Dmitry Zaykovskiy

Dmitry Zaykovskiy worked as a Senior Associate at Depfa Bank from November 2008 to August 2012, where Dmitry was responsible for the representation and pricing structured credit and fixed income products, and developed a framework for pricing student loan ABSes. Dmitry then moved on to Deutsche Pfandbriefbank AG, where Dmitry currently holds the title of Head of Model Risk Management & ICAAP Validation. Dmitry is in charge of model governance and validation of non-rating models, including ICAAP, ILAAP, IRRBB, and valuation models, with regular reporting to the Group Risk Committee and the Supervisory Board. Additionally, as an Associate Director, Dmitry established a holistic KRI-centric model risk management framework and implemented Jira-based systems for model inventory, model changes, and issue management.