Tural Valiyev
Krakow,Poland
Summary
Quantitative Lead Analyst with 10+ years of experience across tier-1 international banks and leading regional financial institutions. Proven expertise in Wholesale Credit Risk modelling (EBA, ICAAP), Global Treasury/Market Risk (VaR models), and financial analytics & reporting, gained through roles at Citi, State Street, and regional banking institutions. Strong background in Python-based quantitative development, regulatory impact assessment, automation, and scalable data pipelines. Recognized for translating complex financial and risk data into actionable insights for senior management and regulatory stakeholders
Work Authorization: Temporary Residence Permit in Poland; eligible to work without sponsorship (based on Polish diploma).
Overview
12
12
years of professional experience
8
8
years of post-secondary education
1
1
Certification
Work history
Vice President, Quantitative Lead Analyst
Citi Bank Europe PLC
Warsaw, Poland
03.2025 - Current
- Developing and enhancing wholesale credit loss models (EBA & ICAAP) in Python-based model libraries
- Building scalable and modular pipelines to streamline model development and maintenance
- Conducting impact assessments and detailed waterfall analyses for feeder model updates (e.g., PD, LGD, EAD version upgrades)
- Performing ad-hoc quantitative analyses to support business stakeholders
- Designing regulatory-driven add-ons and configurations
- Performing simplification and optimization initiatives to improve model interpretability and performance
- Actively contributing to Git-based development workflows — branching strategy and code reviews
- Driving automation of recurring analytical, reporting, and data-processing tasks
- Engaging in R&D initiatives (e.g., PyArrow, Macroeconomic Scenario Analysis tool)
Assistant Vice President, Treasury Risk Analyst
State Street Corporation
Krakow
02.2019 - 03.2025
- Oversee and enhance corporate-level Market Risk reporting on a daily, weekly, and monthly basis
- Produce and analyze investment portfolio risk metrics, including VaR, historical/forward-looking stress tests, PnL, duration, convexity, and interest-rate sensitivities
- Monitor and evaluate MBS portfolio performance vs UST benchmarks, providing insights to stakeholders
- Present portfolio market risk results, trends, and commentary to Senior Management on a monthly basis
- Support Treasury Risk reporting automation and process improvement using Python and SQL
- Review dealer research and interest-rate outlooks for the US market and translate findings into risk insights
- Perform G-SIB peer analysis focused on NII and EVE
Financial Business Analyst
Kapital Bank OJSC
Baku
09.2014 - 09.2016
- Preparation of operational and analytical reports for audit, financial and risk management departments in Tibco Spotfire
- Analyzing business requirements and automation of reports
- Monitoring and auditing financial transactions, financial data in DWH
Financial Reporter
Turanbank OJSC
Baku
02.2014 - 08.2014
- Financial reporting & monitoring
- Automation of reports in VBA
Education
MS - Quantitative Finance
Università di Bologna
Bologna 09.2016 - 12.2018
MS - Quantitative Asset and Risk Management
Uniwersytet Ekonomiczny w Katowicach
Katowice 09.2017 - 11.2018
Bachelor's degree - Management and Banking (Finance)
Qafqaz University
Baku 09.2007 - 06.2012
Skills
- Python (Advanced Working Proficiency)
- Data analysis and numerical computing: pandas, numpy, scipy, pyarrow
- Statistical modeling and inference: statsmodels, scikit-learn
- Data visualization: matplotlib, seaborn, plotly
- Excel and Windows integration: openpyxl, xlwings, pywin32
- Automation and system scripting: os, sys, argparse, logging, json, selenium
- MS Excel - advanced working proficiency
- SQL - limited working proficiency
- Tibco Spotfire Analytical Tool - limited working proficiency
- Data validation and code quality: pandera, typing
Languages
English
Advanced
Polish
Upper intermediate
Azerbaijani
Native
Russian
Advanced
Turkish
Upper intermediate
Italian
Elementary
Hobbies
Chess, Football and Cooking
Organisational Skills
- Team player
- Effective time management
- Creativity & Problem solving
Certification
Data Science and Machine Learning Fundamentals - Corporate Finance Institute
Modelling Risk with Monte Carlo Simulation - Corporate Finance Institute
Timeline
Vice President, Quantitative Lead Analyst
Citi Bank Europe PLC
03.2025 - Current
Assistant Vice President, Treasury Risk Analyst
State Street Corporation
02.2019 - 03.2025
MS - Quantitative Asset and Risk Management
Uniwersytet Ekonomiczny w Katowicach
09.2017 - 11.2018
MS - Quantitative Finance
Università di Bologna
09.2016 - 12.2018
Financial Business Analyst
Kapital Bank OJSC
09.2014 - 09.2016
Financial Reporter
Turanbank OJSC
02.2014 - 08.2014
Bachelor's degree - Management and Banking (Finance)
Qafqaz University
09.2007 - 06.2012