Business Consulting School
Ilya Bratenkov - Market Risk Manager in Dubai, UAE
My name is Ilya Bratenkov, and I’m a financial expert with a deep STEM background, specializing in financial risks, especially for commodity trading. Expertise in developing and implementing full-scale business processes for FX, commodities, and interest rate risks, including strategy, quantitative models, working procedures, back-testing, and up to starting live deals.
Finalist of the Global PRMIA Risk Management Challenge in Boston, USA.
FRM, CFA Level 2 Candidate
My calculations enable shareholders to make decisions that impact $1.2 billion. I have expertise in directly managing a team of six people as well as leading complex cross-functional projects with over 30 participants. Solid expertise in global markets across Latin America, Africa, the Middle East, and Southeast Asia. I provide stakeholders with actionable financial insights from multiple perspectives, demonstrating the true efficiency of the business and identifying opportunities to enhance profitability.
Robust Mathematical Foundation
My goal is to apply scientific methods to solve real-world financial problems
Global Experience
My solutions have reduced financial exposures and improved corporate profitability. I’m committed to bridging the gap between academia and industry practice.
Innovation Focus
My passion for programming and data science enables me to analyze large datasets, streamline business processes, and construct models for precise market forecasting.
Commodity Trading (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)
Senior Consultant, Treasury & Commodities
• 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
Invite me to your university or other non commercial event
Please complete the form to start