Nikolay Filipenkov
Principal Industry Consultant, Risk Research and Quantitative Solutions, SAS
Nikolay is part of SAS risk business consulting and leads the credit risk modeling and decisioning initiative in EMEA.
With over 15 years of experience in machine learning and risk management, Nikolay has been a practitioner as both a banker and consultant. Before taking the current role, Nikolay was Head of Risk Management Practice in SAS Russia & CIS for 5 years. In this role Nikolay has designed and managed projects for banks, insurance firms and corporate clients in credit risk, decisioning, Basel implementation, fraud prevention, operational risk, ERM etc. Before joining SAS, Nikolay was leading the team responsible for retail risk and credit scoring in one of the Top-5 financial services institutions in Russia.
Nikolay graduated Magna Cum Laude with a Master of Science degree in Computer Science from the Moscow State University, Russia. Nikolay holds a PhD degree in Data Mining and Computer Science from Dorodnicyn Computing Centre of Russian Academy of Sciences. Nikolay’s area of research is data mining, machine learning, time series forecasting and risk management.
Nikolay is an Assistant Professor at the Higher School of Economics and heads SAS Department at the Computer Science Faculty of HSE University.
Nikolay is a speaker on various conferences and author of 30+ publications on risk management, fraud detection and prevention, data mining and forecasting.