Roman Dusyk

Roman Dusyk (London) joined KKR in 2022 and is a Principal on the Complex Liquidity team within Global Treasury, focusing on institutionalization of fund liquidity models and design of formalized liquidity risk management and analytics platforms. Prior to joining the firm, Mr. Dusyk was a vice president in counterparty exposure analytics at Citi in London, responsible for in-business derivatives tail-risk stress testing and exposure analytics. Prior to Citi, Mr. Dusyk held various quantitative roles at BNP Paribas, Royal Bank of Scotland and Morgan Stanley, focusing on derivatives trading counterparty risk, macro-economic stress testing, credit risk and economic capital modeling. Mr. Dusyk holds an MSc in Analytical Finance from Lehigh University, where he was a Fulbright Scholar, and Master’s in Banking from Kyiv National Economic University. He also holds Financial Risk Manager (FRM) certification.