Vlad Polischuk

Advisory Manager Banking and Capital Markets @Deloitte

Los Angeles, CA, US

Recalculated Long Term Debt Eligibility for Total Loss Absorbing Capacity (TLAC) with Tableau Dashboards for trend analysis• Coded Wholesale RWA Proxy using obligor risk ratings per scorecards• FFIEC 101 Schedule A recalculation from upstream sources and reconciliation• Presented on Data Quality concepts to 200+ attendees• Standing up a new reporting for EMIR, FINRA US Large Option Positions Reporting, and Hong Kong Large Open Position Reports• Participated in CCAR resubmission in response to deficiencies in Commercial Real Estate (CRE) Portfolio• Led a team to write Data Quality Rules to test Bank’s CRE loan portfolio in SQL • Developed Basel 3 reports (FR Y-14Q, FR Y-9C Public Disclosures, Advanced and Standardized FFIEC 101) in Oracle and Essbase Cubes • Performed an end to end data tracing and lineage of CCAR Report FR Y-14A, PPNR and Capital Management Schedules, from source to target.• Led a code review of FR Y-14Q Schedule H on CRE. Made critical thematic observations on interest rate, collateral characteristic, and collateral value fields. Examples of which include calculation of interest rate fields upon multiple draws or utilizations per facility, and effect on collateral characteristics and values in event of multiple pledges or cross collateralization.• Data quality assessment of for CECL readiness • Reviewing data elements for reasonability and coverage for current and future state models inclusive of: risk segmentation (PD & LGD), macro-economic variables, credit bureau data, and internal risk factors by product• Performed a data quality assessment of personal lending platform with a focus on coverage and reasonability• Reasonability of pricing terms included testing credit engine by regressing APR outcomes on credit bureau variables and attributing differences to other risk factors• Assessed data quality of Intraday Liquidity Reporting

UCLA

BA, Major in Economics, with a Minor in Accounting, and Programming in Computing Specialization

UCLA

Bachelor of Arts (B.A.), Economics