Financial Risk Manager resume

Ivan Samkov, FRM

Financial Risk Management / Quantitative Research & Analysis

Skype isamkov


Certified FRM (GARP FRM Program) // FSFR Qualification Certificate Series 1.0 and 5.0 (The Central Bank of the Russian Federation) // Financial Engineering and Risk Management P1 and P2 (Coursera) // Risk Management - Advanced Training (Institute of Stock Market and Management, ISMM) // Econometrics Certificate (National Open University INTUIT)

  • Proficiency in Financial Risk Management - market, credit and operational risk.
  • Knowledge of Portfolio management techniques, including risk measures, hedging strategies and optimization
  • Advanced Excel and VBA skills. Proficiency in Microsoft Access
  • Proficiency in writing basic database programming. Basics of using SQL and OLAP
  • Programming skills: VBA, basics of С++. Strong knowledge of HTML/CSS, basics of php & javascript
  • Working knowledge of Bloomberg Terminal and Bloomberg Professional Service
  • Knowledge of statistics and its application to risk management
  • Strong analytical and problem solving skills



Financial Risk Manager at FINAM (Moscow, Russia)
2014 to present
— Portfolio Risk Analysis (FX, equities, fixed-income and derivatives portfolios) - VaR, Expected Shortfall, Stress testing. Performance and risk analysis of active trading strategies.
— Operations control (confirmations, daily margin requirements, reconciliations, collateral management, OTC settlements).
— Analysis and reporting of the VaR results.
— Implementation and adjustment of IT-solutions for Risk Management.
— Development and testing of risk valuation models and tools (options, mixed nonlinear portfolios, structured products).
— New products implementation experience and impacts to reporting infrastructure.
— Counterparty risk estimation and monitoring.


Private Asset Manager (Moscow, Russia)
2011 to 2014
- Multi-strategy asset management including equities, fixed-income securities, and derivatives
- Market research and consulting
- Risk management consulting

Hardware Developement Engineer at MKB COMPAS (Moscow, Russia)
2008 to 2011
- Development of control systems, GPS/GLONASS navigation systems for military and aerospace
- GNSS receivers design and implementation
- Projects support


Higher School of Economics, National Research University 2010 to 2012, Moscow, Russia
Master of Economics, Stock and Investments Market

National Research Nuclear University MEPhI (Moscow Engineering Physics Institute) 2003 to 2009, Moscow, Russia
M.Sc, Electronics and Automation


English (advanced) // Russian (native) // Español (basic)