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Alexey Masyutin
Managing Director, Validation Department at Sberbank

Profile

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

    11:45

Speakers at this event