Senior Manager of Risk Analytics
Summary
Quant with excellent interpersonal skills, a great team player, and a fast learner. Intrigued by the synergies between Finance, Strategy and Risk Management. International and multicultural mindset.
Education
University of Notre Dame – Mendoza College of Business
Master of Science – MS, Finance Candidate · (2019 – 2020)
The London School of Economics and Political Science (LSE)
PG Diploma, Business Analysis and Valuation · (2012 – 2012)
Universidad de los Andes – Colombia
Bachelor’s degree, Business Administration with a Minor in
Economics · (2007 – 2011)
Experience
Charles Schwab
Senior Manager Risk Analytics
Sep 2019 – Today
Greater Chicago Area
One Main Financial – Chicago, Illinois, United States
Quant Risk Lead, 07/2018 – Sep 2019
Develop financial models and cash flow models for use within the Fair Value process
Support the ALLL and CECL practices by producing & maintaining loss forecasting models
Present results of forecasts and analysis to senior management across the company
Collaborate with the Capital Markets team to quantify issuance of securitization transactions
General Motors Financial – Detroit, Michigan, United States
Portfolio Management Senior Analyst, 05/2014 – 06/2018
Produce loss forecast models for multiple portfolio and oversee consolidated reports related
with credit losses, fraud, stress tests, and reserve processes (ALLL, CCAR/DFAST, CECL)
Development of survival analysis models, logistic & linear regression, Monte Carlo
simulations, segmentations and alternative techniques for a continuous improvement process
of the loss forecasting function within the risk management discipline
Manage the credit scoring framework by leveraging current and alternative sources of
information as well as monthly tracking of recent through-the-door & expected losses
Define, design and manage end-to-end implementation of 3rd party origination systems, and
integrate them with external and internal services by coordinating various stakeholders
Experian – Bogota, Colombia
Senior Consulting Analyst, 07/2011 – 04/2014
Develop custom analytical strategies in the different stages of the credit cycle for banks,
financial services institutions and telecommunication companies in the region
Link risk management tools to the P&L of a wide range of consumer/commercial portfolios
by producing analytical marketing & risk solutions based on data mining methods
Evaluate market, private and public trends to benchmark our client’s portfolios
Support the Development team in the creation of scoring, attrition & localization models
Experian – Bogota, Colombia
Rotational Intern, 01/2011 – 06/2011
Conduct budget analysis & projections along with project-based deliverables for multiple
areas within the company, including, Finance, HR and Decision Analytics
Skills
- R
- SAS
- Python
- SQL
- VBA
- @Risk
Spoken Languages
- English, Fluent Spanish