Cristian C.

Technical Coordinator of Risks and Studies

Bank • Período integral

Dec 2024 - Aug 2026 • 1 yr 8 mos

• Developed quantitative models and methodologies based on machine learning, stochastic simulations, and predictive analysis for macroeconomic and financial risk assessment.• Applied macroeconomic and microeconomic analysis to evaluate scenarios, vulnerabilities, systemic risks, and potential economic contagion effects.• Built Business Intelligence and data analysis solutions to strengthen strategic information generation and decision-making.• Developed risk quantification methodologies using VaR, CVaR, stress testing, and early warning systems.• Elaborated technical studies and reports supported by quantitative analysis and economic evidence.

Methodologies and Models Expert - Transactional Credit

BankXYZ Financial Services • Período integral

Jul 2020 - Dec 2024 • 4 yrs 5 mos

• Developed statistical and predictive models for credit risk scoring, segmentation, and evaluation.• Designed early warning systems using statistical techniques and machine learning to anticipate portfolio behaviors.• Calculated expected losses using PD and LGD models, incorporating macroeconomic variables to assess impact on portfolios.• Analyzed large volumes of data using R and Python to identify patterns and generate quantitative evidence.• Designed and improved credit evaluation methodologies and risk management aligned with regulatory requirements.