Mikhail Lysak
Director @Vtb
Moscow, RU
EMAILS
MOBILE NUMBERS
+91 *********19
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WORK HISTORY
Nov 2019 — Present
Director @Vtb
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Moscow, RU
Development of IRB/IFRS-9 models (PD, LGD, EAD)• Development of application and behavioral risk-models• Calibration of models• Participant in the implementation of models together with DevOps.• Support and monitoring of existing models• Mentoring juniors, active participation during demo days.• Logistic regression, boosting, PCA, Random Forest, KNN, Neural Networks• Python, Spark, Hadoop, SQL
EDUCATION
2007 — 2012
Московский Государственный Университет Им. М.В. Ломоносова (МГУ)
Specialist
2012 — 2016
Московский Государственный Университет Им. М.В. Ломоносова (МГУ)
Candidate of Mathematical Sciences (PhD)
SKILLS
Pre-SalesPythonPostgresqlSasCredit ScoringSqlText AnaliticsData Mining
ABOUT MIKHAIL LYSAK
I am a Director-level (senior) credit risk data scientist with nearly 12 years of…
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