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Speaker detail

  • Dmitry Shelagin
  • Head of Market and Balance Sheet Risk
  • Russian Agricultural Bank, Russia

Dmitry Shelagin is the Head of market and balance sheet risk at Russian Agricultural Bank. His main responsibility is measurement, analysis and control of interest rate and liquidity risks of trading and banking book, ICAAP and ILAAP.

Before that, he was the Head of Pricing Team within Treasury of VTB Bank.

He was responsible for the internal FTP system and product pricing, with a special focus on developing pricing models for embedded options in wholesale loans and deposits. He was also responsible for group-wide unified FTP and pricing principles and techniques.

Before, he was the Head of Risk management at Corporate Treasury of Metalloinvest metals & mining holding, and the Head of Market risk at Trust Investment Bank, Moscow.

Dmitry holds a PhD in Applied Mathematics.