Dorina Ababii

Dorina Ababii
  • Background articulated around Finance, AI, Data & ML

    • CAS Risk Management - 2024, UZH
    • MSc in Banking and Finance and Data Science - 2021, ZHAW

    About Me

    I am passionate about risk management, quantitative analysis, and data-driven financial strategies and their deployment and management in dynamic financial and banking environments.

    Over the past years, I have worked extensively in both personnal and professional settings, combining my expertise in financial analysis, portfolio management, and data science to optimize risk mitigation strategies and enhance decision-making processes for investments.

    I view modern portfolio and capital management as the integration of quantitative analysis, automated tools, and cross-functional collaboration to manage financial risk and optimize investment decisions.

    Technically, I am deeply interested in

    I am open to connect for risk management, quantitative finance, and data-driven decision-making related topics.

    My Professional Experiences

    Junior Portfolio Manager


    Junior Portfolio Manager at HCP Asset Management, Geneva, Switzerland. In charge of developing and implementing an AI-enhanced stock-picking strategy using data-driven insights. Designed and implemented machine learning models to support portfolio management. Enhanced portfolio risk management with advanced statistical modeling and feature engineering, improving decision-making frameworks. Leveraged tools such as Python and Bloomberg to optimize portfolio performance, conduct risk assessments, and collect data.

    January 2024 – Present

    Junior Financial Analyst


    As Financial Analyst at HCP Asset Management, Geneva, I widely used data science in my daily work. The project's main objective was to leverage machine learning techniques to uncover patterns in financial data, supporting strategic investment decisions. Employed advanced analytical techniques to deliver data-driven insights on market trends, enhancing investment portfolio diversification and risk assessment.

    April 2022 - January 2024

    Research Analyst Intern


    Primary Tasks Enhancing Predictive Investment Strategies
    As Researcher at HCP Asset Management, I deployed advanced machine learning techniques to analyze financial data and market trends, using a top-down approach to identify actionable patterns that strengthen the predictive accuracy of investment strategies. I engineered and validated high-accuracy statistical models in Python, which deliver reliable, data-driven insights that inform portfolio adjustments and manage risk.

    October 2021 - March 2022

    Credit Analyst Intern


    I engaged in foundational KYC (Know Your Customer) and credit analysis processes at Mobiasbanca Groupe Société Générale, focusing on learning and applying compliance standards in customer verification and credit assessment.

    My primary responsibilities included assisting senior credit analysts in reviewing financial data, credit histories, and market insights to support risk evaluation for both individual and corporate applicants. I actively used KYC verification platforms and risk management software to help maintain data integrity and compliance with regulatory requirements.

    June 2018 - July 2019

    Accounting Intern


    I facilitated essential accounting functions, including monthly invoicing, accounts payable/receivable management, and payroll processing, ensuring accuracy and timeliness. Using 1C Enterprise, I executed payroll procedures, prepared balance sheets, and generated income statements for senior management, enabling data-driven decision-making.

    June 2016 - February 2017

    Education

    Certified Advanced Studies (CAS) in Risk Management

    CAS program in Risk Management at the University of Zürich, specializing in financial risk identification, measurement, and mitigation for banking and finance.
    Key Tools/Technologies: Advanced risk measurement techniques, derivatives, asset liability management.
    Methodologies: Proficiency in stress testing, credit risk assessment, and integrating sustainability in risk frameworks.
    Key Insights: Developed a strategic understanding of risk mitigation via financial instruments, particularly for emerging sustainability and digital asset risks.
    Future Impact: Strengthened expertise in risk evaluation, governance enhancement, and advanced management strategies for evolving financial sector demands.

    January 2024 – Present

    MSc. Banking and Finance | Capital Markets & Data Science

    MSc in Banking and Finance with a focus on capital markets and data science, completed at the Zürich University of Applied Sciences.
    Core Competencies: Proficiency in Python, machine learning algorithms, deep learning models, quantitative analysis, and sustainable finance frameworks.
    Achievements: Successfully applied data science techniques to enhance investment strategies and capital market operations.

    September 2020 - January 2022

    BSc. Economics

    Bachelor's at the University of Rouen Normandie
    Challenges: Precision in econometric modeling, policy impact assessment, and statistical accuracy.

    September 2018 - June 2020

    BSc. Economics

    Bachelor's at the University of Reims Champagne-Ardennes
    Challenges: Precision in quantitative analysis, economic forecasting, and strategic market analysis.

    September 2017 - June 2018

    High School, Profile Science & Accounting

    The program merged a rigorous high school science curriculum with foundational training in professional accounting.
    Challenges: Balancing scientific rigor with accounting precision, managing data interpretation across fields.

    September 2014 - June 2017

    My Selection of Projects

    Resume in WET format with GitHub Pages

    I developed an interactive, accessibility-compliant resume in the Web Experience Toolkit (WET) format, hosted on GitHub Pages. Utilizing HTML, CSS, and JavaScript, I created a responsive design. Through this project, I enhanced my web development skills, gained proficiency in version control with GitHub, and successfully deployed websites on GitHub Pages.
    Tools: GitHub Pages, HTML, CSS

    October 2024

    AI-Driven Compliance Automation

    Project at University of Zürich, Compliance Department. Developed an AI-driven solution Proof-of-Concept to streamline, harmonize, translate, and update legal client forms, leveraging Large Language Models (LLMs), Optical Character Recognition (OCR), and Natural Language Processing (NLP). The project enhanced workflow automation for risk and compliance, delivered in collaboration with a cross-functional team.
    Tools and Techniques: Applied AI, LLMs, OCR, NLP, and data analytics tools to optimize compliance operations.

    September 2024

    Master Thesis: Machine Learning in Asset Pricing

    Master thesis conducted within the University of Zürich of Applied Sciences. The objective was to evaluate the application of OLS, LSTM, and CatBoost models for asset pricing in both regional and global portfolios. The project involved analyzing international stock data (2000–2021), segmented into development and testing phases, using stock-specific data from Bloomberg and Refinitiv, alongside macroeconomic indicators from FRED. Results demonstrated that LSTM models significantly outperform traditional linear models in predictive accuracy, showcasing explainable AI’s potential in enhancing portfolio strategies.
    Tools and Techniques: LSTM, CatBoost, OLS, Python, Bloomberg, Refinitiv, FRED
    Challenges: Managed complexities in model selection, data scaling, and feature selection.

    June 2021 - December 2021

    Text Sentiment Classification and Analysis

    Project conducted at the University of Zürich of Applied Sciences focused on enhancing sentiment analysis through Natural Language Processing (NLP). Developed and tested Multinomial Naive Bayes and neural network models to classify sentiment using a Kaggle dataset, with potentiL practical applications in marketing, finance, and social media decision-making.
    Tools and Techniques: Python, NLP methodologies, Multinomial Naive Bayes, neural networks, model evaluation metrics
    Key Learnings: Strengthened expertise in sentiment analysis and text classification, applying machine learning for impactful, real-world insights.

    June 2021 - September 2021

    Finance and Interpretability of Machine Learning Models

    Project completed at the Zurich University of Applied Sciences under the guidance of Dr. Bledar Fazlija. This research focused on developing interpretable machine learning models tailored for credit card fraud detection in financial services. Using Logistic Regression, Decision Trees, and CNNs, the project tackled the challenge of balancing predictive accuracy with interpretability, essential for industry compliance and trust. Techniques employed included feature importance, partial dependence plots, and LIME, offering a transparent approach to meet regulatory and ethical standards.
    Tools and Techniques: Logistic Regression, Decision Trees, feature importance, partial dependence plots, LIME

    February 2021 - June 2021

    Financial Modeling Project: Robust Statistical Analysis

    Project conducted at the University of Zürich of Applied Sciences focused on developing a reliable framework for financial data analysis through advanced statistical techniques. The objective was to create a comprehensive database of stock and economic data and build models to analyze stock returns using optimized OLS regression. Ensured model robustness by testing for heteroskedasticity, multicollinearity, and autocorrelation, enhancing data integrity and predictive accuracy.
    This project honed my skills in financial data diagnostics, model optimization, and statistical reliability assessment.
    Challenges: Achieving model stability, accuracy, and diagnostic rigor in complex financial datasets.
    Tools: Python

    February 2021 - June 2021

    Semester Project: Switzerland’s Financial System and Real Economy Interplay during the Pandemic

    Research project at the University of Zurich of Applied Sciences focused on analyzing Switzerland’s economic response to financial disruptions induced by the pandemic. This study aimed to develop and test financial models that forecasted business cycles and assessed the pandemic’s impact on Switzerland’s real economy. The project highlighted advanced insights into crisis-driven market changes through macroeconomic analysis and financial forecasting.
    Challenges: Advanced data modeling, macroeconomic trend forecasting, crisis impact assessment.

    October 2020 - December 2020

    CFA Institute Research Challenge

    Academic project undertaken at the University of Zürich of Applied Sciences, focused on analyzing a single stock to assess its buy, hold, or sell potential. The objective was to apply financial theories and valuation techniques to evaluate stock performance, risk profile, and growth prospects. This experience provided an in-depth understanding of financial modeling, risk assessment, and data-driven investment recommendations within a competitive setting.
    Skills Applied : Financial modeling, Excel, risk analysis techniques, stock valuation, risk profiling, and investment recommendations.
    Insights : Strengthened expertise in financial theories and investment decision-making through rigorous data analysis.

    October 2020 - November 2020

    Awards & Certifications

    1st Place - RiskON Hackaton, University of Zurich, 2024
    Certificate | Challenge Highlights


    Business Concept May, Innosuise, 2022


    Refinitiv Eikon, Refinitiv, 2021


    Bloomberg Market Concepts, Bloomberg, 2020

    Research & Contributions

    Innovation in Risk Management: Three AI-Enabled Solutions for Swiss Banking
    Zurich Open Repository and Archive, 2025
    White Paper edited by Prof. Dr. Walter Farkas, Dr. Daniel Fasnacht
    Scientific Coordination by Patrick Lucescu
    Contributor: Ekaterina Frolenkova, Tanja Srindran, Florian Pauschitz, Dorina Ababii

    Contributed Chapter 3: "How can AI be leveraged to enable CRO employees to work more efficiently?" Contributed a comprehensive analysis and proof-of-concept on the use of AI (specifically transformer-based models like DistilBERT) to enhance regulatory compliance workflows in the banking sector, with emphasis on multilingual document revision and support for Chief Risk Officers.

    Read Publication | Download PDF

    Skills