Dmitrii (., Python Software Engineer

Expertise in Back-End Web.

Last verified on July, 2024

Core Skills

Python

6 yr.

Bio Summary

- Python Software Engineer with 6+ years of experience in the IT industry
- Fluent English
- Beginner Dutch, German

Technical Skills

Programming Languages	C, C++, Python, R
AI & Machine Learning	OpenCV
Databases & Management Systems / ORM	SQL
Azure Cloud Services	Azure DevOps
Version Control	BitBucket, Git
Third Party Tools / IDEs / SDK / Services	CMake, MatLab
Operating Systems	Linux, Windows
Other Technical Skills	LaTeX

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

MathematicalSoftwareEngineer

October 2018 - February 2019

Ibeo Automotive Eindhoven B.V., Eindhoven

Radar signal simulation and processing in MATLAB/C++

MathematicalSoftwareEngineer

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

ProgrammerAnalyst

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 MScprogrammeCOSSE (Computer Simulation for Science and Engineering)

September 2015 - September 2017

TUDelft, MSc, Applied Mathematics

September 2016 - September 2017

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

TUBerlin September 2015 - August 2016

MSc, Scientific Computing

Saint-PetersburgStateUniversity 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

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