Ana Roldan, Ph.D, Statistics Email & Phone Number

Calgary, Ab, Ca

Calgary, Alberta, Canada

Led the development and validation of credit models that enhanced the accuracy of balance and loss forecasting, directly influencing lending strategy and risk management frameworks.• Risk Modelling & Automation: Automated and streamlined credit risk models and stress testing simulations in Databricks for Python, reducing processing times by 50%, enabling faster decision-making on risk exposure. • Multi-disciplinary Collaboration: Collaborated cross-functionally with Credit Risk,… Show more Led the development and validation of credit models that enhanced the accuracy of balance and loss forecasting, directly influencing lending strategy and risk management frameworks.• Risk Modelling & Automation: Automated and streamlined credit risk models and stress testing simulations in Databricks for Python, reducing processing times by 50%, enabling faster decision-making on risk exposure. • Multi-disciplinary Collaboration: Collaborated cross-functionally with Credit Risk, FP&A and Fraud departments to identify and mitigate emerging loss risks, utilizing delinquent bucket analysis to enhance fraud detection capabilities and improving organizational risk mitigation strategies. Show less

Mexico City, Federal District, Mexico

Delivered comprehensive economic and financial research, directly informing the Central Bank’s monetary policy and exchange rate strategies. Developed econometric models tailored to a small open economy that drove policy recommendations and safeguarded economic stability.• Econometric Modelling: Developed econometric models to evaluate the effectiveness of foreign exchange interventions, optimal foreign exchange reserves, and reference rates, which improved the accuracy of forecasted… Show more Delivered comprehensive economic and financial research, directly informing the Central Bank’s monetary policy and exchange rate strategies. Developed econometric models tailored to a small open economy that drove policy recommendations and safeguarded economic stability.• Econometric Modelling: Developed econometric models to evaluate the effectiveness of foreign exchange interventions, optimal foreign exchange reserves, and reference rates, which improved the accuracy of forecasted outcomes and were incorporated into a monthly report that guided the Governor Board’s policy decisions.• Foreign Reserves Research: Created portfolio growth projections to evaluate various investment strategies for the foreign reserves according to liquidity needs and guidelines. Developed three optimal foreign reserves models for a small open economy to periodically review the sufficiency of its size. Results were incorporated into a monthly report that guided the Directorate of International Operations.• Market Monitoring: Analyzed futures, swaps, forwards and bonds in the FX market using Bloomberg and the bank’s Python API, which allowed us to assess market volatility, liquidity, and their impact on exchange rates, ultimately highlighting imminent risks to the Directorate of Domestic Operations.• Policy Analysis: Contributed to international monetary policy discourse by assisting in high-impact articles for the IMF and reports for BIS meetings where the Director and Governor contributed to international dialogue.• Global Thought Leadership: Delivered quantitative insights, later integrated into high-level policy recommendations, strengthening the bank’s global reputation, transparency and integrity.• Research Management: Led cross-departmental coordination between Domestic and Foreign analysis divisions, streamlining the workflow to improve efficiency and delivering essential insights to the Monetary Policy Committee to guide decision-making on interest rate policy. Show less

Calgary, Alberta, Canada

Sessional instructor in the Faculty of Science, University of Calgary, MATH 265 - University Calculus I.

Mexico City Metropolitan Area

Bachelor’s degree in Actuary.Subjects: Risk Theory, Inferential Statistics I and II, Regression analysis, Mathematical Economics, Operations Research, Analytical Geometry. Development of thematic content according to professional needs. Control and leadership in large groups.

Mexico City, Federal District, Mexico

Led a high-performing team in the development of risk models for the Federal Tax Administration, increasing fraud detection by 40%, directly contributing to a reduction in national revenue loss and increased compliance rates.• Management and Skill-Building: Established a structured training program in SAS-SQL data mining programming that enhanced the team’s data processing efficiency, reducing project delivery times by 25% and improving overall productivity. • Economic… Show more Led a high-performing team in the development of risk models for the Federal Tax Administration, increasing fraud detection by 40%, directly contributing to a reduction in national revenue loss and increased compliance rates.• Management and Skill-Building: Established a structured training program in SAS-SQL data mining programming that enhanced the team’s data processing efficiency, reducing project delivery times by 25% and improving overall productivity. • Economic Forecasting: Delivered critical research on long-term tax projections, generating income forecasts that informed national budget planning for five fiscal years and established a cornerstone for federal budgeting, influencing fiscal policy and resource allocation. Show less

Doctor Of Philosophy - Phd, Statistics, Ph.D. Speciality In Statistics

My work is focused on the financial field of the High-Frequency Trading market. I solved innovative control problems for the optimal.

Master'S Degree, Economics

Thesis: “Clients Effects and Interest Rates in the Mexican Government Bond Market.” This paper studies the Mexican bond market.

Bachelor'S Degree, Actuarial Science

Activities and Societies: Dr. Gustavo Baz Prada, Social Service Award, Universidad Nacional Autónoma de México, Recognize students who.