Internal audit function in VTB Capital group

Perform audit funtion of VTB group's credit & investment business lines, risk and finance support functions.

Coverage internal audit function in VTB Group investment business entities (VTB Bank, VTB Capital).

Internal Audit DepartmentPrevious positions: leading auditor (2008), senior auditor (2009), expert (2010), current - since 2013Principal resposibilities:- monitoring of Bank's operations on financial markets: FX&IR, equity&equity derivatives, bonds&credit derivatives (incl. structured products), REPO, commodity, money market;- monitoring bank's risk management procedures (market & liquidity risks);Additional:- monitoring of credit and investment operations (incl. private equity, project finance, venture capital);- making audit VTB Bank's subsidiaries (incl. Holding VTB Capital, VTB Capital Asset Management);- examination of internal regulatory environment; - fraud investigation;Achievements:- 60+ audits completed, incl. 30 as head of audit team (financial markets, market & liquidity risks, treasury operations, finance);- realized risk assessment methodology for Bank's processes of operations on financial markets, liquidity and market risks management;- developed and implemented monitoring procedures of the bank's operations on financial markets.

Operations departmentPrincipal responsibilities:- Daily and monthly rezerve report according to Central Bank regulations #302-P, 254-P- Automatization of report processesreports preparation according to Central Bank regulations #254-P, 283-P.

Principal duties:– CreditRisk+ modeling. – Risk scenarios, credit portfolios stress-testing. – Monthly credit risk report.– Implementation of scoring card into SME business.– Provision procedures according to IAS 39 for SME business.– RAROC and EVA calculation.