Daria Piankova
Angestellt, Senior Consultatnt in Regulatory Quant team, PwC Deutschland
Frankfurt Am Main, Deutschland
Werdegang
Berufserfahrung von Daria Piankova
Bis heute 5 Jahre und 2 Monate, seit Mai 2019
Senior Consultatnt in Regulatory Quant team
PwC DeutschlandDevelopment and validation of PD, LGD and EAD models for regulatory (IRB approach) and managerial purposes (IFRS 9 impairment models).
4 Monate, Okt. 2018 - Jan. 2019
Senior Consultant in Credit Risk team
Ernst and Young LLP
- Participation in quantitative projects. In particular, analyse financial or other project related data, conduct statistical tests and communicate the results to the project team. - Credit risk model development and validation for managerial and regulatory purpose. IFRS 9: PD, LGD and EAD modelling and validation. IRB: PD scoring model development; technical support for PD model validation in SAS EG - Programming in SAS EG, R
2 Jahre und 1 Monat, Sep. 2016 - Sep. 2018
Credit Risk Analyst
Ernst and Young LLP
Consultant in Credit Risk team - Participation in quantitative projects. In particular, analyse financial or other project related data, conduct statistical tests and communicate the results to the project team. - Credit risk model development and validation for managerial and regulatory purpose. IFRS 9: PD, LGD and EAD modelling and validation. IRB: PD scoring model development; technical support for PD model validation in SAS EG - Programming in SAS EG, R
Ausbildung von Daria Piankova
2014 - 2016
Economics
CERGE-EI
2012 - 2014
Economics
National Research University – Higher School of Economics
2007 - 2012
Mathematics
Ural State University