Víctor Bustillo Ballester Email & Phone Number

Barcelona, CT, ES

Barcelona, Catalonia, Spain

Machine Learning course: "Applied Machine Learning to Finance"(UPC) Bachelor's degree in MathematicsImparted a workshop during a whole semester in "Mathematical Models in Technology" a 9-credit compulsory subject in the fourth academic year.

Barcelona, Catalonia, Spain

- Owner and responsible of the dynamic fincrime detection ML model, which has been decisive for properly controlling fraud rates within the company.- Led the technical implementation of several use cases that helped to reduce investigation costs for Fraud and Money Laundering and anticipate detection.

Barcelona

• Reference quantitative profile for Portfolio Management team, contributing to design strategy for the company.
• Responsible of the team for building and curating large datasets for portfolio underwritings and subsequent reporting to third parties.
• Everyday operative is mainly focused on loans and other financial products involving credit.

Barcelona, Catalonia, Spain

• Developed my career as a professional through Consultancy ladder from analyst to manager, growing my skills from being a junior contributor for the team during my early years, to draft the strategy of projects when.
• Led teams in charge of undertaking Credit Risk Machine Learning Models for top tier Spanish Bank.
• Acquired experience creating executive communications for stakeholders across organization to present results of the project.
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• Improved performance of Client's models structure by over 30%, leading to noticeable reduction of Cost of Risk.
• Maintained Risk models covering over €70bn credit exposure.

Barcelona Area, Spain

IFRS 9 Probability of default models for SME & Corporate (Sep 20 - April 21)Description: Developing PD IFRS 9 models for the SME and Corporate portfolio for a top-tier Spanish bank. Head of the team involved in all the project steps: building the data environment, modeling stage, reporting results, and finally documentation and implementation.IFRS 9.

IFRS 9 Probability of default models for mortgages and retail loans (Oct 19 - August 20)Description: Developing PD IFRS 9 models for the retail portfolio for a top-tier Spanish bank. Head of the team involved in all the project steps: building the data environment, modeling stage, reporting results, and finally documentation and implementation.Impact of.

Barcelona, Catalonia, Spain

Contactability models for repayment agencies (Sep 17- Jan 18)Description: Developing machine learning models for a top-tier Spanish bank in order to help its associated repayment agencies to select the optimal strategy for each client in arrears. The project covered data gathering, which involved treating huge datasets, to model development, in which a.

Madrid Area, Spain

Internship programme in the Multimanager Investments and Hedge Fund Strategies Department. My tasks included, among others:- Perform the quantitative analysis of the Funds in the portfolio as well as the candidates to enter the portfolio.- Design and write the code of models and monitorization routines (VisualBasic, Matlab).- Implement Risk Management.

Barcelona

Given my previous qualifications in this contest, I trained high school students to excel in the Cangur Mathematical Contest, teaching them all kind of reasoning mechanics that they can apply in this prestigious exam.

Barcelona

Using my college knowledge acquired and my previous experience on these kind of contest I trained high school students in physics. As they have never faced this long exams they don't only need physics teaching but some advice to deal with nerves and the hard requirements of this contest.

Mathematics Degree, Mathematics

Activities and Societies: Equipo de Baloncesto

Master In Quantitative Finance, Matemática Financiera, 8.8

Títol De Batxillerat En Ciències Bàsiques, Ciencias, 9.17

Activities and Societies: Equipo de baloncesto, Delegado de clase.