Leonid Shklyaev, PhD, CFA Lvl II Cand

Experience

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  CJSC «Asset management company «Management – Center»/ LLC «Management – consulting» (IFD Kapilal)

  Dec 2006 - Jan 2010

  Specialist in the Analytical department

  • Securities market monitoring and modelling• Elaboration of methods and analytical procedures for financial instruments analysis (stocks, bonds)• Credit research of companies in various industries• Selection of securities (stocks and rouble bonds) for portfolio investments

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  Russian Standard Bank

  Aug 2010 - Mar 2016

  • Overall department management.• Improvement and Development of credit and market risks assessment tools of the Bank.• Assessment of counterparty credit risk: o issuers of securities o corporate borrowers o insurance companies o regions of the Russian Federation • Assessment of market risk• Elaboration of mathematical methods and analytic procedures for entity credit risk analysis• Automation of risk analysis process using VBA, SQL, Statistica, Mathcad• Risk Management Governance: o risk-control process for threshold disciplineo risk-control process of requirements, settled by Central Bank of Russia o risk-control process of creation provision of non-retail products Show less • Assessment of counterparty credit risk: o issuers of securities o corporate borrowers o insurance companies o regions of the Russian Federation • Assessment of market risk• Elaboration of mathematical methods and analytic procedures for entity credit risk analysis• Automation of risk analysis process using VBA, SQL, Statistica, Mathcad• Risk Management Governance: o risk-control process for threshold disciplineo risk-control process of requirements, settled by Central Bank of Russia o risk-control process of creation provision of non-retail products Show less

  • Head of Corporate risk department

    Sept 2014 - Mar 2016

  • Leading/ Chief specialist in the Corporate risk department

    Aug 2010 - Aug 2014
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  Промсвязьбанк

  Mar 2016 - Apr 2018

  Expert (Portfolio risk-management)

  • Analysis of the Bank's loan portfolio, preparation of materials for the Board / Board of Directors / Auditor of the the Bank, calculation of credit risk metrics (CoR, Coverage Ratio, RAROC, RARORWA, etc.);• Implementation of internal procedures for assessing capital adequacy (ICAAP) in terms of assessing the credit risk of corporate clients, concentration risks, conducting stress testing;• Industry analysis, calculation and making proposals on the establishment of industry limits;• Assessment of real estate revaluation risk;• Data validation in the Bank's DWH and accounting systems Show less

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  RSHB Asset Management

  Apr 2018 - now

  Chief Risk Officer