Vladimir Chorniy

Managing Director, Head of Risk Model Fundamentals and Research Lab, Senior Technical Lead at BNP Paribas

Vladimir Chorniy started his career in finance as a founding member and later led Credit Risk Analytics team in Barclays Capital. Later he headed Risk Methodology and Analytics team in BNP Paribas responsible for methodologies covering counterparty risk (EE/PFE models), market risk (VAR, IRC, CRM), credit value adjustment, capital calculations and exotic derivative treatment. Later Vladimir has assumed a new role to determine long term strategy of risk modelling in BNP Paribas as Head of Risk Modelling Strategy and Senior Technical Lead. In 2022 whilst retaining his lead role in model development Vladimir founded and became the head of Risk Model Fundamentals and Research Lab to reflect evolving role and understanding of model risk. Vladimir holds a Ph.D. in Physics from Cambridge University.