Berlin, Berlin, Germany
Model Validation Quant at Deutsche Bank with previous experience in market risk management.
Engaged in validation activities for proprietary counterparty credit risk pricing models, ensuring their accuracy and compliance with relevant standards.
Developed and maintained in-house market risk models and practices integral to the daily operations of the brokerage firm. This includes implementing new pricing models, Value at Risk and Counterparty Credit Risk models, and capital requirements calculators. Additionally, was responsible for automating the process of creating comprehensive risk reports
Contributed to a university research lab conducting applied statistical research, which focused on exploring how corruption in Russia affects government procurement process outcomes. My primary responsibilities encompassed data collection, its analysis and cleaning, and the implementation of econometric models. I also presented our working paper on several scientific conferences.
Served as a Teaching Assistant for several courses at my university, including Theory of Probability and Statistics, Machine Learning and Data Analysis, and Business Cycles (Macroeconomics).