Analyst
Banco de Bogotá
May 2013 - May 2018 (5 years 1 month)
-Development of machine learning models: k means, text analysis, LDA, etc.
-Elaboration of statistical models: I developed credit risk scores for the Commercial, Consumption, Collections and Revenue Estimate segments.
-Statistical models to support risk management and fraud prevention.
-Monitoring and analysis of BAC bank's portfolio: Banco de Bogotá owns 100% BAC, which is the largest bank in Central America. I oversaw the portfolio homogenization process (BAC provisions are adjusted to Colombian standards).
-Lead the IFRS 9 implementation project: all the standard issues were covered, however, the most complex issue was the change from incurred loss to expected loss in the credit risk models.
- Support