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Sergii Arkhypov
Risk Specialist at Independent

Profile

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.

Sergii Arkhypov's Network

Agenda Sessions

  • Assessing Forecasted Initial Margin in a Production Environment

    14:50