Artem Matyash

- Developed IFRS 9 PD/LGD calculation tool for corporate loan portfolio using R that simplified regular update of macroeconomic parameters and reduced calculation time by 20% - Enhanced analytical reports for Risk Management Committee resulting in 2x faster preparation time by using PowerQuery and VBA - Automated market and liquidity risks reports resulting in 30% decrease of operational errors by rewriting SQL code - Created regular ICAAP reporting for Management Board and Board of Directors

- Engaged in regulatory reporting and capital requirements evaluation under Investment Firms Prudential Regime - Improved calculation of counterparty credit risk capital requirements for REPO deals using Python, which provided effective tool for traders to manage risk and plan open positions more effectively - Performed regular credit limits utilization control and update - Analyzed delivery vs payment settlements to reduce operational mistakes

- Implemented calculation of loan portfolio probabilities of default according to IFRS 9 using R, which ensured accuracy of loan reserves reflected in accounting - Developed tool in R parsing raw data required for ICAAP reports eliminating manual data manipulations, which decreased risk of error findings by central bank -Reviewed internal documents regulating ICAAP, interest rate and liquidity risk mitigating risks associated with regulatory changes in Basel III and possible non-compliance fines

- Conducted analytical procedures in P&L and Balance sheet sections meeting tight deadlines on 5 consequent projects - Supervised 2 interns helping to dive in projects and shared experience saving time of senior staff to carry on projects smoothly - Completed credit analysis of the borrowers - Described client’s business processes to identify possible operational risks - Assessed fair value of securities using Bloomberg Terminal functionality