Dimitri Bianco, Frm Email & Phone Number

Arlington, Texas, Us

Pricing and Origination Strategy- Strategic Operations (fraud prevention, pricing, and market strategy)Stand Up Quant Team- Model Development (Stats/Math, ML, and AI)- Model Validation- Modeling for Securitizations- Quant Dev (implementation and optimization)- Pricing and Strategy Development- Economic Forecasting- Quantitative Research- Develop data quality metrics and process- Manage data vendor relationshipsStand Up Risk Management- Develop firm wide risk policy- Set up risk framework- Set up data governance framework

San Bruno, Ca, Us

12/2/21: Quant Careers (Fordham)11/21/21: Building a Quantitative Career (Lehigh 3rd Quant Conference)8/25/21: Trading Lab (UTD)5/12/21: Data Science in Quantitative Finance (UC Davis)4/4/21: Quant Career Landscape (NC State)3/25/21: Quant Careers from Finance to Quant Finance (UTD)3/5/21: What it takes to be a Quant? (Texas Tech)9/25/20: Stationarity Impacts on the Finance Industry & Stochastic Processes (Lehigh 2nd Annual Quant Conference)6/4/20: Covid19 + Recession Impact on Master in Financial Engineering Programs (The Quant / Financial Engineering Podcast)6/2/20: The State of AI in Banking (Ai4)3/6/20: Deep Learning and Uses in Credit Modeling (Santander Brown Bag)1/20/20: How to Choose a Quant/Financial Engineering Masters Program? (The Quant / Financial Engineering Podcast)11/21/19: What is Quantitative Finance? (UTD Financial Leadership Association)11/15/19: Education and Internal Training for Risk Management (ABA Risk Quantification Forum)10/4/19: Quant Career Landscape (University of Michigan, Quant Finance and Risk Management)9/13/19: Python vs SAS (Santander Brown Bag)9/6/19: Neural Networks Intro with Math Examples (Santander Brown Bag)8/12/18: Career Preparation for Financial Engineering (University of Texas Dallas)2/16/18: Career Panel: Exploring Analytic Careers (Organized and Hosted at University of Texas Dallas)1/31/18: Stress Testing (Fox Business School)9/14/17: Risk: Careers and Projects (University of Texas Dallas)8/13/17: Career Preparation for Financial Engineering (University of Texas Dallas)6/9/2018: Uses and Abuses of ARIMA Models (Santander Brown Bag)4/5/17: Models in Risk Management and Quant Finance 2 (University of Texas Dallas)4/4/17: Models in Risk Management and Quant Finance 1 (University of Texas Dallas)11/29/16: Uses and Abuses of ARIMA Models (GARP - Dallas)10/12/16: MAE Alumni Panel (Panelist at University of Michigan)5/14/14: Masters of Applied Economics Graduation Speech (University of Michigan)

Little Rock, Arkansas, Us

• Streamlined the Risk Appetite.• Direct and lead validation and governance teams to manage model risk.• Enhance governance practices and structure.• Educate and train team members on technical topics such as time-series, credit scorecard modeling, and machine learning.

Boston, Ma, Us

• Time-series specialist• Validation of machine learning model such as GBM, Random Forest, and CART• Assisted is setting standardized tests and procedures for machine learning validations• Validation of Residual Values, Fraud, Loan ROA, Origination, Pricing, and Prepayment models• Project lead for new technology and software• Deep Learning and Uses in Credit Modeling (brown bag - 3/6/20)• Python vs SAS (brown bag - 9/13/19)• Neural Networks for Model Development and Model Validation (brown bag - 9/6/19)

Boston, Ma, Us

• Validated auto origination and pricing models• Validated CECL and IFRS9 models for multiple auto loan portfolios• Educated and validated CCAR (HCR) time-series models• Lead and validated PPNR model validations (non-CCAR)• Developed neural network challenger models that outperformed logistic models for scorecards• Trained team on Python for statistical modeling and validation

Boston, Ma, Us

• Lead team on neural network challenger models (data science/machine learning).• Validated auto pricing and market risk models.• Validated consumer credit servicing scorecard models and origination models (behavior scorecard). • Validated CCAR time-series models for credit portfolios.• Project lead and analyst on Auto Origination model (VBA and Excel).• Advised teams on time-series analysis and best practices.• Continues to push for better programming practices.

Boston, Ma, Us

• Validated credit scorecard, PD, and LGD models for CCAR and other internal uses.• Advised teams on time-series analysis and best practices.• Built R library for time-series and scorecard analysis.• Validated models in SAS, SQL, and Excel.• Presented a brown bag on the uses and abuses of ARIMA in PPNR modeling.• Conducted statistical theory research using Python and Pandas.• Validated a wide variety of credit models including a few in Spanish.

Boston, Massachusetts, Us

• Lead internal audits of operational risk models for a global bank covering Basel (ICAAP) and CCAR.• Assisted with the validation of Dual-time-Dynamics (DtD) models for credit card portfolios.• Recommended statistical and process improvements during walk-throughs. This included teaching developers the intricacies of building and testing time series models.• Technical writer for international LookAhead models.

Dallas, Tx, Us

• Develop, implement, enhance and maintain enterprise-wide Pre-Provision Net Revenue (“PPNR”) risk and financial forecast modeling used in the CCAR and DFAST process - forecasting asset balances (including loans/leases and deposits), noninterest income, and noninterest expense based on macroeconomic scenarios.• Automated data quality control checks and data cleaning of macroeconomic data for stress testing use by enterprise risk management. • Analyze time series data and develop time series models with a focus on ARIMA type models.• Developed model monitoring process, analyzed models for stability and robustness, and conducted and filled out UAT (user acceptance template).• Developed and implemented programming standards and best practices.• Document and communicate model methodologies/limitations/use to internal stakeholders, in clear and concise fashion.• Assist CCAR template population and documentation of PPNR results and analysis which were used for the capital plan.• Created PowerPoint presentations of model results and final overlays for senior management.• Developed SAS programs for the Economics department which ensures data quality.• As the first Implementation employee I developed the standard processes and procedures.• Trained new employees for Implementation and trained other employees on risk management and statistical modeling.• Consulted risk assessment on quantitative and qualitative solutions to risk aggregation.• Completed highest level of the Master of Diversity Awareness program within nine months and continue to work on diversity awareness training.• Models: Net Interest Expenses, Net Interest Income, Owned Real Estate Assets

Finance:• Develop and present annual financial budget reports to the President, board of directors, and investors.• Create annual and quarterly budgets for sales, marketing, and product development.• Forecast growth and profitability through economic and financial analysis.• Conduct corporate financing through debt management of investors’ capital.• Analyze, manage, and report cash flow for operations directly to the President.• Conduct financial modeling and statistical analysis to develop and implement a universal pricing system for internal and external (franchise) use.• Analyze state and federal procurement contracts for financial feasibility.• Assist in corporate transformation from manufacturer to franchise by developing strategy, conducting financial analysis, and traveling the US to conduct contract negotiations.• Wrote a forwards contract to reduce price risk between vendors, licensees, and PRS.• Analyzed solutions for exclusive territory valuation which resulted in the creation of an exotic option utilizing the Black Scholes framework for a fair value option.Marketing and Web Developer:• Create, implement, and manage a strategic marketing program which has resulted in web visitor increase of 120% and an increase in web page views by 280% within a year.• Construct financial budgets for marketing by utilizing a value added tactic.• Optimize online marketing by using data analytics and SEO practices.Leadership/Relationship:• Assist with managing franchisees and developing functional relationships.• Develop and maintain relationships with vendors and customers.• Participate in franchise conflict negotiations.• Develop training programs and train new employees and franchisees.• As Production Manager I managed 12 employees, set production schedules, and managed inventory.

Set up and ran a disc jockey business which served the Spokane Area. Disc jockeyed birthdays, summer parties, weddings, and wedding receptions. Organized and implemented a clean and safe summer dance party (Summer Bash 08') for high school aged students throughout Spokane. As a sole proprietor I ran all of the basic business functions such as taxes, sales, marketing, and provided the DJ services.

Master'S Degree, Applied Economics

Master'S Degree, Financial Engineering (Unfinished)

Finance, Business Administration

Biology, General

High School Diploma, General Studies