Valeria Shuvatova has extensive experience in risk modelling and data science, currently serving as a Specialist in GRM Risk Modelling at DNB since February 2020. In this role, Valeria works on the Expected Credit Loss model for IFRS9 reporting and implements the ECL framework on an AWS-based platform. Prior to this, Valeria held a position as a Senior Analyst at GRM SRI Risk Data, leading a team responsible for monthly risk reporting and data quality controls. Valeria's background includes significant experience in telecommunications, banking, and insurance as a consultant at CGI and contributions to economic research projects as a research assistant at the Norwegian School of Economics. Valeria holds a Master’s degree in Economic Analysis and a Master’s degree in Strategy and Finance from reputable institutions.
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