Anderson Motta, Ph.D, Frm Email and Phone Number

Led team for the creation, development, and implementation credit risk framework.Implementation of the Credit Portfolio Monitoring.BRGaap (Brazilian Generally Accepted Accounting Principles) Provision Management and Calculation. Implemented new system of RWA calculation. Define, implement, Submit, and monitoring the Risk Appetite Statement (“RAS”) metrics.Oversaw the risk team in preparing and submitting regulatory reports to the Central Bank of Brazil. Credit Risk… Show more Led team for the creation, development, and implementation credit risk framework.Implementation of the Credit Portfolio Monitoring.BRGaap (Brazilian Generally Accepted Accounting Principles) Provision Management and Calculation. Implemented new system of RWA calculation. Define, implement, Submit, and monitoring the Risk Appetite Statement (“RAS”) metrics.Oversaw the risk team in preparing and submitting regulatory reports to the Central Bank of Brazil. Credit Risk Modeling and Credit portfolio monitoring. Show less

Teaching: Statistics and Financial RiskWorking paper:Machine Learning, Financial Statement Analysis and the Prediction of Stock Returns.AI and Detection of Outliers in Financial Time Series.Financial Statement Analysis and Neural Network in Prediction of Corporate Default

Teaching: Fintechs and Financial RiskWorking paper:Machine Learning, Financial Statement Analysis and the Prediction of Stock Returns.AI and Detection of Outliers in Financial Time Series.Financial Statement Analysis and Neural Network in Prediction of Corporate Default

Monitoring of the credit portfolio of approximately R$ 450 billion. Provision Management and Calculation BRGaap (Brazilian Generally Accepted Accounting Principles) and IFRS 9 (International Financial Reporting Standards). Monitoring statistical models for retail, SME and corporate credit risk Portfolio and provision behavior studies.

Led teams in the development of Credit risk and Collection models. Providing comprehensive information on risks and risk culture and advising the Latam Managing Board and its risk committee, enabling it to understand the institution's overall risk. Led Itau Latam risk information flow optimization project across 5 countries.Led the development and implementation of statistical models across Retail, SME, and Corporate. Empowered external units of Banco Itau to create… Show more Led teams in the development of Credit risk and Collection models. Providing comprehensive information on risks and risk culture and advising the Latam Managing Board and its risk committee, enabling it to understand the institution's overall risk. Led Itau Latam risk information flow optimization project across 5 countries.Led the development and implementation of statistical models across Retail, SME, and Corporate. Empowered external units of Banco Itau to create models.Orchestrated the strategic development and implementation of methodologies and calculations for Risk and Return measures. Innovated and successfully executed the Raroc (Risk-adjusted return on capital) project and model, marking a pivotal advancement in our approach to effective risk management Conducted advanced Risk x Return Portfolio Optimization Studies, including Economic Capital, Provision, and Regulatory Capital, tailored specifically for Latam subsidiaries. Dashboard featuring key Credit Portfolio indicators, enhancing visibility and decision-making processes. Developed a detailed technical proposal outlining the Expected Shortfall methodology for Economic Capital calculation. Show less

Professor of Finance, Statistics e Mathematics.

Teaching Finance, Statistics and Econometrics.

Teaching Statistics, Math and Finance.