Nikolai
Priser
Nikolai provides regulatory compliance and financial crimes advisory and consultancy services to banks and financial institutions. He as more than 6 years of professional experience executing implementation, model validation and model calibration workflows for both banks and consulting practices. Corresponding experience covers transaction monitoring (TM), customer risk-rating (CRR) and watchlist filtering (WLF) models.
Nikolai is proficient in R, SQL, PowerBI and other languages and tools for data analysis, visualization and automation. Previously, he designed and developed an in-house watchlist screening solution. His activities as RSM US LLP have including the automation of various watchlist model testing processes, including those for executing large-sample fuzzy-logic sensitivity testing and calibration. This solution included statistical analysis and descriptive machine learning models of identifying performance gaps and outliers based on benchmark edit-distance statistics (e.g., Levensthein, N-gram, Metaphone, etc.) and other measures. Other automation solutions include an application for generalized data-quality testing for TM, CRR and WLF model extracts and system specific automations.
Nikolai has a wide range of experience leading and executing model validation and tuning engagements for systems including LexisNexis Bridger Insight, NICE Actimize SAM and CDD, Verafin and FIS Prime. Historically, he has been primarily responsible for the supervision and execution review and testing of the following areas:
- Model Governance
- Model Design and Configuration
- Data Completeness and Quality Testing
- Model Logic Testing and Benchmarking
- Pre- and Post-Production Tuning
Education
- Masters of Business Administration, Finance, Syracuse University
- Bachelors of Science, Bioengineering, Syracuse University