Artem Makarov

- Development of BI solution/advanced analytics; - Development of Statistical Models for optimisation of net Interest Income.

Trainee at Corporate and Investment Banking

Quantitative risk modeling

Thesis title: "Stress Testing model for Trade Finance Business" Constructed stress-testing model for the Trade Finance portfolio using Rstudio with: Application of machine learning algorithms for the model calibration; Modeling stochastic processes and simulation of the risk parameters; Application of Markov model to the default prediction; Optimization of the portfolio under stressed conditions.

Used Excel and Access VBA to shorten reporting processes from days to minutes; Applied Power BI tools (Ssas, Tableau) to derive analytical insights; Communication with different teams and stakeholders.

Portfolio management, Risk management, Quantitative Finance, Financial Modeling, Financial Engineering, Alternative investments, Private equity,

Econometrics, Times Series, System Dynamics

International Economy, Microeconomics, Macroeconomics, Finance, Financial Modeling