I graduated from the Moscow State University, Department of Mechanics and Mathematics in 1997. My field of specialization is statistics and probability theory. In 1999 I joined the master program in economics at the New Economic School where I studied the general economic theory until 1999.

I received PhD degree in Finance from Stockholm School of Economics, Department of Finance in 2006. I specialized in mathematical finance and I wrote my PhD thesis “Essays in option pricing and interest rate models” under the supervision of Prof. Tomas Björk.

After the graduation I spend one year as a postdoc at the Department of Financial and Actuarial Mathematics at Vienna University of Technology. After that I returned to Stockholm, and worked one and a half years at Swedbank as a risk analyst at Group Risk Control.

Currently, I work as a risk analyst at Quant Modeling and Research unit, Group Risk Control, at SEB.

My research interests include interest rate models, option pricing and credit risk models (see below the links to my publication list and the current research projects).