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.

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.

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)

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.

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.

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.
• 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.

• 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.

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.

Master'S Degree, Applied Economics

Master'S Degree, Financial Engineering (Unfinished)

Finance, Business Administration

Biology, General

High School Diploma, General Studies