Sergey Kolesnikov, Cfa, Frm Email & Phone Number

Moscow, Russian Federation

• Generate investment ideas, conduct research and produce reports in global equity and fixed income markets, mainly US market. Construct portfolios for clients, recommend rebalancing for existing portfolios.
• Look for attractive asymmetric risk/return opportunities arising due to market inefficiencies.
• Conduct ad hoc research (quick view) if requested by salesforce.
• Developed a bond investing framework for Structured Products Desk, provide expertise for the Desk’s upcoming products.

Moscow, Russian Federation

• Developed and upgraded quantitative market risk management methodologies.
• Was responsible for daily, quarterly and ad-hoc risk reporting, related IT systems development and maintenance.
• Worked closely with portfolio management on Fund’s risk exposure.

Москва, Россия

• Generated investment ideas, conducted research, and presented investment theses to the portfolio manager. Worked in global equity universe, primarily North American and European, in both long and short directions with.
• Applied self-developed screening criteria for identification of prospective ideas.
• Used fundamental analysis to understand intrinsic value of a business as a derivative of its future cash generation ability and sustainability. Looked for divergence of price and value arising due to market.
• Employed Economic moat approach of Morningstar (analysis of business’s sustainable competitive advantages which lead to sustainable excess returns) in my company-level research. Applied Capital cycles approach.
• Developed own research framework integrating both approaches and ultimately targeting investments in strong and sustainable value creators at the right cyclical point and at the right price.
• Stress-tested each idea and reveal value distribution with the means of scenario analysis.

Москва, Россия

• Performed validation of Basel II compliant credit risk models for a major Russian retail bank with focus on quantitative side, performed statistical tests and interpreted model performance.
• Performed risk profile analysis for boutique and medium-sized banks, delivered recommendations for the clients.
• Prepared documentation packages (risk model validation policies, technical methodologies and source codes for statistical tests) for the client.
• Performed gap analysis for client’s risk models to ensure compliance with Basel II. Delivered a list of identified gaps and proposals to achieve compliance.

Stavropol, Russia

• Performed financial statement analysis of corporate clients as well as market and industry analysis.
• Assessed risks and provided forecasts on future performance of clients. Results of analysis were passed to credit and risk managers as a part of underwriting process.

Stavropol, Russia

• Assisted in the organisation of training programmes for Sberbank employees.
• Proposed an improvement to Excel-based trainee assessment system that was subsequently implemented, which increased effectiveness of the assessment process.

Master Of Science (Ms), Investment Management, With Distinction, 72.7/100, Entered The Top 10% Of The 2014 Msc Class

Activities and Societies: Cass asset management society

Specialist In Finance And Credit, Banking, 5.0/5.0

Activities and Societies: Student representative, Active participant of student business case competitionsGraduation thesis titled.