Alena Egorova

I've managed credit and collateral risk for derivatives, REPO and margin trading at Sberbank CIB, taking corporate and financial-institution transactions from structuring through credit decision.

At S&P Global, I co-developed the Financial Stressing Tool, forecasting corporate financial statements and translating macroeconomic stress into credit outcomes. I also drove Macro-Scenario Model recalibration to integrate Global Defaults Model and scenario-conditional PD analytics.

My work spans counterparty assessment, collateral eligibility, haircuts, margin parameters, ISDA/RISDA/GMRA negotiations, internal methodology, and credit-risk process automation. I enjoy connecting risk methodology with practical Financial Markets workflows across front office, legal, product and technology teams.

With an MSc in Risk and Finance from LSE, FRM Part I, and experience in stress testing, financial forecasting and default-risk analysis, I bring both analytical modelling and front-line credit risk perspective.