Dmitrii B. (Amsterdam) Python Software Engineer

Model Vadat

April 2019 - now

Rabobank, Utrecht

• Validation of a wide range of risk models within a bank: d Market Risk (VaR, SVaR, IRC, TRIM obligations) d Operational Risk (AMA model, reporting to ECB)
• Regulatory Capital (CPM, FX, Migration Matrix, Real Estate, NiGEM)
• ALM (Prepayment, LBB CPR)
• Developing tools to automate Model Validation activities

Mathematical Software Engineer

October 2018 - February 2019

Ibeo Automotive Eindhoven B.V., Eindhoven

• Radar signal simulation and processing in MATLAB/C++

Mathematical Software Engineer

October 2017 - September 2018

Sioux LIME, Eindhoven

• Mathematical consultancy for ASML, Nexperia, and ProRail:

d Mathematical modelling and numerical analysis of physical processes in MATLAB

d Computational Fluid Dynamics simulations in COMSOL

d Statistical analysis of experimental results in Python/Excel

d Fast detection of small objects using advanced image processing techniques in C++ (with OpenCV)

d Development of Convolutional Neural Network-based deep learning algorithm for image classification in Python/C++ (with Caffe)

Teaching Assistant

February 2017 - July 2017

(Object Oriented Scientific Programming with C++ course)

TU Delft, Delft

• Assisting and supervising graduate students
• Evaluating and grading assignments

Programmer Analyst

July 2013 - January 2014

ProfitLAB, Saint-Petersburg

• Development of automated trading systems
• Stock trading and strategies testing using TSLab on Moscow Exchange

Education

Erasmus Mundus Joint MSc programme COSSE (Computer Simulation for Science and Engineering)

September 2015 - September 2017

TU Delft, MSc, Applied Mathematics

September 2016 - September 2017

Master thesis: Adaptive Deflated Multiscale Solvers (numerical experiments are implemented using MATLAB Reservoir Simulation Toolbox)

• TU Berlin September 2015 - August 2016

MSc, Scientific Computing

Saint-Petersburg State University September 2011 - June 2015

BSc with distinction, Applied Mathematics and Informatics

Bachelor thesis: Mathematical models of competition in biology and economics

(the model is based on the system of nonlinear PDEs and solved numerically using MATLAB)

COURSEWORK

TU Delft

• ◃  Introduction to High Performance Computing

• ◃  Parallel Programming

• ◃  Martingales, Brownian Motion and Stochastic Processes

• ◃  Programming and Data Science

TU Berlin

◃ Scientific Computing
◃ Numerical Linear Algebra
◃ Matrix Theory
◃ Numerical Methods for Engineering

◃ Differential Algebraic Equations

Coursera Certificates

(John Hopkins University)

◃ The Data Scientist’s Toolbox ◃ Getting and Cleaning Data
◃ Exploratory Data Analysis
◃ R Programming

IBM Analytics Badges

◃ Hadoop Programming ◃ Watson Analytics