More than 15 years of experience in risk management, Python, R, ML models.
More than 15 years of experience in risk management, Python, R, ML models and computational finance. Skills: Python ML (Numpy, Scipy, Scikit- learn, TensorFlow, PyTorch, Pandas, Matplotlib). R (ggplot2, xgboost,... More
More than 15 years of experience in risk management, Python, R, ML models and computational finance.
* CRO (Chief Risk Officer): Integrated measurement and management of: Financial Risk (ALM and Capital), Operational Risk (IC, RCSA, BCP), Credit Risk (admission policy, IFRS9, Economic Capital)
Financial Risk Management (AML) and Operational Risk and IC (Operations, Cards issuing and Acquiring, Credits & Insurtech, Digital Accounts & Wallet, Online Payments & Point).
Integrated measurement and management of financial risk: Credit, Market, ALM, Interest Rate, ICAAP, Stress Test, IFRS9, RAROC. Credit Scoring development.
PhD in Finance. Thesis: Through Contingent Claim Analysis (CCA), a generalization of the Merton model, we develop a practical approach to Argentina's sovereign risk management.
Learning AI programming, data science and data analytics in Python. Music. Teach and write working paper
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