Vladimir Chorniy started his career in finance in 1998 as a founding member and later as the lead of the Credit Risk Analytics team in Barclays Capital.
In 2006 he joined BNP Paribas, where he headed the Risk Methodology and Analytics team and the Exotics Exposure Management team responsible for methodologies covering counterparty risk (EE/PFE models), market risk (VAR, IRC, CRM), credit value adjustment, capital calculations and day-to-day risk management of exotic derivatives.
His next role was Head of Risk Modelling Strategy and Senior Advisor for Group Risk Management with an emphasis on modelling synergy across different risk areas within the bank, and cooperation with industry and academia. With the formation of the bank-wide Enterprise Risk Architecture function, Vladimir took there the position of Senior Technical Lead with a key responsibility for strategic, technically challenging and high impact projects such as FRTB, IHC and margined trading.
Vladimir represented BNP Paribas at number of industry forums; presented at multiple international conferences; published in international journals; co-authored of a book on forms of economic crime and corruption in Eastern and Central Europe (section on development of banking and financial systems).
Vladimir holds a Ph.D. in Physics from Cambridge University.
List of publication is available here.
As in the case of many senior industry professionals, the new findings are more often presented at industry conferences, than published in academic journals. The list of conference presentations is available here.
The key for successful risk management is the ability of risk managers to discuss and address the current issues. The list of selected recent and future conference panels and industry meetings is available here.