Svetoslav Ivanov

Angestellt, CGME Head of Model Risk, Citi
Frankfurt am Main, Germany

Fähigkeiten und Kenntnisse

Risk Management
Project management
Regulation
Basel III
BRRD
CMU
CRD IV/CRR
CSDR
EMIR
MiFID II/MiFIR
MAD/MAR
PRIIPs
REMIT
SFTR
SHRD
T2S
UCITS V & AIFMD
MaRisk
Trading
Settlement
Collateral and liquidity management
Custody
Derivatives
OTC Derivatives
Fixed Income
Equity
Fonds
Calypso
Murex
SQL
VBA
MATLAB
SAS
C++
.NET
Stress Testing
Back Testing
Risk Modelling
Swaps
TRIM
FRTB
Internal Models
Clearing
Front Arena
ILAAP
ICAAP
ALM

Werdegang

Berufserfahrung von Svetoslav Ivanov

  • Current 4 years and 11 months, since Jul 2021

    CGME Head of Model Risk

    Citi
  • 5 years and 1 month, Jul 2016 - Jul 2021

    Risk Management and Financial Services Consulting

    Freelancer / Selbstständig

  • 2 years and 3 months, Apr 2014 - Jun 2016

    Risk Control

    Eurex Clearing AG

  • 2 years and 2 months, Mar 2012 - Apr 2014

    Analyst - Risk Management

    Accenture

    I am a consultant in the area of Risk Management. I have expertise in the area of Market, Credit and Liquidity Risk Management.

  • 7 months, Aug 2011 - Feb 2012

    Risk Design

    Eurex Cleating AG

    Master Thesis: Correlation breaks risk for portfolios consisting of interest rate swaps and fixed income derivatives; MATLAB programming

  • 5 months, Feb 2011 - Jun 2011

    Product Development

    Stoxx Ltd.

    Product Development: Development of Indices; Strategies for passive portfolio management

  • 7 months, Aug 2010 - Feb 2011

    Risk Costs and Methodology

    Deutsche Bank

    Risk Costs and Methodology: Methodological development of risk management concepts for retail banking; Credit risk management; VBA and SAS programming; Credit life cycle.

  • 3 months, Mar 2010 - May 2010

    Treasury

    Nord LB

    Treasury: Liquidity risk management; Credit risk management; Asset liability management

Ausbildung von Svetoslav Ivanov

  • 3 years and 5 months, Oct 2008 - Feb 2012

    International Economics and Finance

    Otto-von-Guericke-Universität Magdeburg

    Applied Finance

  • 2 years and 9 months, Oct 2005 - Jun 2008

    Management and Economics

    Otto-von-Guericke Universität Magdeburg

    Economics

Sprachen

  • English

    C1 (Fließend)

  • German

    C1 (Fließend)

  • Russian

    C1 (Fließend)

  • Bulgarian First Language

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