This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

QuantMinds International
13 - 16 November 2023
InterContinental O2London

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.

Agenda Sessions

  • Correlation in direct and factor models: comparative performance and underlying explanatory theory


Speakers at this event