Daniele Raffo
Passionate data scientist with a background in applied statistics and quant finance, specializing in machine learning and GenAI integration to improve model performance and explainability.
About
Passionate data scientist with a background in applied statistics and quant finance, specializing in machine learning and GenAI integration to improve model performance and explainability.
In recent roles, I lead GenAI-driven automation and build NLP/ML and LLM-based pipelines (including RAG for explainability), leveraging Azure services and internal data platforms to deliver scalable document intelligence and risk analytics.
- 4 years' experience
- Joined July 2026
Skills· 14
Languages
- ItalianFluent
- EnglishAdvanced
- GermanBeginner
Industry experience
- Financial Services
- Professional Services
More experts in Zurich, Switzerland
Work experience
Leading the automation of mandates and controls within the Business Risk Management team using GenAI, developing AI agents and workflows. Developing and maintaining NLP/ML models for detecting Sensitive Industries Affected Parties; successfully transitioned from keyword-based to LLM-based architectures using embeddings and RAG to improve performance and provide explainability. Built internal Python packages for document schema matching with LLMs and created data pipelines from internal IBM DB2. Engineered scalable document verification and information extraction solutions using Azure Document Intelligence, Azure Search, and Azure OpenAI, deployed with MLflow.
Developed and deployed Pillar II credit risk models on cloud infrastructure (Azure). Collaborated with Reporting and Validation stakeholders to deliver insights through rigorous analysis of results and model outputs.
Conducted exercise sessions for Master-level Financial Derivatives; prepared teaching materials and evaluated exams.
Education
Certifications and awards
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