Moscow ExchangeChief Risk Officer (CRO)
Jun. 2020 - Jul. 2022Moscow, Moscow City, RussiaChief risk officer (CRO), Managing Director, National Clearing Centre CCP, MOEX Group (Moscow)
– Overhaul of risk governance system, development and execution of long-term risk management strategy and risk appetite, deep re-design of risk models, establishment of IOSCO PFMI and COSO ERM approaches for Russia’s key CCP (500+ clearing members, $800bn+ traded assets, 2,000+ listed instruments) – Leadership for 50+ strong team in market, credit and operational (incl. BCP) risks and in-house risk IT – High-level communications with top officials, regulators, counterparties, rating agencies and auditors – Cumulative risk losses of <0.01% of net profit (incl. Feb 2022 Russian market turmoil), defaults of clearing members fully covered by individual collateral, collective default waterfall intact thanks to introduction of in-house anti-procyclicality model, optimised collateral management and online stress-testing in 2021