Dmitrijs Kass Email & Phone Number

Stockholm, Stockholm County, Sweden

Riga, Latvia

Stockholm, Stockholm County, Sweden

Improving GammaKnife brain tumor treatment plans with deep reinforcenent learning.

Sweden

Statistical machine learning, Programming in Python, Reinforcement Learning.

Latvia

Manage a team with responsibility for automating data processing and building machine learning tools and systems that are reliable and maintainable after deployment. Develop a framework for translating model predictions into net present value for product evaluation.

Latvia

Machine learning, text mining, A/B testing, and automation.

Latvia

Credit risk modeling and day-to-day risk management of loan underwriting process in the company's main foreign market.

Latvia

Teacher and content developer for the "Data analysis in R" undergraduate course.Teaching assistant in "Multivariate statistical analysis" graduate course.

Latvia

Teacher and content developer for the "Data analysis in R" undergraduate course.

Latvia

Establishment of the Middle Office with responsibility for holistic control and support of Derivatives trading, Brokerage and Wealth Management desks, and Treasury. This includes market, credit, liquidity, and operational risks. Direct reporting to the CRO and team responsibility.Main achievements:- Implementation of mathematical models for measuring market & liquidity risks.- Development of market and liquidity risk management policies and implementing procedures- Establishment of business partner relationships with the Front desks and Treasury- Advancement of ICAAP for market and liquidity risks- Design and implementation of a CSA-based derivatives trading framework- In-depth review of products offered by DNB Markets – visualization of business processes, operational risk identification and assessment, proposal for improvements- Control of new product implementation in DNB Markets- Introduction of controls over Front desks for operational compliance with MiFID and sound business practices

Latvia

Responsible for market, liquidity and counterparty risk identification, measurement, monitoring and reporting.Award for “Professionalism and contribution to development of risk management in DNB” (2011).Main achievements:- Expansion of the unit’s functions to ensure sufficient monitoring of market, liquidity and counterparty risks- Establishment of daily valuation and PLA routines for primary and derivative financial instruments- Rework of interest rate risk and liquidity risk measurement- Introduction of liquidity risk tolerance, early warning indicators and a stress-testing model- Development of a contingency funding plan

Oslo Area, Norway

Implementation of external regulations for Prudent Valuation of financial instruments.Main achievements:- Interpretation, methodology proposal and implementation of EBA’s RTS on Prudent Valuation- Review and concise documentation of valuation methodologies for financial instruments

Latvia

Treasury analysis and reporting to the ALCO and GE Capital Global Banking on market and liquidity risks and capital adequacy. Responsible for liquidity risk measurement, stress-testing and reporting. Listed in Top 10 Talents of GE Money Bank, Latvia (2010). Excellence award from GE Capital Global Banking Western Europe region CEO (2010).Main achievements:- Development of ALCO meeting materials that received high praise from GE Capital Global Banking- Leading and presenting at ALCO meetings when acting for the Treasurer- Contribution to development of liquidity strategy and policy according to the BIS, EBA and local regulations- Development of Liquidity crisis management plan through cross-functional cooperation

Latvia

Financial & regulatory reporting, monthly analytic review of balance sheet and P&L for the Management Board.

Latvia

- Figure skating coach for 4-6 year old kids- Accounting and annual reporting to authorities

Master'S, Machine Learning And Statistics

Independent Curriculum At Physics And Mathematics Faculty

Linear algebra I-II, calculus I-III, ordinary and partial differential equations, probability theory, mathematical statistics, statistical.

Independent Curriculum

Econometrics, numerical analysis, partial differential equations, data structures and Java programming. Grades: 10 (excellent) in all.

Professional Mba, Finance, Diploma With Distinction

Study language – English. Thesis “Valuation of privately held distressed Latvian companies”

Bachelor’S Degree, Finance

Thesis: "Sound principles of liquidity management in a bank" Additional qualification: Business Informatics