Profile
Location
Nicosia
Member since
2024

Sergei's blog archive

2024 (1)
Sergei Grechkin

Sergei Grechkin

Chief Risk Officer at AIFM Cayros Capital
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Bio Mr Grechkin is a C-level risk management executive and experienced finance professional, amassing over 12 years of expertise across financial institutions and regulatory spheres. Holding a Master's Degree in Finance, he completed comprehensive training programs from the U.S. Federal Reserve System in Liquidity Risk Management and Advanced Credit Risk Measurement and Management. For the past two years, Mr Grechkin has been serving as a Chief Risk Officer at Cyprus-based Cayros Capital Investments Management and spearheaded risk management initiatives for an extensive portfolio of assets exceeding 1 billion euros. Career History Mr Grechkin started his career at Deloitte, reaching a pivotal position at the Central Bank of the Russian Federation, where he showcased exceptional leadership capabilities as Head of the Special Supervision Team. He supervised three respective financial and industrial groups, each consisting of a dozen companies including banks, investment funds, management companies, brokers, and companies including those from the non-financial sector, with a capitalization exceeding 50 billion euro. In this role, he actively contributed to international collaboration efforts, maintaining effective communication with supervisory authorities in the European Union. Mr Grechkin is passionate about innovative solutions for risk and portfolio management. His dynamic approach as a CRO includes refining risk management policies in alignment with industry standards, risk budgeting, risk mitigation strategies and integrating advanced machine learning models to enhance risk assessment accuracy.

Blogs

Artificial Intelligence and Financial Services

Implementing AI in the Pricing of Interest Rate Derivative Contracts

06 Jun 2024

The financial industry has been rapidly integrating Artificial Intelligence (AI) to enhance various aspects of its operations, including the pricing of interest rate derivative contracts. Interest rate derivatives, such as swaps, options, and futures, are essential tools for managing exposure to fluctuations in interest rates. The traditional met...