Романюк Кирилл Андреевич

Education and Degrees

2016

Candidate of Sciences* (PhD) in Mathematical and Instrumental Methods in Economics
Peter the Great St. Petersburg Polytechnic University

2013

Degree
St Petersburg State University

* Candidate of Sciences
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.

Continuing education / Professional retraining / Internships / Study abroad experience

04.02.2021 - Chartered Statistician (Royal Statistical Society).

January - March 2019, MFE C++ Programming and Numerical Analysis Course, UC Berkeley.

3-5 July 2019 - XXVIII International Financial Congress.

2 July 2019 - The Bank of Russia's Summer Macroeconomic School.

11 December 2018 - The Graduate Statistician status awarded by the Royal Statistical Society.

3-7 September 2018 - Teaching Development Program: Teaching Principles and Practices (CERGE-EI, HSE).

14-18 May 2018 - The workshop on soft skills for teaching and research by William Thomson (HSE).

16-19 April - FICO World 2018 conference

Professional Interests

financial econometrics credit ratings credit scoring game theory information asymmetry decision support systems predictive analytics machine learning

Awards and Accomplishments

Young Faculty Support Programme (Group of Young Academic Professionals)
Category "New Lecturers under 30" (2019)

Professional associations

Chartered Statistician (Royal Statistical Society, UK)

Courses (2024/2025)

Credit risk assessment models (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 2 module)Eng
Past Courses

Timetable for today

Full timetable

Conferences

2023
Credit Scoring and Credit Control XVIII (Edinburgh). Presentation: Impact of the COVID-19 Pandemic on the Credit Default Swap Market
Royal Statistical Society International Conference (Harrogate). Presentation: Impact of the COVID-19 Pandemic on the Predictability of Credit Default Swap Spreads of US Companies

2021
Computing (London). Presentation: The challenges of using big data in the consumer credit sector

2020
Analytics for Management and Economics Conference (Санкт-Петербург). Presentation: Application of alternative data in credit scoring
Computing (London). Presentation: Time Series Analysis of Financial Statements for Default Modelling

2019
Credit Scoring and Credit Control XVI (Edinburgh). Presentation: Analysis of nonlinear dynamics of financial statements for default probability estimation

2018
IEEE The Fifth HCT Information Technology Trends (Dubai). Presentation: Game Theoretic Approach for Applying Artificial Intelligence in the Credit Industry

2017
Credit Scoring and Credit Control XV (Edinburgh). Presentation: A Dynamic Credit Scoring Model Based on Contour Subspaces

2016
Future Technologies Conference (San Francisco). Presentation: Modification of Aggregated Randomized Indices Method for Credit Scoring
Intelligent Systems Conference (London). Presentation: A credit risk model based on contour subspaces for decision support systems in loan granting

2015
SAI Intelligent Systems Conference 2015 (IntelliSys 2015) (London). Presentation: Concept of a Decision Support System for a Loan Granting Based on Continuous Price Function
IEEE Evolving and Adaptive Intelligent Systems (Douai). Presentation: Credit scoring based on a continuous scale for on-line credit quality control

Job Experience

2017-present - Department of Finance, HSE University.

2021-2022 - research fellow at Financial Engineering and Risk Management Lab, HSE University.

2017 - lecturer at St. Petersburg Polytechnic University.

25

Feb

2018

Research seminar on February, 28: Kirill Romanyuk (Department of Finance)

Time: 16.50 - 18.10
Place: 3A Kantemirovskaya st., room: 343

Kirill Romanyuk