Yury P. Email & Phone Number

Москва, Россия

- ключевой участник стратегического Проекта по внедрению ПВР Basel-II/III;- развитие общей стратегии и структуры рейтинговых систем банка (все сегменты);- организация управление модельным риском;- руководство разработкой моделей ПВР (PD, LGD_WD, LGD_ID, CCF, ELBE) для розничного, малого и среднего бизнеса. - организация и развитие оценки качества моделей, корп. управления в сфере моделирования;- разработка методологии ПВР, процессов ПВР, систем ПВР в документах верхнего уровня;- ключевое взаимодействие с департаментами, органами управления и руководством банка и Банка России по вопросам теории и практики оценки кредитного риска, организации рейтинговых систем и системы управления качеством данных;- планирование, организация и контроль команды моделистов.Достижения:- разработка и утверждение 8 ключевых методических ВНД пакета ПВР;- организация разработки "с нуля" среды моделирования и витрин данных для проекта ПВР;- организация разработки "с нуля"структуры Карты моделей и 8 моделей ПВР для розничных сегментов.

Москва, Россия

- the Development and the implementation of the Basel-II/III BCBS approaches for capital/ reserves valuation (IRB / IFRS-9 and AMA / SMA) in regulatory documents and in practice of the Bank of Russia (483-P, 3752-U, etc.); - the organisation and the conduct of validation from the Central Bank of rating systems in the three largest IRB-banks of the Russian Federation in the directions "Retail models (PD/LGD)", "Data quality", "Corporate governance" (methods, models, processes; evaluation, tests), conclusions, the conditions of permits for IRB, add-ons); - the international experience and adaptation of IRB/SMA to the Russian banking (BCBS, EBA, ECB and other regulators, IFRS-9, corporate governance); - the IRB trends: BCBS (EU 575, CRR, CRD, RTS, TRIM, etc. for PD, LGD_LR, LGD_ID, EAD, ELbest, ...); - the carrying out of validations of the Bank of Russia internal models; - Bank of Russia's Member of BCBS Groups for Operational risk and for RegTech&SupTech;- the participation in the SMA Basel-III methodology development, the recommendations for the Heads of the Central Bank; - the development of the Central Bank Regulation No 483-P (it is Russian IRB-document); - the development of the Central Bank Directive on the order of selective testing of reserves under RAS (590-P) by extrapolation; - start of the strategic IT-project of the Central Bank "Information system of validation and supervision".

Минск, Республика Беларусь

Supervision of business units: risk management, anti-fraud, underwriting, security service.Chairman of the Credit Committee, Chairman of the Risk Committee.Active interaction with the Board of Directors, the Russian Central bank, shareholders, external audit firms, investors etc.Team leader for over 30 analysts for the following tasks:- reformation and development of risk management and corporate governance;- creation of risk-reporting "from scratch";- development of methodology (underwriting, reservation, policies and regulations);- reformation of an underwriting business process by risk-based principles;- development and an implementation of a risk-oriented product concept;- development of risk-based pricing.Achievements:- a significant reduction of a delay in new generations; сredit portfolio had grown substantially;- an expansion of underwriting tools;- an introduction of a flexible and high-speed system for verification of clients info ("Black Lists");- a creation of analytical DataWareHouse system (DWH) and risk-reporting for a credit segment;- an introduction of a system for underwriting;- an introduction of a new method of provisioning by IFRS and a method of debt write-off by Russian standards.

Big Russian Bank (top 30).Team leader for over 15 analysts for following tasks:- functionally: 4 departments (risk-analytics, risk-methodology, underwriting, reservation);- methodologically: units of Verification and Soft Collection.Competence:- retail risk management: credit, operational risks, etc.;- methodology of risk management, credit policy (all levels);- development and implementation of a business process for credit decisions (Business Analyst of successful strategic project);- monitoring and analyzing of problem areas; organization of investigative measures; analyzing of Collection’s results (general order of KPI, monthly planning and monitoring);- methodology of reservation, modeling and prediction of credit portfolio, reserves (RAS / IFRS);- a risk assessment of new credit products (rules, limits, profitability analysis);- formulation of problems for IT-department;- development of scoring models (Application, Behevioral, Collection) (business analyst of project);- design and architecture of an information system "Black Lists";- creation of a risk-based subprocess of verification;- development and implementation of a unified client application form;- development of risk indicators, criteria, limits.Achievements:- a risk reporting system based on OLAP-cube and DWH;- formalization and automation of Regulations №254-P for the Central Bank of Russia (reserves for retail credits);- a flexible risk-based system of client's verification;- advanced credit rules.

Russia, Moscow

Big (top 30 Russia) bank.Risk management of retail business.Team leader for analitic group (over 5 analysts).Creating an integrated risk management reporting to new business ("from scratch"), organization of a permanent monitoring. Risk-examination of new loan products. A key part in a strategic project of a CRM implementation.Optimization, automation, methodology of an underwriting process and a work with troubled debt.

Москва, Россия

Organization of the Department. Conducting economic and mathematical disciplines (econometrics, mathematics, statistics, IT, etc.) in Moscow universities. Scientific work. Participation in University admissions committees.

Doctor Of Business Administration, Business Administration, (6.0)

Doctorate

Further Education, Corporate Finance, 4,5

Syllabus For Frm Certification (204 Hours), Финансовый Риск-Менеджмент

Specialist, Mathematician, 4,5

Researcher, Full-Time Postgraduate Courses (Higher And Applied Mathematics), 4,7

Specialist, Aviation Engineer, 4,96