Anton Sakovich

Model Vetting Manager at Tru Cooperative Bank

Ottawa, Ontario, Canada
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Summary

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Anton Sakovich is a Model Vetting Manager with 11 years of experience applying quantitative and qualitative methods to model risk management across banking and government institutions. He leads validation of ICAAP, interest rate risk, liquidity and credit models under OSFI standards, while developing model risk policies, oversight and vendor communications at First West Credit Union. His background combines a PhD in Applied Mathematics with hands-on software engineering experience building real-time data systems, enabling a pragmatic bridge between code, data science and regulatory compliance. Previously he validated treasury, ALM, ESG and sanctions/AML models at BNP Paribas and advised on credit, market and capital models at EDC, giving him broad exposure to enterprise risk frameworks. Known for translating complex math into auditable, production-ready practices, he brings depth in both model theory and operational controls.
code11 years of coding experience
job9 years of employment as a software developer
bookPhD, Applied Mathematics, PhD, Applied Mathematics at McMaster University
bookBSc, Physics, Honours, BSc, Physics, Honours at Belarusian State University
bookwww.coursera.org, www.coursera.org at Coursera
languagesFrench, English
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Github Skills (49)

sinon10
stubs10
spreadsheet10
axlsx10
stub9
unit-testing9
ruby9
tdd9
fluent-api8
test-framework8
bdd8
supertest8
javascript8
nodejs8
testing8

Programming languages (4)

JavaJavaScriptRubyPython

Github contributions (5)

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sakovias/ESG_Scraper

Jun 2022 - Jun 2022

This repository includes a tool to extract companies' ESG ratings & financial metrics and load them on SQL
Contributions:2 PRs, 4 pushes, 2 branches in 6 days
financialsqlesgdata-extractionlxml
Build clean and maintainable styles for your axlsx spreadsheets. Build your spreadsheeet with data and then apply styles later.
Contributions:5 releases, 67 commits, 18 PRs in 3 years 5 months
axlsxrubyspreadsheet
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