npff.ruregion.ruGroup REGION

www.region.ru

Providing Market Risk Policy, stress-testing, fair value methods defining. Communication with auditors, Bank of Russia, rating agencies in zone of responsibility.

Head of risks and complianceDevelopment and implementation of policies in management of: - Credit risk; - Market risk; - Credit portfolio management (corporate & retail); - Operational and Compliance; Development of measures, methods and procedures for analysis, assessment, control and monitoring of existent and potential risks. Communication with asset management companies, CBR (Central Bank of Russia), rating agencies.Stress testing of core Fund risks. Development and applying of methods of risks limitation, mitigation and hedging. Developing the IT requirements specification.

Development and implementation of policies in management of:- Credit risk (internal rating model, product development, corporates & retail)- Financial risks (liquidity risk, interest rate risk, foreign currency risk, counterparty risk);- Risk allocation and Capital adequacy;- Credit portfolio management (corporate & retail);- Operational and Fraud risks;- Limits policies.Development of measures, methods and procedures for analysis, assessment, control and monitoring of existent and potential risks.Participation in Credit committe, member of ALCO and NPL committees.Communication with auditors, Bank of Russia, rating agencies in zone of responsibility.Calculation of Loan Loss depreciation according to IFRS.Calculation of Loan Loss Provisions according to national standards.Planning, forecasting and calculation of impact of planned changes in Bank's activity on Bank's risks.Stress testing of core banking risks.Development and applying of methods of risks limitation, mitigation and hedging.Developing the IT requirements specification.

It was improved methodologies of Russian banks credit risk analysis.Developed more than 30 Russian banks rating reports for Rating Committee;Taking part in Rating Committee;

- Applying Reuters Kondor+, Radius, Kondor Global Risk in limit management system for Equities, Fixed Income & Repo;- Defining software for Trust operations control.

November 2004 – Present: Bank URALSIB (Moscow) Head of credit risk analysis of insurance companies counterparties- Defining of the RM Policy in the insurance counterparties credit risks and insurance business of URALSIB corporation;- Preparing of the reports for Credit Committee and for leadership concerning of the Insurance counterparties credit risks;- Developing of the methodologies of Insurance counterparties credit risk analysis;- Developing of procedures of Insurance counterparties credit risks management;- Preparing of the reports for leadership concerning fitting Group RM to Basel 2, Solvency 2 and CB RF regulatons requirements;- Preparing of the reports for Credit Committee and for leadership concerning of the insurance business of URALSIB corporation.- Developing of the methodologies of Banks, Administration institutes, Investment companies, Insurance counterparties credit risk analysis;- Developing of procedures of Financial counterparties credit risks and market risk management;- Developing stop-loss, margin call and country limits.- Preparing of the reports for Credit Committee and for leadership concerning of the insurance business of URALSIB corporation.- Preparing of the reports for Credit Committee, ALCO and for leadership concerning of the Banks, Administration institutes, Investment companies, Insurance counterparties credit limits;- Developing of the methodologies of bank business valuation for acquisition;- Taking part in due diligence of a potential acquirer;