tapwi21
Senior Data Scientist
Hi! I have 8+ years of experience in finance and over 5 years in data science, including the development and validation of credit risk models in banks and model performance assessment. I am now in my third year of academic research in DeFi, with a core focus on optimal liquidity management; currently I’m working on transaction-level analysis of AMM pools, reconstructing LP PnL and identifying clear patterns of profitable LP behaviour.
Experience: 6 years
Yearly salary: $120,000
Hourly rate: $70
Experience
Risk Data Scientist (Quantitative Analyst)
PJSC Sberbank 2021 - 2023
Modeling of Corporate Portfolio - Calculation of Risk Metrics (Credit Risk Modeling): Expenses on Reserves, NPL, New Defaults, Amortized (Repayment), Recovery, Improvements (from Migration), New Business, Cost of Risk, RWA.
Main Expert (Quantitative Analyst)
Central Bank of the Russian Federation (Bank of Russia) 2019 - 2021
Calculation of Risk Metrics (Market Risk, Credit Risk) in the Insurer's Financial Stability Model, Explanations of Issues Related to the Financial Stability Model to Market Participants (Insurers), Improvement of the Methodology for Assessing the Financial Stability of the Insurer.
Actuarial Analyst
PJSC NPF «SAFMAR» (Private Pension Fund) 2017 - 2019
Calculation of the Pension Fund's Liabilities for Clients, Preparation of Actuarial Assumptions for Calculations, Interaction with Supervisory Authorities and Auditors.
Skills
data-science
defi
python
research
english