I am a graduate of the Department of Economics (DPhil, 2006) with an extensive experience in finance (derivatives pricing, trading, asset and risk management). A co-author of a popular two-volume best-seller on the philosophy of financial modelling published in Russian by Nauka Publishers (Moscow) in 2020. The book then went on to become a runner up in the PWC competition "Business Book of the Year 2021 in Russia". My recent research focuses on financial solutions to problems that climate risk poses for the stability of the world economy. In particular, I am currently working on how securitisation techniques can be used to "slice" disaster risk distributions and sell them in the financial market much in the spirit of how credit default swaps have been traded since the 1990s.