Portfolio valuation and quantitative analysis: - Quantitative valuation of different types of instruments in clients’ portfolios; - daily valuation process guidance and supervision; - Portfolio performance assessment, risk- analysis; - Financial planning; - 4060Y workflow (to meet BofR requirements to justify each transaction made within IM process); Quantitative research and trading: - Quantitative model development process (covering different types of financial assets); creating trading algorithms; - Daily quantitative model running and maintenance; analytical coverage, reporting; - Index management; developing techniques for index replication strategies. Achievements - Addressing legislative requirement implemented the transaction justification process (4060Y BoR requirements) in portfolio management business from scratch; - Installed fixed income portfolios model coverage and daily portfolio valuation process based of international accounting standards and BoR requirements. It was a new function for IM business which required staff hiring, policies / procedures writing for daily business activities; - Launched “Global allocation” mutual fund based on Black-Litterman allocation model; - Developed quantitative models to support key decision making processes of portfolio management business (rub inflation and usd inflation models, approach for ust rates modeling, models for crude oil model and gold; model to forecast EPS for S&P index; pair-trading models: SVX-EU, VOOV-VOOG; factor models for Brazil, China equity markets). - Completed the Golden source project (building a Company warehouse as the single source to store the different data) guiding and supervising it on behalf of Portfolio management department; - Contributed to the setup of two Exchange-traded mutual funds VTBY, VTBU (developed RUCEU and VTBEUGEM indices in collaboration with MOEX exchange; created index-replicated trading strategies to manage VTBY, VTBU funds); - Proposed allocation model framework with budget-constrains for Investment Advisory Unit; Designed Exchange-traded-mutual-funds based allocation model; - Developed application for portfolio attribution purpose.

- Taking part in Market and Credit Risk Committees; - Taking part in creating market risk assessment methodology; - Taking part in creating credit risk assessment methodology; - Participating in portfolio performance assessment process; - Creating IT infrastructure to monitor instruments’ positions / limits and generate risk-reports; - Conducting market and credit risk analysis of different instruments in clients’ portfolios; - Optimization modeling and quantitative analysis.

- Trading book’s market risk analysis; back-testing, stress-testing; - Creating application to monitor limits and generate risk-reports; - Maintaining risk database.