Risk Manager
Resume:
Radames Azaryan
https://www.linkedin.com/in/radames-azaryan/
https://github.com/Thoughtful-Monkey
************@*****.***
Aurora, Colorado
CORE COMPETENCIES
Risk management
Econometrics/Statistics
Process computerization
PROFESSIONAL PROFILE
Driven professional with a great eye for detail, strong analytical skills and a true understanding of financial markets.
Recent graduate with work experience in risk management in one of the top-tier Russian banks.
As a professional has developed skills in data analysis, statistics, modeling, and programming.
Very passionate and energetic self-starter with uncompromising work ethic.
SKILLS
Knowledge of machine learning techniques and experience of using them in real-life
Experience of data analysis using Python, SAS, R
Worked with PL/SQL Developer for Oracle Databases, SQL Management Studio, VBA
Data gathering using Thomson Reuters Eikon
Proficient in MS Office
For personal purposes used Git, Bash, LaTeX
Tableau
WORK EXPERIENCE
Risk manager, Credit risk modeling 04/2017-03/2018
Alfa Bank JSC, Russian Federation (Top 1 private bank in Russia)
Redeveloped EL, RWA calculation in stress-test to match current reporting methodologies (SAS+Excel)
Redeveloped default rate (DR) forecasting model (provisions stability increased) (SAS):
oChanged target from DR to logit(DR), thus the target is always positive and more stable
oSolved autocorrelation problems by using ARX model
Modified sample gathering algorithm to reduce mistakes in the monitoring of models (SQL+SAS)
Introduced version control of the code
Research Assistant 10/2016-05/2017
International Laboratory of Financial Economics, Russian Federation
Database administration using SQL Management Studio
Data analysis (R, Python)
Teaching Assistant, Macroeconomics-1 11/2016-04/2017
National Research University Higher School of Economics, Russian Federation
Grading students’ homework
HIGHLIGHTS
Created comfortable tools for everyday routines
Developed statistical models affecting $22.8 billion portfolio
Passionate about innovations
Developed linear, logit, vector autoregressive regressions in business
Used panel regression in research
Co-created NLP models with xgboost in Kaggle competitions
Intern, Funds Transfer Pricing (FTP) Department 07-09/2016
Sberbank, Russian Federation (Top 1 state bank in Russia)
Increased operational efficiency by developing tools (VBA+SQL):
oInternal mailing (reduced time for 1 e-mail from 20min. to 10min.)
oAppendix for orders (reduced time for 1 order from 30min. to 5min.)
As a data analyst provided information review for Assets and Liabilities Committee (used Excel+SQL)
Created a tool, that demonstrated elements of visual data analysis and descriptive statistics to forecast the fund transfer pricing curve for a business plan (Excel+VBA+SQL)
Research Assistant 07/2015-12/2015
International Research Laboratory for Institutional Analysis, Russian Federation
Writing literature reviews
LANGUAGES
Fluent in English and Russian
Intermediate French
Conversational Armenian
Other
No visa sponsorship required.
Established US resident.
EDUCATION
MSc Financial Economics 06/2017
Under Academic Direction of London School of Economics
Thesis: The Growth of Uncertainty due to Macroeconomic Announcements
Top 30% of the graduates
BSc Economics and Statistics 06/2015
Thesis: Portfolio Optimization within Wide Stock Market
Top 10% of the graduates
National Research University Higher School of Economics, Russian Federation
QS - World University Rankings by subject, 2017:
Top 100 - Economics & Econometrics
Top 150 - Accounting & Finance
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