Daria Piankova

Angestellt, Senior Consultatnt in Regulatory Quant team, PwC Deutschland
Frankfurt Am Main, Germany

Fähigkeiten und Kenntnisse

Analysis
Credit Risk
Projects

Werdegang

Berufserfahrung von Daria Piankova

  • Current 7 years and 1 month, since May 2019

    Senior Consultatnt in Regulatory Quant team

    PwC Deutschland

    Development and validation of PD, LGD and EAD models for regulatory (IRB approach) and managerial purposes (IFRS 9 impairment models).

  • 4 months, Oct 2018 - Jan 2019

    Senior Consultant in Credit Risk team

    Ernst and Young LLP

    - Participation in quantitative projects. In particular, analyse financial or other project related data, conduct statistical tests and communicate the results to the project team. - Credit risk model development and validation for managerial and regulatory purpose. IFRS 9: PD, LGD and EAD modelling and validation. IRB: PD scoring model development; technical support for PD model validation in SAS EG - Programming in SAS EG, R

  • 2 years and 1 month, Sep 2016 - Sep 2018

    Credit Risk Analyst

    Ernst and Young LLP

    Consultant in Credit Risk team - Participation in quantitative projects. In particular, analyse financial or other project related data, conduct statistical tests and communicate the results to the project team. - Credit risk model development and validation for managerial and regulatory purpose. IFRS 9: PD, LGD and EAD modelling and validation. IRB: PD scoring model development; technical support for PD model validation in SAS EG - Programming in SAS EG, R

Ausbildung von Daria Piankova

  • 2014 - 2016

    Economics

    CERGE-EI

  • 2012 - 2014

    Economics

    National Research University – Higher School of Economics

  • 2007 - 2012

    Mathematics

    Ural State University

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