Sergey Ivliev

Sergey Ivliev - Prognoz

Sergey Ivliev graduated from the Faculty of Economics of the Perm State University (2001) PhD in Economics (2005). His professional activities in Prognoz are devoted to the development of information-analytical systems and risk management systems, analysis and modeling of financial institutions. Since 1997 over 80 large-scale projects were implemented under his guidance, including Bermuda Monetary Authority, Monetary Authority of Singapore, Central Bank of the Russian Federation, Deposit Insurance Agency of Russia, Sberbank, Gazprombank and others. Since July 2012 he is Deputy Director CEO on Research, responsible for the organization of scientific activity and interaction with educational institutions, as well as curating the development of solutions for financial institutions and financial markets. Since 2011 he is the head of the Laboratory of financial modeling and risk management Prognoz Risk Lab, as well as the coordinator of the Master in Finance & IT (MiFIT) program of the Chair of Information Systems and Mathematical Methods in Economics of Perm State University. Since 2013 he has been Deputy Head of the Chair. He is a Member of the Steering Committee of the Russian chapter of Professional Risk Managers' International Association (PRMIA), author of over 40 articles on risk management and financial modeling, co-author of the book Market Risk Management: Methodology, Practice, Recommendations, and editor of the two Springer volumes. His fields of research - quantitative risk management, financial instruments pricing and empirical market microstructure. He is ideologist and organizer of international scientific seminars (Perm Winter School, Prognoz Summer School, FinMod), as well as annual events on risk management (IRB Day, Stress-testing Day, Market Risk Day, Russia Risk Conference).

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