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@mind8
Member since December, 2014
0 Recommendations

Roman Ivanov, CFA, FRM

Online Offline
More than 10 years experienced Financial Risk Manager with enterprise wide view and profound understanding of primary risks (credit, market, interest rate risk of banking book, and operational), consequential (liquidity) risk, their features and interconnections. Has almost 10 years of team management experience and building professional and efficient team through sharing his own experience and conducting risk seminars for colleagues as trainer. Ability to build efficient risk management service in line with Basel requirement from scratch.
$20 USD/hr
13 reviews
4.7
  • 100%Jobs Completed
  • 98%On Budget
  • 93%On Time
  • 25%Repeat Hire Rate

Portfolio

Recent Reviews

  • image of assignmentshelp Project for mind8 $70.00 USD

    “Thanks for your help !!”

  • image of writeups4 need help with few ststistics problem -- 2 $40.00 USD

    “Good work.. He took really long to accept the work but once he accepted, he completed it as per ”

  • image of Pavel K. Running VaR approaches and backtesting $750.00 USD

    “Great freelancer! Easy to work with. Definitely recommend !”

  • image of John B. R & Python Programmers $170.00 USD

    “Brilliant! Easy to work with, builds on your projects and comes with great suggestions. Stick to his words and delivers within his timelines. I will definitely recommend Mind8 and he is the first I would contact regarding the next step of my project.”

  • image of ccilemella Project 10621064 has been deleted €76.00 EUR

    “Great job, mastering R coding. very good communication !”

  • image of assignmentshelp R Programming [Sealed]

    “Thanks for your help !!”

Experience

Head of market risk

Jan 2012 - Oct 2015 (3 years)

Developed methodology for assessing the liquidity risk (GAP, cash capital, non-maturing accounts), market risks (VaR, Duration/Convexity, yield curve, short rate models, IRC, prepayment models), interest rate risk of banking book (Extended GAP, Duration/Convexity), counterparty credit risk (EAD, PD, LGD, CVA), economic capital for corporate and retail credit risks; Developed and implemented/automated backtesting methodologies (Kupiec test, distribution testing, ROC, Hosmer-Lemeshow test);

Deputy Manager, Market Risk Control

Apr 2008 - Jan 2012 (3 years)

• Developed and implemented internal methodology for assessing the liquidity risk (GAP, cash capital, non-maturing accounts), market risks (VaR, Duration/Convexity, yield curve, short rate models, IRC), interest rate risk of banking book (Extended GAP, Duration/Convexity), counterparty credit risk (EAD, PD, LGD), economic capital for corporate and retail credit risks;

Deputy Manager, Market Risk Assessment

Mar 2006 - Apr 2008 (2 years)

Developed and implemented internal methodology for assessing the liquidity risk (GAP, cash capital, non-maturing accounts), market risks (VaR, Duration/Convexity, yield curve), interest rate of banking book (Extended GAP, Duration/Convexity), counterparty credit risk (EAD, PD, LGD), economic capital for corporate credit risks;

Education

Master degree in finance

2001 - 2006 (5 years)

Certifications

Professional Certificate (2009)

GARP

FRM

Professional Certificate (2013)

CFA Institute

CFA

Certifications

  • Numeracy 1
    85%
  • SQL Level 1
    78%
  • Statistics 1
    75%
  • US English Level 1
    75%

Verifications

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