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Rostislav (Slava) Bogoslovskiy, PhD, is a seasoned quantitative analyst with extensive experience in credit risk modeling and market risk at Freddie Mac and JPMorgan Chase & Co. At Freddie Mac, Rostislav has enhanced credit risk models using transaction-level data and developed a market risk capital model for mortgage-backed securities. Prior work at JPMorgan Chase & Co. included building a CECL model for residential mortgages, improving regulatory model parameters, and creating efficient data visualization processes. Rostislav's academic background includes a Doctor of Philosophy in Economics from The University of Texas at Austin and multiple degrees in economics and mathematics. Teaching experience encompasses macroeconomic theory at the university level and leading a MathClub for elementary students.