Our 20 specialisms

Years of professional experience: 20+

Specialisms: quantitative modelling, derivative pricing and stress testing for SFTs and OTC derivatives for all asset classes, stress testing, VaR calculation, backtesting
‍Skills: model validation and simulation, risk regulation, numerical and optimisation algorithms, IBOR transition impact assessment, knowledge of third-party systems (Murex, Numerix, Calypso, DBAnalytics)
‍Education: PhD in Advanced Mathematics and Mathematical Modelling, MSc Mathematics

Alexander

Senior quant

Years of professional experience: 10

Specialisms: quantitative finance, market and credit risk modelling, regulatory and economic risk capital assessment, leadership roles in Finance
‍Skills: full cycle of model risk management, applied machine learning in finance, market and credit risk, econometrics, programming (Python, R, C#)
Education: PhD in Mathematical Modelling and Numerical Analysis, Engineer’s degree in Mathematical Methods in Economics

Alexandra

Quant

Years of professional experience: 10

Specialisms: financial analytics, data analytics, data visualisation, AI, NLP, commercial financial software development, and QA, non-standard problem-solving skills
Skills: DB development (SQL, MongoDB), analytical data modelling (Hadoop), natural language processing algorithms, model validation methodologies and QA practices, financial modelling and numerical methods, C++, Python, R, Java Platform
Education: MSc in Physical Mechanics and Mathematics

Mikhail

Quant

Years of professional experience: 10+

Specialisms: VaR and RNIV modelling, market, liquidity and credit risk methodologies. Time-series market data analysis. Machine learning models
Skills: Full cycle of model risk management: development, implementation, validation. Machine Learning, Deep Learning, Python, R, MATLAB, VBA, C++
Education: MSc Applied Mathematics and Cybernetics and PhD in System Analysis, Control and Information Processing

• 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
• Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
• Support to Regulators for IRB implementation
• Set-up of Credit Risk architectures and end-to-end processes
• Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …) 
• Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
• Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School

Education

• 2004-2005: PgD in Data Mining and Statistics
  University of Bologna
• 1997-2002: MSc. in Economics
  University of Bologna

Tatiana

Senior quant

Years of professional experience: 5+

Specialisms: Complex system integration and automation, quant libraries designing and building. Wide range of experience in financial and industrial data analytics and modelling, including the application of machine learning algorithms
‍Skills: Full cycle of model risk management: development, implementation, validation. Machine Learning, Deep Learning, Python, R, MATLAB, VBA, C++
‍Education: MSc Applied Mathematics and Cybernetics and PhD in System Analysis, Control and Information Processing

• 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
• Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
• Support to Regulators for IRB implementation
• Set-up of Credit Risk architectures and end-to-end processes
• Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …) 
• Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
• Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School

Education

• 2004-2005: PgD in Data Mining and Statistics
  University of Bologna
• 1997-2002: MSc. in Economics
  University of Bologna

Dmitriy

Quant and developer

Years of professional experience: 10+

Specialisms: Financial analytics, data analytics, machine learning, and the implementation of regulatory methodologies and market regulations (Basel, FRTB, CCAR, MiFID, and others). Strong problem-solving skills. Broad knowledge of financial regulations and requirements, including of model validation methodologies and QA practices and Counterparty Credit Risk models
Skills: Intelligent data mining, software development (R, Python)
Education: MSc in Information Security

• 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
• Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
• Support to Regulators for IRB implementation
• Set-up of Credit Risk architectures and end-to-end processes
• Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …) 
• Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
• Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School

Education

• 2004-2005: PgD in Data Mining and Statistics
  University of Bologna
• 1997-2002: MSc. in Economics
  University of Bologna

Dmitriy

Manager

Years of professional experience: 10+

Specialisms: Financial and industrial analytics, data analysis, commercial software development, and NLP. Strong problem-solving skills
Skills: Machine learning algorithms. С#, R, Python
Education: MSc in Mathematics and Computer Science

• 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
• Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
• Support to Regulators for IRB implementation
• Set-up of Credit Risk architectures and end-to-end processes
• Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …) 
• Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
• Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School

Education

• 2004-2005: PgD in Data Mining and Statistics
  University of Bologna
• 1997-2002: MSc. in Economics
  University of Bologna

Mariia

Senior quant

Years of professional experience: 20+

Specialisms: Strong analytical background and quantitative skills with a specific focus on risk methodologies, IRB and IFRS models design-estimation-validation. Managing modelling teams and ability to effectively interact with senior project stakeholders
Skills: LGD and EaD models for retail individuals to large corporates. Expertise in estimation of lifetime PD, PiT LGD, staging criteria definition, EL/LEL End-to-end credit risk architectures. Implementation of BCBS239 rules on risk aggregation. Advanced knowledge of SAS, Python and R
Education: BSc. in Economics, MSc. in Economics, Executive MBA

• 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
• Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
• Support to Regulators for IRB implementation
• Set-up of Credit Risk architectures and end-to-end processes
• Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …) 
• Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
• Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School

Education

• 2004-2005: PgD in Data Mining and Statistics
  University of Bologna
• 1997-2002: MSc. in Economics
  University of Bologna

Simone

Senior credit quant

Years of professional experience: 20+

Specialisms: Microservices and cloud native technologies. Cloud Security. DevSecOps and Threat modelling. Architected  and ground-up implementation of  Petabyte scale Big Data Platforms for Customer Analytics. Cloud evangelist
Skills: Design and automated deployment of observability solutions (logs, metrics, health and APM) for microservices architecture. Architecture of Big-Data Analytics Data platforms. Cloud Security for Fintech and financial institutions that meets local and global regulatory requirements. Modern application development process and practices with low touch / fully automated continuous integration / delivery (CI/CD) tools and platforms
Education: Master of Science (Software Systems)

• 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
• Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
• Support to Regulators for IRB implementation
• Set-up of Credit Risk architectures and end-to-end processes
• Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …) 
• Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
• Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School

Education

• 2004-2005: PgD in Data Mining and Statistics
  University of Bologna
• 1997-2002: MSc. in Economics
  University of Bologna

Elango

Software architect, cloud architect, CTO

Years of professional experience: 10+

Specialisms: Strong analytical background and quantitative skills with a specific focus on Credit Risk methodologies, design, development and deployment of IRB and IFRS models, process optimization and validation. Managing modelling teams and ability to effectively interact with senior project stakeholders
Skills: IRB, credit risk stress tests with focus on EBA and ECB guidelines. IFRS9 model development and validation: lifetime PD, PiT LGD, lifetime CCF, staging criteria definition, EL/LEL optimization systems. Deployment of the quantitative components of key credit processes, such as: approval system, monitoring and early warning system, work-out processes and NPL management
Education: BSc. in Economics and Statistics, MSc. in Applied Statistics, PhD in Finance and Commodities

• 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
• Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
• Support to Regulators for IRB implementation
• Set-up of Credit Risk architectures and end-to-end processes
• Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …) 
• Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
• Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School

Education

• 2004-2005: PgD in Data Mining and Statistics
  University of Bologna
• 1997-2002: MSc. in Economics
  University of Bologna

Christian

Senior credit risk quant

Years of professional experience: 5+

Specialisms: Experience in delivering IRB projects with focus on PD, rating, LGD models and LGD models (for different types of portfolios), as well as IFRS9 models and credit risk stress testing models
Skills: Advanced knowledge of SAS, Python, SQL
Education: BSc. in Economics, MSc. in Applied Statistics

• 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
• Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
• Support to Regulators for IRB implementation
• Set-up of Credit Risk architectures and end-to-end processes
• Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …) 
• Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
• Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School

Education

• 2004-2005: PgD in Data Mining and Statistics
  University of Bologna
• 1997-2002: MSc. in Economics
  University of Bologna

Deniz

Credit risk analyst

Years of professional experience: 5+

Specialisms: Quantitative expertise in credit risk model development and validation in the IRB and IFRS9 space. This includes both PD and LGD models, validation of Slotting Approach. Definition, optimization and of staging criteria
Expertise is accompanied by programming skills (proficient in SAS 5 years of experience, good knowledge of SQL, R, Python and LaTex) and ability to interact with project stakeholder.
Skills: SAS, SQL, R, Python and LaTex
Education: Bachelor degree in Economics, Master degree in Economics and Finance

• 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
• Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
• Support to Regulators for IRB implementation
• Set-up of Credit Risk architectures and end-to-end processes
• Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …) 
• Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
• Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School

Education

• 2004-2005: PgD in Data Mining and Statistics
  University of Bologna
• 1997-2002: MSc. in Economics
  University of Bologna

Dario

Credit risk analyst

Years of professional experience: 10+

Specialisms: Mikhail a Senior Python Developer. Multi-platform experience in commercial software development and familiar with all stages of software development process: software design, programming, unit testing, automation tests writing, writing documentation and product maintenance
Skills: Programming languages: Python, C/С++, JavaScript, Java. Frameworks: Qt, Django, VueJS+semantic-ui, Java spring. UNIX: LAMP, Docker, Squid.
Education: Computer Software Engineering

• 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
• Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
• Support to Regulators for IRB implementation
• Set-up of Credit Risk architectures and end-to-end processes
• Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …) 
• Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
• Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School

Education

• 2004-2005: PgD in Data Mining and Statistics
  University of Bologna
• 1997-2002: MSc. in Economics
  University of Bologna

Mikhail

Senior Python developer​

Years of professional experience: 3

Specialisms: Machine learning models and retraining systems. Statistics and programming.
Skills: IT: Python, C++, Linux, SQL, Git, Docker, OpenCV, TomitaParser, Yolo detectors, EDA methods, computer vision basic approaches, matplotlib, pandas, fastAPI, uvicorn, numpy, tensorflow
Education: Mathematics and Computer Science

• 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
• Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
• Support to Regulators for IRB implementation
• Set-up of Credit Risk architectures and end-to-end processes
• Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …) 
• Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
• Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School

Education

• 2004-2005: PgD in Data Mining and Statistics
  University of Bologna
• 1997-2002: MSc. in Economics
  University of Bologna

Gaukhar

Machine Learning Engineer​

Years of professional experience: 7+

Specialisms: Large scale distributed microservices-based architectures, setting up CI & CD Pipelines for agile transformations, automating infrastructure in hybrid cloud environments, DevSecOps
Skills: AWS, GCP, Jenkins, Travis, AWS Pipeline, Gitlab CI, Drone, AWS CodeDeploy, ShipIt, DockUp, Spinnaker, Docker & Kubernetes, EKS, GKE, NewRelic, DataDog, Skylight, DockerHub, Ansible, Terraform, Brakeman, Anchored, snyk, Envoy Proxy
Education: Bachelor of Engineering - Computer Software Engineering Visvesvaraya Technological University

• 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
• Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
• Support to Regulators for IRB implementation
• Set-up of Credit Risk architectures and end-to-end processes
• Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …) 
• Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
• Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School

Education

• 2004-2005: PgD in Data Mining and Statistics
  University of Bologna
• 1997-2002: MSc. in Economics
  University of Bologna

Gautam

DevOps Engineer and Architect

Years of professional experience: 3

Specialisms: Credit risk methodologies with a focus on PD models, scenario-based analysis, collateral models
Skills: Credit modeling (including sampling, cleaning, variable selection, etc), Python, Pyspark
Education: 2017-2020: BSc. in Economics and Finance, MSc in Finance, Intermediaries and Markets cum Laude

• 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
• Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
• Support to Regulators for IRB implementation
• Set-up of Credit Risk architectures and end-to-end processes
• Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …) 
• Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
• Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School

Education

• 2004-2005: PgD in Data Mining and Statistics
  University of Bologna
• 1997-2002: MSc. in Economics
  University of Bologna

Gabriele

Risk analyst