Yuriy Vasylchenko

Yuriy Vasylchenko is an experienced professional in risk modeling and market risk advisory, currently serving as a Risk Modeling Specialist at Deutsche Pfandbriefbank AG since October 2019. Responsibilities include the development and continuous improvement of default probability and loss rate methodologies across all business segments, along with validation, calibration, and maintenance of credit risk models, IT implementation within the group's rating platform, and ensuring compliance with Basel II credit risk methodology. Prior roles include Senior Specialist Market Risk Advisory at FMS Wertmanagement Service GmbH, and several positions at Deutsche Pfandbriefbank AG focusing on similar risk management tasks. Additional experience includes credit risk management at MAN Finance International and strategic market analysis at MAN SE. Yuriy holds a Dipl. Volkswirt degree in Economics from Universität Konstanz.