Brussels Area, Belgium
Credit Risk Parameter Team Responsible at Euler Hermes
Insurance
Education
Université Pierre et Marie Curie (Paris VI) 2003 — 2004
Master, Mathematical Ingeneering
Université Panthéon Sorbonne (Paris I) 2002 — 2003
Master, Mathematical models in Economics
Kyiv National Taras Shevchenko University 1997 — 2002
Master, Mechanics and Mathematics
FMSH 145 1994 — 1997
Experience
Euler Hermes March 2013 - Present
Skills
Liquidity Risk, VBA, Liquidity, Statistical Computing, Solvency II, VAR, Hedging, Quantitative Analytics, Financial Risk, French, Swaps, Quantitative Finance, Basel II, Equity Derivatives, Credit Derivatives, R, Financial Modeling, Market Risk, Risk Management, Financial Engineering, Russian, Structured Products, Operational Risk, Finance, English, Credit Insurance, Counterparty Risk, Analysis, SAS, Trading, Ukrainian, Financial Services, Securitization, Financial Markets, Stress Testing, Structured Finance, Derivatives, ALM, Interest Rate..., Bloomberg, LGD, Risk Modeling, Financial Structuring, Fixed Income, Interest Rate Risk..., Investment Banking, FX Options, Credit Risk, Backtesting, Basel III