John Balzani Email & Phone Number

Phoenix, Arizona, United States

Quantitative Risk Analyst on Enterprise Modeling Team

Phoenix, Arizona, United States

Model governance and validation for Model Risk Management Group

Phoenix, Arizona, United States

• Validating Moody’s RiskCalc Large Firm model for predicting loan defaults (targeted scope validation)
• Programmed in R, analyzed how bank’s portfolio differed from Moody’s development set, evaluated risk
• Analyzed backtested model performance for loans where characteristics differed from Moody’s set
• Issuing validation report, including findings for remediation

• GDP Growth Prediction Project: Code available at: https://github.com/jbalzani/US-Real-GDP-Predictiono Prepared research report exploring the relationship between 10-year & 3-month Treasury Constant Maturity term spread.
• Modeling of Economic Growth/Contraction: Code available at: https://github.com/jbalzani/Economic-Growth-or-Contraction-Predictiono Prepared research report of probit model used to predict growth/contraction from.

Plattsburgh, New York

• Implemented projects for Continuous Improvement at ISO 9001 plant manufacturing buses for public transit o Moved decaling of buses offsite, saving $105,000 annually in decal rework cost o Implemented new piece of.
• Address Industrial Engineering issues as required, including method, documentation, safety, layout, tooling, logistics, & quality issues using root cause analysis
• Balanced production line, established standard times
• Created individuals control chart to track hours of work open on buses when leaving production line & calculated process capability/performance metrics, concluded process is out of control & escalated issue
• Performed preparation for new contract introduction & improved process for contract preparation
• Created & implemented process of spaghetti charting for work cycles

Elmira, New York

• Volunteered 14 hours per week as part of Lean project team to optimize ED patient flow
• Performed value stream mapping analysis of patient flow in ED
• Set best practices for patient standard discharge process, and auditing best practices and new processes after implementation
• Working to reduce "door to floor" time, time from when patient enters ED to time patient is admitted
• Data analysis for project to improve MRI process by reducing rates of unnecessary procedures

Buffalo/Niagara, New York Area

• Implemented projects to improve quality, safety, and production, and to reduce waste
• Designed and implemented Kanban system for 44 parts to reduce gluer downtime
• Performed experiments as part of project to identify best way to pack a new type of job and completed time study and financial analysis of new process, determining that it would save the company $49,000 over 5 years
• Generated the idea to install phones in strategic locations in plant and completed all analysis for project
• Generated the idea to create a code to identify important type of job and implemented project

Buffalo, New York

• Established relationships with and responsible for 27 residents over 2 floors in Spring 2013 semester
• Resident Advisor for 28 residents in 2014 academic year
• Organized 18 events over 3 semesters

• Analyzed market data
• Presented findings orally and in writing
• Quantitatively analyzed client portfolios to reduce risk
• Selected Project Experienceo Risk Analysis of Large Client Portfolio:  Analyzed portfolio and concluded that key factor was the risk metric of beta 50% above acceptable level; resulted in risk reduction to optimal level

Master'S Degree, Economics, 3.93/4.0

Certificate Program, Data Science

Bachelor Of Science, Industrial Engineering, 3.84/4.0

Activities and Societies: Institute of Industrial Engineers

Sql For Data Science Course

Econometrics Course, 98%