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Viktor Tchistiakov
Senior Associate FRM at RABOBANK


Viktor Graduated from the St. Petersburg State University in 1987 and obtained doctor degree in Mathematics from the University of Twente in 1997. He has worked in Risk Management since 1997. Since March 2007, he has been at Rabobank, Utrecht as Senior Associate at CSMU, leading the Credit Risk Methodology stream. From Sep 2000 till March 2007 he was at ING Group, Amsterdam as Senior Analyst Portfolio Modelling and developed an internal EC model with applications to RAROC based pricing of different products – bonds, loans, CDO etc. From October 1997 till August 2000 he was at Transtrend, a specialised investment advisor company, Rotterdam as Senior Analyst and developed an automated Money management system for position sizing and optimising capital usage.

Agenda Sessions

  • Panel Session: Addressing IRB Modelling Practical Challenges from Recent Regulatory Enhancements