- Financial expertSTEM background with a focus on financial risk — especially in commodity trading.01
- Risk & Strategy SpecialistBuild end-to-end processes for FX, commodities, and interest rate risks — from models and strategies to back-testing and live execution.02
- Recognized ProfessionalFRM certified, CFA Level 2 candidate, and finalist of the PRMIA Risk Management Challenge in Boston.03
Commodity Trading
(DUBAI, Middle East)
(DUBAI, Middle East)
- Innovated FX risk management strategies by managing open positions in six currencies across ten companies, designing forward hedging strategies that reduced financial exposure by 20%.
- Engineered a cash flow forecasting model using Python, implementing advanced time series analysis that reduced cash flow variance by $50 million weekly and strengthened treasury operations.
- Developed a supply and demand pricing model for rebar and wire rods across four macro regions, enhancing deal profitability by 12% and improving strategic decision-making process.
- Led cross-departmental collaboration to enhance operational efficiencies, providing comprehensive market analysis using Argus Metal benchmarks and S&P Capital IQ.
- Strengthened executive decision-making by preparing comprehensive end-to-end margin calculations and financial presentations for board meetings, aligning current business operations with strategic objectives, and ensuring transparent financial data across the organization.
Pricewaterhouse Coopers Advisory LLC (PWC)
- Created a proxy-hedging strategy for an international bottling company, reducing basis risk for hedging petrochemicals by 5% through the identification of a basket of non-linearly correlated instruments.
- Led the development of a hedging strategy, including hedge accounting, for a commodity exporter, resulting in a reduction of P&L volatility by more than 10%.
- Developed a hedging model using interest rate swaps to mitigate fair value changes in a mortgage portfolio and prepared hedge accounting documentation in accordance with IFRS 9 and IAS 39. The portfolio comprised 100 000 mortgages with fixed and various floating interest rates.
- I was responsible for the metallurgical part of the business strategy development for the physical commodity division of the largest bank in the CEE region, including market estimations and developing an expansion strategy across five regions (China, the CIS, Latin America, Europe, and South Asia), assessing operational risks, and formulating a financial risk mitigation strategy.
Glowbyte Consulting
- Created 50 ETL, wrote 100 Oracle SQL queries and built RM Datamart for a bank based on DWH.
My Strategic decisions impacting over $1.2 billion in shareholder value have been supported through data-driven financial insights. A core team of six has been managed, and cross-functional projects involving more than 30 participants have been led successfully. Global market experience has been gained across Latin America, Africa, the Middle East, and Southeast Asia, with a focus on identifying growth opportunities and improving business efficiency.
Robust Mathematical Foundation
Main goal is to apply scientific methods
to solve real-world financial problems.
to solve real-world financial problems.
Global Experience
Financial exposures have been reduced and corporate profitability has been improved through my solutions. A strong commitment has been shown to bridging the gap between academia and industry practice.
Innovation Focus
Large datasets have been analyzed, business processes streamlined, and models constructed for precise market forecasting — driven by a passion for programming and data science.
Feel free to contact me
example@example.ru