Daniel K Dimitrov, CV
🏛️ Professional Experience
De Nederlandsche Bank (since 2023)
Financial Economist at Financial Markets
- Interest rate risk monitoring within the central bank’s balance sheet
- Researcher in the field of central bank capital, systemic risk, asset allocation
University of Amsterdam (since 2019)
Course Tutor
- Fiscal and Monetary Policy (2019, 2020, 2021, 2022)
- Macroeconomics I (2022)
- Mathematics I (2021)
- Bachelor thesis supervision (2019, 2020, 2021, 2022, 2024)
FactSet / FinAnalytica Inc. (2009 – 2018)
Quantitative Analyst and Product Specialist
🎓 Education
University of Amsterdam (Mar 2018 – Nov 2022)
PhD, Department of Macroeconomics
- Three Essays on the Optimal Allocation of Risk with Illiquidity, Intergenerational Sharing and Systemic Institutions
Tinbergen Institute (June 2018 – April 2021)
Research Qualification (MPhil Level)
- Specialization in Advanced Econometrics (with additional courses in Asset Pricing, Corporate Finance Theory, Macroeconomics with Financial Frictions)
Tilburg University (Oct 2015 – Feb 2017)
MSc. Econometrics and Mathematical Economics
Otto-von-Guericke University, Magdeburg (Oct 2006 – Sept 2009)
M.Sc. in Economics and Finance
Otto-von-Guericke University, Magdeburg (Oct 2003 – Sep 2006)
B.Sc. in Management and Economics
Summer/Winter Schools
- 2021 Stockholm Business School , Market Microstructure summer school with Albert Menkveld
- 2019 University of Chicago, Six-week Summer School in Open Source Economics with Python (Dynamic Programming, Empirical Asset Pricing, Heterogeneous Agent Models, Machine Learning) with lectures by Lars Hansen, Anthony Smith, etc.
- 2019 University of Chicago, Summer School in Dynamic Structural Econometrics with John Rust
- 2019, 2020 University of Amsterdam, Winter School in Mathematical Finance
📜 Professional Qualifications
- CFA Institute exams level I, II, and III
💻 Computer Skills
- Computational and Statistical: Python (numpy, scipy, sympy, pandas, plotly), MATLAB, R, Stata, EViews
- Financial Analytics: Bloomberg, Thompson Reuters, FactSet Workstation
- Database: SQL
- Workflow: Git, LaTeX, Markdown
🌍 Languages
- English – Fluent
- German – Fluent
- Dutch – Basic
- Bulgarian – Native
🔬 Ongoing Research Projects
- Climate risk: stress-testing the financial sector (w/ Sw. van Wijnbergen)
- Expected Equal Impact for Capital Buffers Calibration: Market-Based Approach (w/ Sw. van Wijnbergen)
- Financial Fragility Measurement (w/J. Kakes & M. Bun)
- Untangling Illiquidity: Strategic Asset Allocation with Private Assets
🎤 Seminar Discussant
- VU Amsterdam, Empirical Asset Pricing Meeting 2023 (Asset Allocation and Returns in the Portfolios of the Wealthy, Cynthia Mei Balloch et al.)
- Central Bank of Ireland, Conference on Financial Stability Policies in a Changing Lending Landscape 2023 (Non-bank lending during crises, Inaki Aldasoro et al.)