Sergei B. currently serves as Manager of Treasury, Market, and Liquidity Risk at Abu Dhabi Commercial Bank since July 2022, focusing on FRTB sensitivities, CCR, CVA, liquidity gap analysis, and the implementation of the IRRBB system. Previously, Sergei held the position of Head of Financial Risk at International Investment Bank from May 2018 to July 2022, where responsibilities included validating the swap book, developing the IRRBB EVE framework, managing ICAAP processes, and leading a team. Prior roles include Senior Risk Analyst and Risk Analyst at Russian Regional Development Bank, where Sergei was involved in risk reporting and sensitivities calculations, and expert roles at Cbonds. Sergei holds a Master's Degree in Quantitative Finance and Risk Management and a Bachelor's Degree in Mathematical Methods in Economics from the Higher School of Economics.
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