Investment Training and Consulting Institute, Inc.

Senior Audit Instructor – Alexey Surkov, CFA, CPA, FRM

Alexey Surkov is a Senior Manager in the Quantitative Services Group at Deloitte & Touche Capital Markets Group and works primarily in the areas of valuation and risk model validation, complex securities valuation and risk management. Alexey has led multiple model assessments covering valuation/fair value, market, credit, and operational risk, capital allocation, and accounting/FAS133 models. In addition, Alexey has assisted a number of clients on projects related to valuation of derivative portfolios and valuation model review, specializing in modeling of complex equity, foreign exchange, fixed income, and credit products.

Prior to joining Deloitte & Touche Capital Markets Group, Alexey worked in the Banking and Securities Group of Deloitte & Touche, where his clients included several leading international first-tier Wall Street firms. His responsibilities included valuation of complex derivatives, financial reporting and compliance, and review of the trading desks and risk management activities. Alexey led reviews of derivatives desks at these firms and led valuation and methodology reviews for complex derivative products.

Alexey’s education includes a graduate degree in Mathematical Finance from Columbia University in New York, and Bachelor’s degrees in Finance, Mathematics, and Economics. He is a Chartered Financial Analyst (CFA), Certified Public Accountant (CPA) certified in the state of Illinois, and a Certified Financial Risk Manager (FRM).

Alexey is a speaker at industry conferences, including the Columbia University Practitioners Conferences in Mathematics of Finance, the American Conference Institute’s Strategic Guide to Credit Derivatives Conference, and the Center for Professional Education’s Accounting for Derivatives Conferences in New York and Washington, DC.