Viktor Tsyrennikov

Viktor is an expert on modeling and assessing financial risks and stress testing, with a focus on market risk. He has helped clients develop and validate large-scale financial and macroeconomic models, design and review stress-testing approaches and models, implement and calibrate derivative pricing models, and perform SIFI systemic impact analysis. Currently, he leads the effort on climate risk modeling and AI/ML modeling. He is also an expert on economic capital modeling, insurance loss reserving, scoring models, default modeling, and fair lending analyses. Before joining Promontory, Viktor worked as an assistant professor of Economics at Cornell University and a visiting assistant professor at New York University and the University of Zurich. His work focused on developing econometric and optimization models and quantitative techniques informing risk management strategies and decision-making. He published in the top Statistics and Economics journals. He also served as a resident scholar at the IMF, where he advised on the regulation of international capital flows and foreign exchange rates and contributed to the World Disconnected?" in IMF World Economic Outlook.