Kateryna Krynytska

Development of market, liquidity, and counterparty risk management function for the group of eight banks with operations in Central and Southern Europe. Direct management of team of ten people in Austrian HQ. Coordination of risk IT projects for credit, market, and liquidity risks; coordination of risk stream in direct bank project (credit, operational risks). Advising Chief Risk Officer and the Board on strategic risk management issues, participation on Board Committees (ALCO, Risk Committee).

Coordination and development of capital governance, balance sheet risk management, products management, risk IT functions, risk projects management, market, liquidity and FI risks management, models validation functions in the bank. Management of unit of 80 people with 10 direct subordinates (team heads). Advising to the Chief Risk Officer on strategic risk management topics, participation in the Board Committees (ALCO, Risk Committee, Product Committee, IT Steering Committee).

Country manager for market risk issues, including supervision of local risk management activities, insurance of compliance to Head Office standards, market risk limits review, support of ad-hock risk limits applications. Participation in governing committees of the bank (e.g. Market Risk Committee), steering of Valuation Committee.

Review and automation of ALM reporting package, risk-oriented FTP framework.

Broad daily reporting to business line and Austrian HQ on market, liquidity, FI risk management topics and Basel/CRR related issues, as well as elements of asset-liability management and capital management, EBA stress-testing. Management of department of 7 people with 2 functional teams, participation in ALCO.

Applied mathematics, mathematical physics