My background involves:
- national development bank strategy role
- bank corporate lending (eg product/process design, portfolio analysis)
- market modelling (power sector) and industry research (automotive)
- analysis of industrial policy and competition policy
- macroeconomic forecasting
- corporate transformation projects
- data-driven decision-making
- bridging a gap between business and IT strategy
Teaching, research and open source projects
Introduction to IT Architecture - Filling a skill gap between business analysts, developpers and architects.
Machine-readable financial statements course, Center for Financial Mathematics - A data pipeline to analyse 1.2 million Russian firms financial reports.
Russian macroeconomic time series dataset - A public end-user API to deliver Russian macroeconomic time series, inspired by St Louis FRED.
Financial models and digital financial twins in project finance - Draft proposal for voluntary real-time project disclosure standard.
Project contributor - Optimization of long-term Russian equity portfolio based on dividend forecast.
- ML/DL courses
- Machine-readable law
- Industry 4.0 production systems
- Exchange-Rate Economics (Lucio Sarno, City University, London)
- Applied Econometrics (Stefan Reitz, Kiel Institute)
- Monetary Policy: Theory and Practice (Volker Wieland, Goethe-Universität Frankfurt)
- Introduction to Equator principles in project finance
- Exchange Rate Predictability (Barbara Rossi, CREI)
- Modeling Non-stationary and Non-linear Time Series (Laura Mayoral, Gabriel Perez-Quiros)
- Systemic Risk and Macroprudential Policy
- Agent-based plant-level model of competitive wholesale electricty market.
- Prices affected by world, resources, auction rules and agent behaviour.
- Reserve margin requirement should complement prices as reform policy target.