Data Engineer
Santander Bank NA
Oct 2017 - Apr 2019 (1 year 7 months)
Extensive experience with Axiom-IFRS9 (PD, LGD, EAD), Derivatives, Commercial Loans, Retail Loans, CCAR, Collateral Management, Loan Origination, Mortgage-Backed Securities, Equities, Options, Credit Risk, Market Risk, Finance Advisor Risk Reports, Bank Stress Testing, and Regulatory Reporting (FR 2052a). Skilled in Anti-Money Laundering (AML) and KYC processes, using Natural Language Processing (NLP), anomaly detection, and rule-based models to identify suspicious activities. Proficient in Market Sentiment Analysis through text mining and NLP techniques for assessing market behavior. Expertise in regulatory reporting and compliance, leveraging machine learning for document processing and stress testing (CCAR, Basel III). Demonstrated abili