Andrey Gusev

WORK HISTORY

EDUCATION

ABOUT ANDREY GUSEV

Since childhood I was sure that I would dedicate my life to mathematics. After 9th grade I went to a school specializing in math, there I realized that applied mathematics was more sexy than theoretical mathematics. Thanks to my econometrics teacher, I finally settled on my decision to work with DS and ML models. Now it seems that my childhood dreams have come true - I am a data scientist in the field of risk management.In February 2017, I joined a risk management team in Absolut bank where I was in charge of models development and implementation, credit risk reporting and ad-hoc tasks. There I had developed models for IFRS 9 implementation project and automoted ECL estimation and reporing.In Experian I’ve participated in the wide range of projects. I’ve developed application scorecards, antifraud models, Early Warning System (EWS), PD, LGD and EAD models in respect with IFRS 9 framework, IRB PD models validation methodology and strategy for lending in new regions. Based on the results of my work, Russian Top-5 bank reduced provisions by 2 billion rubles, Russian Top-8 bank is about to apply for approval to use the IRB approach, Russian Top-18 bank implements recomended changes to its credit risk strategy and pipeline, and several Russian banks have implemented up-to-date application scorecards.My key values- to take on new tasks and projects with enthusiasm- keep learning- to stay curiosity and open for new ideasI have over 5 years of experience working on credit risk models. I have developed application and behavioral PD models, LGD and EAD models for retail and corporate segments, also I’ve developed antifraud model and EWS.In my day-to-day work I use SQL and Python and have experirence in R.Throughout my career, I\'ve been used to working hard under tight deadlines and achieving great results. As my ex- and current managers say, I am a multi-functional warrior, because I have expirience in IFRS9, Basel II, PD|LGD|EAD models and business (application | antifraud) models development.I love new challenges and studing new approaches and techniques, I belive it helps me to grow and develop my career. My last challenge was a project with the Russian Top-8 bank, where I was envolved in development of models validation methodology in line with Basel II. I am currently taking an online course on neural network development.I excel at Credit risk models development. I bring to the table more than 30 credit risk models like PD, LGD and EAD models, application and antifraud models.Domain knowledge: Credit Risk Management, Data Science.