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6 - 9 December 2021
Hotel ArtsBarcelona

Sergii Arkhypov
Risk Specialist at .


Sergii Arkhypov started his career as ALM Analyst in Erste Bank responsible for managing risks of Banking Book. Sergii also worked in several other banks and financial companies focusing on trading system development or integration. His later positions included Desk Quant for equity exotic derivatives, structured products at Credit Suisse; and Quantitative Developer working as Manager at EY focusing on value adjustments (xVA), counterparty credit risk and regulatory change programs. He holds master degree in Applied Math from Kyiv Polytechnic Institute and advanced certification in risk management.

Agenda Sessions

  • Equity-Credit portfolios modelling: market dynamics, key drivers and modelling choices