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 have gained some expertise in the sector.• 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.•… Show more • 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 have gained some expertise in the sector.• 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.• 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.• Contributed to measure impact of COVID-19 and develop model adjustments in Credit Risk parameters for top Spanish bank.• Proved successful working within tight deadlines and fast-paced atmosphere.• Contributed to build ML models from scratch to end for top tier Spanish banks, being involved in data-intensive analytics, documentation and implementation.--> More detail about projects in which I was involved below: Show less

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 Staging methodology for Retail and SME portfolios (May 21 - Feb 22)Description: Developed from scratch an innovative… Show more 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 Staging methodology for Retail and SME portfolios (May 21 - Feb 22)Description: Developed from scratch an innovative methodology for assessing significative increase in credit risk within IFRS 9 framework. Improved by several percentage points precision and recall with respect to previous methodology. Show less

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 COVID-19 on probability of default (IFRS9 & AIRB) on SME & Corporates (Aug 20 - Dec 20)Description: Developed a model… Show more 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 COVID-19 on probability of default (IFRS9 & AIRB) on SME & Corporates (Aug 20 - Dec 20)Description: Developed a model for assessing the increase of probability of default for SMEs and Corporates for one of top tier Spanish banks, involving ML for rating risk and using sectorial projections of recovery. Show less

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 stacking of several machine learning techniques was used (GLM, Gradient Boosting, and Random Forest).AIRB models development for… Show more 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 stacking of several machine learning techniques was used (GLM, Gradient Boosting, and Random Forest).AIRB models development for Secured portfolio (Feb 18 - Feb 19)Description: Developing AIRB models for the Secured portfolio (mortgages with collateral) for a top-tier Spanish bank. The project was mainly focused on developing the LGD models but also implied collaborating in the DoD and PD models. The Bluecap team was responsible also for the LGD SSM inspection carried out by the Banco de España.AIRB models development for Unsecured portfolio (Mar 19 - Sep 19)Description: Same as for Secured portfolio. Show less

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 models for the Funds and the entire portfolio (Market and Liquidity risk).-Continuous contribution of ideas of… Show more 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 models for the Funds and the entire portfolio (Market and Liquidity risk).-Continuous contribution of ideas of improvement through participation in the different phases of the investment process. Show less

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.