Our Expertise

Areas of Competence
  • Quantitative risk management/controlling
  • Quantitative/statistical modeling, time series
  • Basel: Basel II/III/IV, credit ratings/scorecards, PD, LGD, CCF, EL, RWA,  CRR, CRR2
  • Monte Carlo cashflow modeling for real estate, project financing etc.
  • Portfolio risk models: internal (pillar2) credit, asset-based, market, operational, AMA
  • Accounting: IFRS, IAS 39, IFRS 9, ECL, fair values, (portfolio) hedge accounting
  • Derivatives: FX, IR, CDS, exotics, fair values, pricing, counterparty risk, XVAs, EMIR
  • Financial instruments: equity, debt, hybrid
Designations / Degrees
  • FRM
    (Financial Risk Management) designation, GARP (USA)
  • PhD 
    in credit risk modeling, Viadrina (Germany)
  • MSc
    in quantitative finance (Germany, France, USA)
  • BSc
    in international economics,
    IIR (Ukraine), best 10%
Programming Skills
  • SAS (Base, Macros, STAT, ETS, IML, GRAPH, Enterprise Guide)
  • Python (Pandas, NumPy, SciPy, StatsModels, MatPlotLib)
  • Visual Basic, VBA, Macros
  • Java, JavaScript
  • Matlab
  • R
  • C#
  • SQL
  • JSON
  • HTML5, CSS3
Specialist Software
  • English
  • German
  • Russian
  • Ukrainian
  • Polish
  • French
Soft Skills
  • Strong analytical mindset
  • International & intercultural work/project experience
  • Ability to communicate complex matters in simple terms
  • Creativity coaching by Thinkerversity
  • Stress resilience