Managing a team and hands-on experience covering:1. IFRS9 expected credit loss (ECL) calculation for loanbook 1m+ active loans (two methodologies - local and group)2. Annual Regulatory Asset Quality Review (AQR) and Regulatory Stress-testing (RST, macro impact on the top on AQR results)3. Development and improvement of server-side Oracle SQL data processing and calculations related to ECL (default triggers' data consolidation from different sources, staging, PD and recovery/LGD calculations)4. ECL- and portfolio-related managerial reports (local and group)5. Expected credit loss and portfolio budgeting (forecasting)Achievements:1. Created 500-column datamart for portfolio easing portfolio data analysis and implementing alternative IFRS9 staging (capable to recalculate 8-year history)2. Created recovery datamart easing LGD calculation and providing more details (50m records for each calculation) and other datamarts of portfolio-related data (subaggregated data, migration matrices)3. Successfully passed regulatory AQR and regulatory stress-testing on the top of it with minimal capital adequacy buffer and capital cap for high-risk portfolio4. Got new local regulator-specific provision calculation methodology approved by regulator (provided approving detailed data and cross-check comparison)5. Created prototypes for alternative budgeting and provisioning calculations improving dataflow processes6. Optimized local and group ECL (provisions) through fine-tuning calculations while still complying with regulations and methodology

• Supervision of three analytical teams (portfolio analysis, financial risk team and operational risk team) • Managerial reporting systems automation using Oracle PL/SQL, data warehouse, PowerPivot, QlikSense and SAP BI• Hands-on experience in Oracle SQL programming including Oracle analytical functions, joining and processing multi-dozen table data sources in one complex parametrized script for best performance• Bank’s data analysis• Regulator’s and rating agency’s request processing• Unit work coordination and training team membersAchievements:1. Created complex high-level datamarts (450 columns) from low-level data (40 source tables) in Oracle2. Automated over 40 different alphanumerical report sheets in QlikSense BI application (use created datamart data) for BoD, top-management, risk department use and headquarters use3. Decreased the workload on the team, increased productivity

Created a semi-automatic trading application with rich-function user interface for trading desk using Interactive Brokers API and Microsoft Visual Studio C#

• Managing a team of analysts• Loan book and contingent asset provisioning & analysis• Managerial and regulatory reporting• Oracle DataWareHouse support and data analysis• All responsibilities from previous position

• Risk quantitative analysis (Oracle-based vintage analysis, loan quality and approval rate indicators, loan transition matrices)• Risk Data Warehouse development, support and improvement (advanced Oracle PL/SQL, Extract Transformation & Load procedures)• IFRS 9 credit risk standard implementation• Consolidated detailed loan book construction, based on direct data from bank's Automatic Banking System (Colvir), bank's payment card system (Way4), scoring and loan application systems• Credit card overdue reporting system development and improvement• Scoring system improvements• Econometric scoring modelling and validation• Managerial credit risk reporting using SQL and Business Intelligence tools, pivot tables/charts• PD, EAD, LGD and etc modelling, R• SAS, Mysis, Credit Bureau & etc credit risk conferences• Third party risk management system study

• Financial, market and operational risk monitoring• International Rating Agency communication, work supervision, video conferences, presentations• Risk management system improvements• Managerial reporting system improvements and automation• Treasury, Finance Department and bank's top-management coordination• Managerial reporting• Work groups• National Bank communications

Project with Kazakhstan’s Ministry of Transport and CommunicationsAchievements:• Toll road project financial modeling• Critical thinking, financial and macro risks• Complex debt capital structuring• Amendments to security market legislation

Achievements:• Set of projects with Halyk Finance (Halyk Bank subsidiary)• Economic research on Mongolia, Russia, Kazakhstan, Kyrgyzstan, and real estate in Kazakhstan

Achievements:• Created macroeconomic research division• Detailed intelligence on macro risks• Full responsibility for macroeconomic research and related activities• Full responsibility for economic databases and presentations• Economic reports & forecasts on Kazakhstan, other CA countries, Mongolia, Russia & Georgia• Company client support, meetings with IMF, rating agency and World Bank representatives• Monthly in-depth research (down to micro level), daily analytical articles

Responsibilities:• Project valuation• DCF modeling• Communication with financial institutions

Responsibilities: • Exchange rate analysis/forecasting and risks• Economic forecasting for Kazakhstan and risks• Investor meetings• Economic reports

Undergraduate tutorials and exams (International Finance & Methods of Mathematics)