Filip Laurian

Filip Laurian

Credit Risk Data Scientist

Personal Profile

I have exceptional analytical and problem-solving skills gained through my life-long experience in the field of mathematics. I am a self-directed learner, self motivated, assertive and highly imaginitive with many innovative ideas in any field.

Work Experience

Credit Risk Advisor at DELL

March 2017 - Present

Working as a Credit Risk Data Scientist at DELL.  

Statistician at BCR

October 2015 - March 2017

Worked as a Statistician in the Rating Models and Risk Parameters Team. My main tasks consisted on developing, monitoring and calibrating rating models for SMEs and estimating risk parameters. I had a key role in the development of the Calibration and Monitoring methodologies for retail Rating Models and was involved in the pricing process by estimating expected risk margin values for each portfolio. I also accumulated experience in profiling NGOs and start-ups.  

Intern at BCR

July 2015- October 2015

Gained a deep understanding of the field of Risk Management and how it can be applied in Business. Accumulated experience in developing, monitoring and calibrating Rating Models.

Mathematics Teacher at DaVinci Center

January 2014 - June 2014

Improved my ability to present informations in an organized, clear and concise manner. Gained more experience in interacting effectively with individuals of all levels.

Key Skills

  • SAS BASE/EG
  • SAS MINER
  • SQL
  • VBA
  • Latex
  • MS Office
  • R
  • HTML
  • Java

Education

Faculty of Mathematics and Computer Science, University of Bucharest

2010-2013

Bachelor's Degree in Pure Mathematics

Faculty of Mathematics and Computer Science, University of Bucharest

2013-2015

Master's Degree in Abstract Algebra

Awards in mathematics

Gold Medal

SEEMOUS 2012 (South Eastern European Mathematical Olympiad for University Students with International Participation)

Silver Medal

SEEMOUS 2011 (South Eastern European Mathematical Olympiad for University Students with International Participation)

IMC 2012 (International Mathematics Competition for University Students)

JBMO 2007 (Junior Balkan Mathematics Olympiad)

Bronze Medal

IMC 2013 (International Mathematics Competition for University Students)

First Prize

IMK 2010,2008,2007,2006 (International applied Mathematics contest Kangaroo)

Adolf Haimovici 2010 (National applied Mathematics olympiad)