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Jefferson S
@jeffersonschoen
Risk Methodology Consultant
Brésil
Anglais
À propos de moi
I am a Risk Methodology Consultant and Analytics Specialist with extensive experience in Market, Operational, and Credit Risk. I specialize in developing complex mathematical models using Python, R, and SAS, including LDA implementations, Monte Carlo simulations, and IFRS9 expected loss calculations for major financial institutions.
Compétences
Jefferson S
hors ligne •
Temps de réponse moyen de 1 heure
Voir mes services
Correction de bugs
I will fix python bugs and debug your scripts quickly
Expérience professionnelle
Analytics Specialist
Serasa Experian • Temps plein
Jan 2017 - Feb 2019 • 2 yrs 1 mo
Provided statistical modeling consultancy for various financial institutions. Projects included developing presumed income models using ordinal logistic and quantile regression for Santander, and IFRS9 expected loss solutions for Yamaha Bank and Carrefour Bank. Utilized SAS for probability of default models and performed EAD and LGD modeling through portfolio behavior inference.
Market Risk Modeling Analyst
Bradesco Bank • Temps plein
Feb 2012 - Aug 2013 • 1 yr 6 mos
Developed and updated models for measuring market risk, focusing on simulation models for Treasury options and derivatives portfolios. Implemented methodologies in MATLAB and C++ for Monte Carlo simulations, including Cholesky decomposition, Principal Component Analysis (PCA), and Gaussian/t-Student copulas for advanced risk approach modeling.
