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.

Alexey Masyutin
Managing Director, Validation Department at Sberbank


Alexey has 10 years of experience in statistical modeling, credit scoring and corporate rating models.

He started his career as MICEX index futures analyst in Moscow in 2010 and then spent 3 years in retail banking as portfolio analyst and scorecasrd developer. Then in 2014 he joined Sberbank as model validator. In 2017 due to Sberbank's AI transformation model validation scope was increased beyond regulatory risk models and included all business models. Alexey took the lead in corporate models validation. In 2018 he acquired PhD in computer science at National Research University - Higher School of Economics in Moscow.

Agenda Sessions

  • Quantification of model risk for multi-labeling classification tasks


Speakers at this event