Nebojsa Dimic

Experience

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  Banca Intesa

  Jan 2004 - Apr 2011

  • Developed and led quantitative risk strategies for fixed income, FX, interest rate, and commodities portfolios, ensuring robust exposure management and regulatory compliance.• Designed and implemented advanced derivative pricing models for FX options, interest rate derivatives, and structured products, leveraging stochastic calculus (Heston model, Dupire, jump-diffusion)—increasing pricing accuracy by 15%.• Conducted risk control and sensitivity analysis for FX and interest rate portfolios, ensuring compliance with internal risk tolerance frameworks.• Led Basel II & III implementation, aligning capital adequacy frameworks across the bank, validating resilience through stress testing and scenario analysis. Show less

  • Head of Retail Risk Management | Scorecard Development | R | MATLAB

    Jan 2006 - Apr 2011

  • Head of Market Risk | Market Risk & Quantitative Research

    Jan 2004 - Jan 2006
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  BNP Paribas

  Apr 2011 - Aug 2016

  Chief Risk Officer (CRO), Executive Board Member | Risk Management & Strategy

  • Built and led the risk management department, driving portfolio growth to €100M+ while maintaining an NPL ratio below 1%, ensuring a robust lending strategy.• Strengthened market risk management, implementing hedging strategies for interest rate and FX exposures, reducing volatility and enhancing portfolio resilience.• Led strategic outsourcing of risk functions, successfully integrating external processes into BNP Paribas’s risk framework, optimizing efficiency, and aligning with regulatory standards.• Provided critical risk insights to the Executive Board, shaping the bank’s risk appetite and governance framework. Show less

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  BNP Paribas Personal Finance

  Aug 2016 - Oct 2020

  • Led enterprise-wide risk management, ensuring compliance with regulatory frameworks across credit, market, and operational risk domains.Directed ICAAP & stress testing using ARIMA, ARIMAX, VAR, VECM, Monte Carlo simulations, providing a robust risk assessment framework for FX & interest rate products.• Optimized counterparty risk management by implementing CVA & DVA models for derivative pricing, enhancing financial stability in volatile markets.• Developed AI-driven Expected Credit Loss (ECL) models, ensuring IFRS9 compliance through time series forecasting, multivariate regression, and RNN models—achieving a deviation of less than 10% from actuals.Strengthened risk oversight by constructing and validating VaR models with rigorous back-testing, ensuring stability under market stress.Designed advanced hedging strategies for currency & interest rate swaps, utilizing risk-neutral valuation and martingale methods to enhance portfolio resilience. Show less

  • CRO | Executive Board Member | Credit & Market Risk | AI-Driven Risk Models

    Aug 2018 - Oct 2020

  • Chief Risk Officer Executive (CRO) | Executive Committee Member | Data Mining | Python | R

    Aug 2016 - Aug 2018
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  ECS Ltd | AI & Computer Vision | Banking & Finance

  Jan 2023 - Nov 2023

  Deep Learning Engineer | Data Science | Python | Java | C++

  • Advanced NLP & Generative AI solutions: Built and fine-tuned transformer-based models for text classification, chatbots, information extraction, and sentiment analysis, leveraging RAG (Retrieval-Augmented Generation) & NLG to create intelligent, context-aware applications.• Enhance banking operations with an AI-driven income verification system, enabling instant tax & income validation by integrating directly with government databases. Reduced lending approval time from days to just 10 seconds, fully eliminating manual verification processes.• Transformed quality control in manufacturing by developing AI-powered object detection & image recognition models, achieving 94% accuracy in detecting defective parts. Enhanced automation using OCR and image segmentation, expanding applications in industrial AI. Show less

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  CIVITTA | AI & Risk Strategy for Investment & Finance

  Jan 2024 - now

  Senior Machine Learning Engineer - (External Collaborator – McKinsey & Company)

  • Building AI-driven investment risk solutions for one of the world’s largest sovereign wealth funds, enhancing portfolio decision-making and risk mitigation.• Developed predictive analytics models detecting early distress signals across 100+ investment companies, preventing financial risks and reducing delays by 9%.• Designed AI-powered risk & forecasting models, integrating GenAI, time series forecasting, and stress testing to optimize investment strategies and financial planning.• Led the automation of C-level reporting with GenAI-powered executive dashboards, RAG-based insights, and NLP-driven document generation, cutting decision turnaround time from days to seconds.• Enhanced risk assessment for derivatives & exchange-traded products, leveraging VaR, GARCH, and AI-driven hedging strategies to ensure stable portfolio performance.• Developing MLOps pipelines (AWS, Docker, GitHub) for scalable AI deployment.• ImlementingAI in financial risk & investment strategy, bringing cutting-edge ML solutions to investment funds, sovereign wealth, and risk management teams. Show less