Curriculum

Education

MSc UZH ETH in Quantitative Finance
ETH Zurich, University of Zurich (joint degree program)

Previous Job Experience

• Intern in the Financial Risk Management Group, KMPG, Switzerland
  • Project: "Valuation of Financial Instruments"
  • Review of Quantitative Risk Assessment methodologies
• Consultant in the Financial Risk Management Group, KPMG, Moscow, Russia
  • Conducting calibration and pre-validation of the Economic Capital Models
  • Developing the methodological documents for PD and EAD credit risk models within the project of Basel II IRB implementation