Cyril Shmatov

Both professionally and academically, Cyril Shmatov focuses on stress testing of financial institutions and the use of stress testing and scenario analysis techniques in both tactical and strategic risk management. An area of particular interest for Cyril is ESG (Environmental, Social and corporate Governance) Finance, including the management of financial risks associated with Climate Change, and the quantitative analysis techniques that make such management possible.

Cyril’s recent research focuses on leveraging alternative data for Climate Risk quantification and management, including its practical aspects from a financial institution’ perspective.

Cyril Shmatov is Head of Enterprise Stress Testing (Managing Director) at Citigroup, where he leads a team of experts within the Risk Management function, responsible for market scenario design and execution of internal stress testing programs Firm-wide. Prior to joining Risk Management in 2014, Cyril had held a variety of roles within Citi Global Markets, including those in Citi Principal Strategies, Markets Quantitative Analysis and Credit Derivatives Trading Strategy. His previous experience also includes a Director Research Analyst position at Millennium Partners. Cyril holds a PhD in Applied Mathematics from Columbia University in The City of New York.