Mag. Dinar Mingaliev
Fähigkeiten und Kenntnisse
Werdegang
Berufserfahrung von Dinar Mingaliev
Development of rating models (Basel Pillar 1 and 2) Model validation across the Group Model monitoring: assessment a model back-testing process (accuracy, stability, ROC curve, AUC, etc.) Automatization of monitoring test in SAS/Python/R for validation of application and behavior scorecard models Model implementation for production Check data quality and business logic during model development Writing and revising validation and development reports Managing projects with external consultants
- 2 years and 10 months, Sep 2013 - Jun 2016
Project Manager at Risk Management department
Sberbank
Analysis of credit risk of loan portfolios (Non-Performing Loans, vintages, collections) and companies (solvency and liquidity ratios) Preparation of presentations with risk indicators for risk committee Predicting portfolio’s Non-Performing Loans and default rates (construction of regression models) Stress-testing and parameterization of Economic Capital Regression analysis of macroeconomic time series (ARIMA, ANOVA)
Ausbildung von Dinar Mingaliev
- 1 year and 11 months, Sep 2009 - Jul 2011
Applied mathematics and physics
Moscow Institute of Physics and Technology
Game theory Statistics Probability theory Programming
- 3 years and 11 months, Sep 2005 - Jul 2009
Applied mathematics and physics
Moscow Institute of Physics and Technology
Computer sciense Linear algebra Mathematical analysis
Sprachen
English
C1 (Fließend)
Russian
C2 (Verhandlungssicher / Muttersprachlich)
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