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 and US real GDP growth since 1983o Specified and evaluated ADL and AR models: performed stationarity, Granger causality, information criteria, Jarque-Bera, RESET, Breusch-Godfrey tests using R codeo Predicted GDP growth since 07/2008 using optimal model using 1983-2008 data, evaluated model performance by calculating RMSE and MAE•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 Composite Leading Indicator (using R code)o 93.3% hit rate for model

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 equipment to eliminate safety issue of lifting 158 lbs above head o Completed Phase 1 of long-term plant walkways project o Led project to implement new assembly strategy for 3 workstations o Led capacity reduction project, resulting in 17 resources being transferred to another department• 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• As contract Build Lead, coordinated issue resolution to help achieve on time delivery

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%