Yaroslav Konoplev
Angestellt, Manager - Data Scientist, Raiffeisenbank
München, Deutschland
Über mich
Data Scientist with 6+ years experience in Credit Risk Management. I’ve got mathematics background (Moscow Institute of Physics and Technology) and hard skills such as data engineering (SQL) and model development (Python, SAS).
Werdegang
Berufserfahrung von 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).
Ausbildung von Yaroslav Konoplev
6 Jahre und 9 Monate, 2009 - Sep. 2015
Applied mathematics and physics
Moscow Institute of Physics and Technology
Sprachen
Englisch
Fließend
Russisch
Muttersprache