Researcher

Experience

9 years of experience · English Advanced/Fluent

Worked with massive dataset of credit registry, including cleaning, manipulating, analyzing, preparing for research. Applied different statistical approaches (DiD, Event Study, Duration Analysis etc.), developed predictive models, adapted the global algorithms to the local market

-Conducted policy research on several topics such as:

*Impact of Income Tax Return Program on Armenian Mortgage Market

*The Risk taking Channel in Armenian Lending Market

*The Impact of Weather on the Credit Risk: Evidence from Agricultural Sector of Armenia

*Roll-over in Armenian Business Lending Market: Support or Competition

*The Adverse Effect of Tightened Credit Standards

*The Effect of Special Public Programs on Armenian Mortgage Market

*Regulation Design in Payday Loan Market

-Conducting academic research on

*Revealing the willingness of banks to steer consumers in their mortgage currency choice, "The Supply Side of Mortgage Lending"

*Consumer behavior in Lending Market after 2014 currency shock, "Household Borrowing During Currency Shock"

-Built a pricing model for Armenian deposit and lending markets

-Developed a framework to estimate the competition level and the consequences of possible mergers in the banking sector