Denis Davydov

Scope of responsibility

• credit decision strategy and limit policy across the full retail lending product line
• procedures for applying scoring models and application routing schemes
• anti-fraud framework for credit applications
• coordination of risk methodology development and risk modelling for the IRB approach
• management reporting on risk levels and the risk-strategy funnel using PD, LGD, EAD, AR, RR, CoR and other metrics
• assessment of the feasibility and economic impact of connecting external and internal data sources

Key achievements

• completed the transition to an automated decision-making process: the share of manual underwriting reduced to nearly 0%, average decision time cut from 2 days to 15 minutes
• +10 pp to the Approval Rate under the updated risk strategy with no increase in risk level (CoR on new originations < 1%)
• delivered the import substitution of the application anti-fraud system: from business requirements and vendor selection through to migrating processes onto the new software
• built management reporting on risk levels and the risk-strategy funnel in PD, LGD, EAD, AR, RR and CoR metrics — a single view of risk for the business and the committees

Scope of responsibility

• assessment of the Bank's credit and market risk exposure on complex credit transactions, participation in structuring corporate lending deals, administration of the bank's credit policy
• proposals on the covenant package, monitoring covenant compliance, analysis of breach causes and measures to mitigate risk
• analysis of borrowers' and groups' financial and operating performance (RAS, IFRS), building and reviewing financial models, forecast balance sheets, P&L and cash flows
• control over the volume of non-performing exposure, identification of clients requiring heightened attention, recommendations on distressed debt recovery strategy
• presenting the risk position at credit committees and in interaction with the bank's business units
• methodology and the internal regulatory framework, monitoring of lending activity across branches, training and mentoring of risk managers

Key achievements

• maintained 95% SLA compliance, including during peak workload periods
• contributed to structuring transactions financing investment projects in agribusiness and multi-unit residential construction, as well as M&A deals, for top-20 clients in the Bank's loan portfolio
• implemented a platform for collecting, recording, storing and analysing Credit Risk Premium (CRP) values — substantially reducing the time spent retrieving information from unstructured sources
• automated the collection of daily risk reporting in Java — a transparent view of risk managers' workload and control over review turnaround SLAs
• initiated a review of hedging approaches for transactions involving financial instruments and expanded limit capacity in favour of derivatives