Risk / Financial / Quantitative Analyst / Statistician

EDUCATION
M.A., Statistics, Minor: Mathematical Finance - 2009
COLUMBIA UNIVERSITY, Graduate School of Arts and Science, New York
GPA: 3.80/4.00
M.S., Business, Economics, and Finance - 2003
MOSCOW STATE UNIVERSITY, Moscow, Russia
GPA: 3.84/4.00
RELATED COURSEWORK & QUALIFICATIONS
Financial Engineering/Statistics
Probability & Statistical Inference
Linear Regression Models
Time-Series Modeling
Stochastic Processes in Finance
Advanced Data Analysis
Numerical Methods in Finance
Finance (Columbia Business School)
Corporate Finance
Capital Markets and Investment
Derivatives
Mathematics of Finance
Risk management
Financial and Managerial Accounting
Computer Skills
Programming
SQL and Database Technologies
Excel/VBA, R, SAS, SPSS
Familiarity with C/C++
Expertise in Excel, PowerPoint, Access
Terminals: Bloomberg, Reuters

RELEVANT EXPERIENCE
RISK ANALYST - 2009 - Present
GLOBAL ASSOCIATION OF RISK PROFESSIONALS, Jersey City, NJ,
Key member of the Research team for developing Financial Risk Management (FRM) p
rogram. Responsible for formulating and validating rigorous exam questions, solu
tions and complex calculations in the following areas:
Quantitative analysis in application for maximizing risk-adjusted profitability.
All methods that provide maximum likelihood unbiased linear estimators.
Financial markets and products, including Fixed Income, Equities, Commodities, a
nd Derivatives.
Valuation and risk models (Value at Risk (VaR), Stress Tests, Scenario Analysis)
.
Market Risk, Credit Risk, Liquidity Risk, Operational Risk, Investment Risk and
Integrated Risk Measurement, Management and Control.
Designed, implemented, and evaluated Practice Exams solution database for FRM St
udy Guides and International Certification in Banking Risk and Regulation studie
s. This training tool designed to aid candidates in their preparation for testin
g and evaluation of their Technical, Financial and Quantitative skills.
Assisted senior researchers in analyzing and understanding of how to manage and
control risk from individual securities, delivered through various firm wide pro
ducts and amalgamated on up to and including the entire firm via enterprise-wide
risk measurements, management and controls.
Provided a research study on analyzing Basel II and Basel III guidelines to calc
ulating risk-based capital for domestic and European banks. Analyze distinctions
between Basel II and Solvency II. Perform comparison analysis for the major typ
es of risk. Evaluated approaches to methods of calculation of VaR.
Developed Enterprise Risk Management (ERM) program. Conducted in-depth research
and analysis on a holistic ERM framework and organization and governance of an E
RM function. Authored reports on best practices for ERM implementations in Finan
cial sector and Government organizations.
Excelled at a wide range of financial engineering methodologies and their applic
ations. Built own Excel models on continuous time finance & asset pricing; asset
& liability management, portfolio risk & return optimization, VaR & market risk
management.
CONSULTANT - 2004 - 2006
GOODTIMES ENTERTAINMENT, New York, NY
Global developer, publisher, mass marketer and distributor of consumer products
Applied knowledge of mathematics, probability, statistics and principles of busi
ness to problems with development of new Royalty Tracking System.
Managed projects on data collection and forecast modeling for Royalty Tracking S
ystem.
Surveyed available databases and conducted statistical data analysis for use in
complex royalty computation, tracking and financial reporting system.
Developed guidelines for royalty allocation objectively determined using a regre
ssion-optimized formula.
RISK ANALYST - 2000 - 2003
BANK MENATEP, Moscow, Russia
Member of the Risk Management consulting practice for US$29 billion global inves
tment company
Assisted clients in managing business/operational risks, identifying best practi
ces, cost reduction, operations improvement opportunities utilizing the RIIOT fr
amework (Review, Interview, Identify, Observe, Test).
Analyzed statistical information on gathered data for related risk controls.
Delivered troubleshooting and analysis of applications processes within the RIIO
T framework, ensured input data quality and database management for statistical
analysis.
Developed and Maintained Excel/VBA software tools to enhance the robustness of r
isk assessment methodology.
ADDITIONAL QUALIFICATIONS
Language skills: Fluent in Russian
CFA Level I candidate.
Passed SOA (Society of Actuaries) exam 1/Probability, Feb 2007; SOA exam 2/Finan
cial Mathematics, June 2008.
Professional memberships: PRMIA, QWAFAFEW