Vlad (Volodymyr) Perederiy
Consultant
Experience
Nov 2018 - Present
7 years 3 monthsConsultant
Contracting / Freelancing / Consultancy Projects
- Various freelancing / interim projects of 3–9 months for German and international clients (banks, consultancies, investment funds, real estate)
- Areas: credit risk, market risk, finance, accounting (IFRS, ECL, fair values), German HGB, US GAAP, loan provisions, portfolio models, VaR, quantitative analysis and modeling, model reviews and development, capital markets, derivatives, asset and investment management, personal finance, data
- Tools: SAS, Python (pandas), Excel, Access, VBA, SQL, Java, C#, FactSet, Bloomberg, TradingView, OneSumX, RiskPro, Balance Sheet Manager, Jira, Confluence
- Liaising with internal boards, auditors, supervisory enquiries, third parties and service providers; making presentations and providing trainings
Feb 2010 - Sep 2018
8 years 8 monthsBonn, Germany
Senior Risk Controller
Deutsche Bank Group, Deutsche Postbank
Pricing, valuation and accounting of derivatives including callable bonds, CDS, interest‐rate and currency swaps, caps and floors, swaptions, FX options; applying Black & Scholes, Bachelier, SABR, Malz, Vanna-Volga, multi‐curve frameworks and negative interest rates (2015–2018)
Counterparty credit risk and RaRoC pricing: expected exposures, risk and liquidity costs, RWAs, margins, RoE and RoC; validation of credit and funding valuation adjustments (AVA/XVA, CVA, FVA, FCA), inspection of SIMM for OTC derivatives
IFRS and IAS: hedge accounting under IAS 39, fair value under IFRS 13; IFRS 9 expected credit losses methodology (lifetime PD, LGD, EAD, point‐in‐time and macro adjustments), calibrations for commercial and residential mortgages
Validation of credit portfolio and operational risk models (advanced AMA) (2013–2014)
Supervising and validating Basel II rating systems (PD/LGD) for non-retail exposures; development of LGD and CCF models; financial statement analysis (US GAAP, IFRS, DE HGB); model approvals, changes and monitoring (2010–2013)
Oct 2008 - Feb 2009
5 monthsBerlin, Germany
Intern
PwC, Financial Services
- Annual audit of Landesbank Berlin
- Valuation and accounting treatment of warrants, bonds and interest‐rate swaps
- DE HGB to IFRS translations for loans, liabilities and risk provisions
- Risk-adjusted (VaR) mark-to-market estimation of trading-book income
Sep 2007 - Mar 2008
7 monthsConsultant
zeb/rsa Consultancy
- Validation methodology for a PD/LGD rating system for residential mortgages
- Valuation, rating and accounting for bonds and credit derivatives
- Studying capital requirements and acquisition projects in Ukraine
Apr 2003 - May 2005
2 years 2 monthsFrankfurt an der Oder, Germany
Researcher
Europa-Universität Viadrina
- Comparative analysis of Ukrainian accounting standards with IFRS
- Publication of an investment guide on financial accounting in Ukraine
Jul 2002 - Nov 2002
5 monthsBerlin, Germany
Intern
Allianz Versicherungs-AG
- Data mining, financial statement analysis and controlling for insurance operations
- Programming in MATLAB (Bayes Net Toolbox) and SQL
Jul 2001 - Jul 2002
1 year 1 monthUniversity Assistant
Europa-Universität Viadrina
- Programming in Java, JSP, ASP, JavaScript, XML and HTML
- Developing a business cadaster application in Java 2D
Aug 2000 - Jan 2010
9 years 6 monthsProgrammer
Lichtenstein Capital Markets
- Programming online forms and calculators for real estate and mortgage applications
- Developing an online listing system for commercial real estate
Skills
It & Programming
- Windows 10/11 (Advanced)
- Linux (Basics)
- Microsoft Office (Power User): Word, Excel, Access, Outlook, Powerpoint
- Python Incl. Pandas/numpy/scipy/scikit-learn (Very Good), Pycharm (Good)
- Sas (Very Good): Base, Stat, Graph, Iml, Ets, Enterprise Guide, Viya
- Data: Sql (Very Good), Mysql / Access (Very Good), Cloud (Basics), Big Data (Good)
- Vba/macros/ Visual Basic (Very Good)
- Java/c# (Good)
- R (Basics)
- Matlab (Good)
- Web: Html / Css / Javascript / Wordpress (Good), Json / Xml (Good)
Quant & Ai
- Statistics / Econometrics / Probability Theory / Regression / Time Series (Very Good)
- Machine Learning: Python Tensorflow/pytorch (Good), Llm/nlp/ann (Good)
- Openai Gpt-models (Good): Web / Api / Prompt Engineering / Automatizations
Financial Data & Specialist Software
- Market Data: Bloomberg Terminal (Good), Reuters / Refinitiv Eikon (Basics)
- Fis Front Arena (Good): Prime/gui/adfl, Adm/asql, Ael/acm/python
- Sap R/3 (Good): Fs-dm / Fs-cml (Incl. Data Tables/imports), Finastra Kondor (Basics)
- Financial Reports (Very Good): S&p Compustat / Moody’s Osiris / Factset / Edgar
- Risk: Fis Balance Sheet Manager / Ambit Focus, Wolters-kluwer Riskpro / Onesumx
Project Management
- Experience Of Agile Projects (Scrums)
- Experience In Management Of Sub-projects
- Jira/confluence (Good)
Languages
Russian
NativeUkrainian
NativeGerman
AdvancedEnglish
AdvancedFrench
Advanced ...and 2 more
Education
Apr 2005 - Dec 2010
Europa-Universität Viadrina
PhD, Dr. rer. pol. · Doctoral/PhD Studies · Frankfurt an der Oder, Germany · good (magna cum laude)
Apr 2003 - Feb 2006
Europa-Universität Viadrina
Master of Science, finance and banking; econometrics; taxation · International Business Administration · Frankfurt an der Oder, Germany · 1.8 - good (above average)
Oct 1999 - Mar 2003
Europa-Universität Viadrina
Diploma in Business Administration, quantitative methods; business informatics · International Business Administration · Frankfurt an der Oder, Germany · 2.3 - good
...and 2 more
Certifications & licenses
Financial Risk Manager (FRM)
GARP
Bloomberg Terminal
Bloomberg University
Python/Pandas programming certification
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