Alexandra Kosenko

Experience

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  Homecredit

  Nov 2006 - Jul 2010

  Scoring specialist

  Scoring ModelingApplication scoring, Behavioral scoring, Collection scoring:- New predictors developing, significance study, segmentation accounting optimal significance, time stability, demographic shifts.- Data mining.- Models creation: significance study and stability analysis for various Target Variables. Models testing: predicted probability's time stability of predicted probability analysis, quality of approximation predicted probability to real analysis.- Optimal Model determination, coefficients computation- Cutoff calculation- Existent models and predictors monitoring. The revelation of predictors worsening the models.- New fields for credit's questionnaire developing.- IT Requirements specifications for implementation new predictors and scoring models making. Testing.- Other statistical methods (decision tree, Markov chain) application for once-only projects. Show less

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  Bank Petrocommerce

  Aug 2010 - Aug 2014

  Head of Retail Risk and Modeling

  Head of retail credit risk unit and modeling unit- Creating and managing a team of risk managers and analysts.- Risk expertise in the development of new credit processes and credit products of retail banking.- Development and implementation scorecards in IT architecture of the bank: Application scoring, Behavioral scoring, Transaction scoring.- Development scoring report for monitoring the quality of performance of scorecards; The searching concentration of credit risk, analysis of the causes of default for the purpose of prompt decision aimed at improving the quality and profitability of portfolio.- Development and support of the implementation in IT architecture of the bank algorithms Cross sale and Up sale strategy.- Development and implementation strategy's/algorithms: CUTOFF Management strategy; "Flexible scoring", RBP algorithm (Risk-Based Pricing) for the optimal decision.- Optimization of credit business process to reduce time and cost of making the decision on a loan application. The quality of generated automatic processes portfolio remained at the level of portfolio quality, being formed with the participation underwriting (champion/challenger strategy).Achievements: successfully developed from scratch and implemented in the bank project: -application, behavioral and transaction scoring (coefficient Gini=0.7 - 0.8 on the test population), -cross-sell/ upsell strategy for existing clients, -flexible approving system, -RBP, -automatic approve strategies, -new database and credit bureau services implemented, -migration system of decision-making risk management to FICO (Capstone Decision Accelerator).Result: more than 70% of the flow of credit application are accepted automatically (without human intervention, instant decision). Portfolio 12 MOB has NPL90 less than 1% (unsecured cash loans, credit cards, AVG Cost of Risk in Russia = 15%). Show less

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  BCS Bank

  Sept 2014 - Jun 2016

  Deputy CRO

  Head of retail credit risk unit- Risk expertise in the development of new credit products and sales business processes for individuals/households.- Lead units Underwriting and Credit collection/ recovery of loans to individuals/households.- The introduction of business process credit decision new Credit Bureau services, antifraud services, scoring algorithms; Validation of the rating and scoring models.- Updating of regulatory documentation (development, implementation, description of the methodology, coordination, control) for the decision-making process and collection process.- Portfolio risk management and portfolio analysis.- Calculation of rates of provision of credit losses. PCL methodology (design, implementation, monitoring).- Control of all stages of credit business process (from processing the loan application till issuing the loan product), modification and optimization credit business process.Achievements and results:- As a manager of project “Credit business processes” it was introduced new IT solution for implementation all stages of credit processes in IT architecture, infrastructure and operational processes for Four months;- As the result of modernization process of consideration of the application of individuals/households (scoring, new Credit Bureau, new services, antifraud, minimal requirements for customers) and modernization of collection processes, CCR of credit portfolio in the course of the year fell by half. Show less

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  Qiwi

  Jun 2016 - Apr 2017

  Risk Manager

  Portfolio credit risk Director.Lead the team with functions:1. Scoring - building models and analysis2. Portfolio analysis, reporting design3. Risk strategies - implementation in IT architecture and control4. Credit fraud prevention5. Verification credit applications6. Collection DPD debtsAchievements:1. Building "from scratch" credit process system (decision engine, ABS, CRM) within 4 months for project "Sovest'" (flexible grace period credit cards)2. Building "from scratch" algorithms and credit strategies for 15 minutes credit decisions (1min for low-risk customers). Show less

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  Self-Employed

  May 2017 - Nov 2022

  Credit Management Consultant
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  University of Cumbria

  Aug 2018 - May 2021

  A sustainable business approach to Risk Management (MBA program with sustainable development direction) A sustainable approach to Risk Management

  • MBA Graduate Student (Risk Managment)

    Aug 2018 - May 2021

  • MBA Graduate Student

    Aug 2018 - May 2021
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  Азиатско-Тихоокеанский Банк

  Sept 2019 - Feb 2021

  Risk Manager Consultant/Retail credit risk Director

  As part of my responsibilities:- I provided consultancy to business units regarding potential modifications to products and business processes, aiming to enhance business efficiency.- I formulated proposals for modifying business processes, oversaw their implementation, and conducted testing to ensure effectiveness.- I managed all stages of building scoring models for predicting default and fraud probabilities, including thorough variable analysis and suppression techniques.- I constructed risk reporting mechanisms to identify areas of credit risk concentration, aiding in proactive risk management.- I performed the official duties of a Chief Risk Officer (CRO) in their absence, ensuring continuity in risk management practices.- I provided advice and guidance to the CRO on various banking risk issues, leveraging my expertise to support strategic decision-making. Show less

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  Institute of Social Technology

  Oct 2021 - Nov 2021

  Scoring and product management couch

  Couching Armenian Bank for credit scoring methodology.Couching Kirgizian Bank for product management sustainable development.

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  ПАО Ак Барс Банк

  Jun 2022 - Nov 2022

  Moscow HUB Director

  1. Leading risk strategic project "Total Offering" (several credit products within one risk profile of the client - unification, and standardization of risk strategy).2. Leading risk strategic project Model risk and Model life circle.3. Consultation for optimization of the whole process of client rout (personal loans and company loans).

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  BNPL Alfa group

  May 2023 - now

  Antifraud and Collection manager

  - Spearheaded the Antifraud department, overseeing strategy development, innovating new antifraud rules, optimizing processes, constructing models, and validating their efficacy.- Managed monitoring efforts for antifraud activities involving partners and clients, including identifying suspicious behavior, detecting anomalies, and conducting investigations.- Directed the Collection department, developing strategies, implementing segmentation tactics, and building models to enhance collection effectiveness.- Provided leadership to both the Antifraud and Collection departments, overseeing planning, providing support, and ensuring the efficient operation of these critical functions. Show less