Yaroslav Konoplev
Skills
Timeline
Professional experience for Yaroslav Konoplev
IRB approach implementation (PD, LGD, CCF models for retail and SME non-retail). Coordination Development and Validation departments, RWA and provisions optimization (created QRREs methodology, modelling data samples quality improved using SAS, Python, SQL).
- 2020 - 2021
Managing Risk-Manager - Model Developer
Promsvyazbank
Developed corporate PD models based on public data and built relationship graph for clustering company in group - collected, analysed and imputed data, pre-transformed risk-factors, developed and automated PD models using Python and MS SQL.
- 2016 - 2020
Chief Internal Auditor - Model Risk Validator
Sberbank
Verified RWA and IFRS 9 provisions algorithms for non-retail. Checked models and data in retail and non-retail credit risks process: PD, LGD, EAD, PD-lifetime (IFRS 9), ICAAP models (EC, VaR, RAROC, RoRWA) - using Python, SQL (Oracle, MS SQL, Teradata) Validated ICAAP process (portfolio limits and stress-tests). Reproduced Internal Validation tests (IRB PD Models) - using VBA, R, Python Developed IT-platform (database architect and online report).
Educational background for Yaroslav Konoplev
- 6 years and 9 months, 2009 - Sep 2015
Applied mathematics and physics
Moscow Institute of Physics and Technology
Languages
English
Fluent
Russian
First language
XING members with similar profiles
XING – The jobs network
Over 1 million jobs
Find just the right job for you on XING.
Job offers just for you
Get found by employers and over 20,000 recruiters.
21 million members
Connect with new people and gather inspiration to boost your working life.
Free membership
Basic membership is free, but the opportunities are priceless.