting based on OLAP cubes

• Introduction of new provision methodology according IFRS, and its defense against auditors• IFRS provisions and included risk indicators (PD, LGD, ССF) implementation based on Oracle database• Provisions according local standards calculation and its reporting to banking supervision• Portfolio analysis and credit risks reporting• Risk database (Oracle) development for risk data consolidation, analysis and reporting

• Introduction of effective risk controlling system, based on risk-pricing and KPIs arrangement for business units derived from budget targets• Development and implementation of risk based pricing methodology enabling differentiation of interest rates depending on client rating, LTV and other factors• Introduction of new provision methodology according IFRS and its implementation based on MS SQL Server• Loan portfolio analysis and credit risk controlling, portfolio quality reporting and presentation to the MB• Portfolio and provision forecasting models development, key risk indicators (NPL, PD, LGD etc.) simulation and stress-testing for budgeting• Credit ratings validation, provisions back-testing, participation in Basel projects• Risk database (based on MS SQL server) development for risk data consolidation, analysis and reporting

• Scorecards development, implementation, monitoring and performance analysis (application & credit bureau);• Implementation of credit rules and decision process management in APS;• Preparation of business requirements/specifications by scoring system for IT;• Regular portfolio reporting (portfolio quality, vintages, roll rates, delinquency migrations etc.);• Loan Loss Provision calculation and forecasting.