Dr. Halyna Musiienko-Shmarova

Audit and advisory services for risk systems covering market, liquidity, and operational risks per MaRisk, ICAAP, ILAAP, CRR, and EBA guidelines. Includes risk modeling/validation (e.g., IRRBB), valuation, stress tests, risk strategies, capital adequacy, liquidity planning, risk inventories, and preparation of supervisory/internal audit reports with risk mitigation documentation

Support in auditing risk-bearing capacity of an international bank (§44 KWG), incl. Bundesbank findings, ICAAP/ECB requirements, SA-CCR, model weaknesses/buffers, and stress testing. Valuation of financial instruments for market risk management, incl. interface adaptation, data transformation, scenario setup, risk calculations, regression testing, and deviation analysis.

• Analyzing data using Python in preparation of a grant project • Responsible for preparation of annual reports • Teaching practical classes of general physics for students of 1-3 years of study

• Careful analysis and processing of experimentally measured data series • Development of an analytical mathematical model and creation of a representation program for numerical simulations • Implementation of experimental data processing and numerical simulations using Matlab and Wolfram Mathematica

• Assist with data collection on elections in various states to analyze their results • Through rigorous analysis of the collected data, a qualitative model was developed to predict future elections in the Main State, U.S. • Development of mathematical models and macros using MS Excel tools

Research work, statistical data processing, and experience in paperwork for a grant.