Andrey Glushchenko

Background

About Andrey Glushchenko

A seasoned Strategic Risk Executive, I bring over 20 years of experience in leading Treasury and Market risk management functions for major international financial institutions. Treasury/Market Risk Management: Extensive experience in managing all aspects of Treasury/Market Risk, including Interest Rate Risk in the Banking Book (IRRBB), Issuer/Counterparty risk, liquidity management, and capital oversight.Regulatory Frameworks: In-depth knowledge and practical application of regulatory standards (CBUAE/DFSA/FSRA, ECB, OCC)and practices, such as Basel II and ICAAP (Internal Capital Adequacy Assessment Process), ILAAP (Internal Liquidity Adequacy Assessment Process), IFRS 9 and the Fundamental Review of the Trading Book(FRTB).Risk Appetite and Limit Systems: Skilled in defining, implementing, and monitoring risk appetite frameworks and limit systems to ensure robust risk governance and alignment with organisational objectives.Stress Testing and Model Validation: Proficient in conducting rigorous stress testing and validating risk models to ensure their accuracy, reliability, and regulatory compliance.Team Leadership and Cross-Regional Management: Demonstrated ability to lead, develop and manage teams across multiple regions, driving efficiency and fostering a culture of excellence.Stakeholder Engagement: Experienced in engaging with a wide range of stakeholders, including board members, regulators, and auditors, to support business objectives and maintain regulatory standards.