Anatoli Karolik

• 15+ years of experience in building and validating complex probabilistic and statistical models • Expertise in designing effective SR11/7-compliant model development standards and testing practices • Proven track record of building and coaching efficient teams as well as managing and delivering ambitious projects • Advanced quantitative skills, with PhD in Math Finance, MSc in Probability, Statistics and Operations Research • Practical experience of applying classical and ML models to derivative pricing and risk calculations • Expanding knowledge of GenAI and agentic techniques to automate business processes • Great analytical and research skills with structured thinking and ability to deliver creative, yet practical solutions • Strong communication skills and experience of conveying complex technical ideas verbally and in writing • Active collaborator and initiator of extracurricular activities, promoting a can-do attitude and team-oriented culture

Notes4

• Quant employment verification: CONFIRMED. Core career is bank quantitative finance, not student programs: Executive Director, Quantitative Research at J.P. Morgan (2007-2013), then Executive Director Head of Market Risk Model Validation (2013-2015), then Executive Director - Model Risk Officer for XVA and CCR Capital Models at JPMorgan Chase (2015-present, London); earlier Associate Director - Credit Derivatives Structuring and Trading at Scotia Capital (2005-2007). J.P. Morgan/JPMorgan Chase is a global investment bank whose quantitative research and market/XVA/CCR model-risk functions are quantitative finance; Scotia Capital is the corporate/investment banking arm of Scotiabank and credit-derivatives structuring and trading is a bank markets role. Employer classification therefore holds: each named employer operates in quantitative finance and each listed role is an actual job, not an internship/insight day/camp/scholarship. Caveat: every one of these roles is sourced from the LinkedIn profile enrichment (an index-backed aggregation of the subject's self-reported LinkedIn), NOT from an independent primary source such as a company page or a press announcement; the index is not independent primary-source confirmation. Identity is supported (name matches the caller lead and the profile's Belarus State University plus CMU mathematical-finance background is consistent with the IMO 1995 contestant), but no primary source directly links this LinkedIn profile to the IMO contestant record.
• Career timeline is fully inside bank quantitative finance from 2005 onward, with no hedge fund, prop trading, market-making or crypto/energy trading employer in the record; the 'quant' signal is a large investment-bank model-risk/quant-research career rather than a buy-side trading seat.
• All employment and education facts on this profile are index/LinkedIn-only: the enrichment result was not corroborated by any independent primary source (company page, filing or press). Treat the role dates as self-reported until independently verified.
• At IMO 1995 (Belarus) he scored 17 points (P1=7, P2=0, P3=2, P4=7, P5=1, P6=0), ranking 210th and receiving an Honourable Mention; teammates Sergei Shikh (silver), Andrei Yadrentsev, Maxim Oleinikov and Artem Shvorin (bronze).1995
• Identity note: the IMO 1995 contestant 'Anatoli Karolik' and the LinkedIn/model-risk 'Anatoli Karolik' share a rare name and a matching math-finance profile, but no source read directly connects the two records; the conflation rests on name plus field coherence, not a cited cross-link.
• Presented 'A Model of Correlated Credit Migrations' at the Carnegie Mellon Mathematical Finance (Bachelier) seminar as a CMU affiliate, an early research artifact of the credit-migration modeling that aligns with his later bank credit/XVA work.
• Education path: Belarus State University, then Carnegie Mellon University, plus Institute and Faculty of Actuaries (IFoA) credentialing; his own summary claims a PhD in Mathematical Finance and an MSc in Probability, Statistics and Operations Research - a mathematician-to-quant trajectory spanning Belarus, the US and the UK.
• The Mathematics Genealogy Project lists an Anatoli Karolik entry (id 108953), consistent with a doctorate in mathematics; the profile is the only non-LinkedIn index record tying the name to a math PhD.
• Based in London, United Kingdom; 528 LinkedIn connections and 536 followers as reported by enrichment, indicating a moderately low public footprint for a 15+ year senior quant - consistent with the absence of a personal site, GitHub, X account or press coverage.