Dmitry Shibaev Email & Phone Number

Lisbon, Portugal

United Kingdom

Financial Services - Capital Markets

Lisbon, Portugal

Working with clients to help them Manage Risk in Traditional Financial Markets and Crypto investments in DeFi. Building blockchain applications for the Financial Sector and operating Node infrastructure on the Cardano and Ethereum blockchainsIn development:- Margining and Settlement of Interest Rate Derivatives on the blockchain- Investment vehicle for managing investments in the Crypto industry- GPS based smart contractsBuilt the Cardano Beam platform which brings digital assets into the real world by attaching GPS coordinates to smart contracts. The platform includes a Web app though which businesses place digital assets on the World map and a Mobile app with a crypto wallet with which users pick up assets by going to those locations

Amsterdam, North Holland, Netherlands

Amsterdam, North Holland, Netherlands

Stood up the Regulatory Stress Testing program for the bankDesigned and delivered the first regulatory stress test for ICAAP and ILAAPRepresented the bank at external conference as speaker and SME on Stress Testing

London, England, United Kingdom

The financial crisis of 2008/09 brought a lot of attention to how much capital the trading desks needed and how they managed their risks . Capital Management and Stress testing became an important tool to identify areas of the portfolios where risk could be hidden from the more traditional risk models.Over the span of 8 years I worked with the Trading Desks and the bank's C level management to optimize the Risk / Capital / Reward and ensure that the trading desks remained competitive despite the constantly changing regulatory environment.I built tools and worked with Quants to optimize the pricing libraries to incorporate capital and liquidity metrics into pricing decisions. I identified desks that had the best chance to remain profitable in light of regulatory change which informed the bank's strategic direction.I lead the NWM response in the Group wide stress testing exercises including the Bank of England and EBA. I designed and delivered the first recovery plan for the investment bank.All of this was done with very close attention to detail. I designed and made significant improvements to risk models:- Value at Risk and Stressed Value at Risk- Incremental Risk Charge (IRC) and the Default Risk Charge under the FRTB- Advanced and Standardized CVA Risk Weighted Assets- Modelling of Revenue for the flow type trading business- Stress Testing, ICAAP and ILAAP- Inflation linked derivatives, FX models and Rates SABR modelsI managed a local team and project managed a large team across the bank when delivering large scale projects.

Lisbon, Portugal

Managed Counterparty and Market Risk on the Trading and Banking books and Pension Fund assets. Regular updates to the board on key risk metrics and limits.Ran stress test exercises; Maintained the VaR modelFaced off to regulators on ICAAP and COREP submissionsRisk manage dynamic hedging strategies in the retail structured book.Compiled monthly investor reports on the RMBS notes issued by the bank.Achievements:Designed portfolio risk reports and a companywide balance sheet projection tools. Improved accuracy and timeliness of capital reporting. Implemented a Reuters limit management application with live limit consumption information. Ran regulatory stress-test exercises, risk managed dynamically hedged structured equity products and maintained a VaR application.

Lisbon, Portugal

Large scale implementation of SAP Risk modules at Energy companies in Portugal and Spain.Calibrated derivative pricing models and Value-at-Risk models and worked with developers to deliver to client's specifications.

Msc, Monetary And Financial Economics

Thesis: Term Structure of Credit Spreads with Affine Proceses. Devised a model for CDS curves and found a way to extract latent variables.

Bachelor Of Science - Bs, Economics

Thesis: To what degree Conservative and Independent Central Banks impact the effectiveness of Monetary Policy. A Quantitative Approach.