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Kirill Mayorov

Kirill Mayorov

Head of Risk Management

Banking / Loans

Downtown Toronto, Ontario

Social

About Kirill Mayorov:

Head of Risk Management

Experience

Vice President and Head of the Model Development Group in Enterprise Risk Management with over 20 years of
experience, offering expertise in statistical modeling and developing, validating, and implementing
economic/regulatory capital models within the credit and operational risk domains. Exceptional leader
demonstrating a good understanding of advanced statistics, mathematics, and machine learning to optimize
operational and credit risks while complying with regulatory and model governance requirements. Proven record
of building robust AIRB, ICAAP, and IFRS-9 models for PD and LGD and analyzing/quantifying parameters to
mitigate risks. Long-term interests in spearheading the enterprise function to build regulatory and economic
capital models for retail and wholesale portfolios.

Education

Ph.D. in Mathematics

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