Orest Dubay has more than 10 years of industrial experience in the development of risk management models and systems.
Currently he is a Head of AI Modelling, Nordea Bank Abp
Orest’s background is theoretical physics, he obtained a Ph.D. degree in Computational Materials Science. Orest spent most of his career designing and implementing mathematical models, analytical tools and methodology for risk management – covering areas like stress testing, scaling models for interest rate risk, historical and Monte Carlo VaR simulations, Incremental Risk Charge, idiosyncratic risk and machine-learning models for credit risk assessment and financial crime detection. Currently, Orest leads one of the teams introducing data science and machine learning technology in various parts of the organization, mainly focusing on credit area.
Orest has firsthand experience with designing and implementation of professional risk systems, expert knowledge in high-performance computing and a long-term passion for software development, machine learning and innovation