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Vasilii Bondin
Senior Consultant Frm @Kpmg Russia
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WORK HISTORY
Senior Consultant Frm @Kpmg Russia
Moscow, RU
Development of models for market risk assessment using stochastic modeling of risk drivers, validation of the models- Fair value assessment of derivatives (including exotic ones) and the risk of its change (including using numerical modeling)- Development of models for interest rate risk in the banking book using historical and stochastic modeling- Development of an internal credit risk model (IRB), assessment of credit ratings of companies- Support the development of internal models for operational risk.
EDUCATION
Moscow State University
Master of Science - MS, Faculty of Computational Mathematics and Cybernetics
ABOUT VASILII BONDIN
CFA, FRM, Quant in the field of financial risks
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