Beatriz Peraza, Ph.D, Cfa Email & Phone Number

Ottawa, On, Ca

Ottawa, Ontario, Canada

Ottawa, Ontario, Canada

Ottawa, Canada Area

Ottawa

Lead development, testing and effective implementation in production of a predictive model component of the core framework supporting mortgage loan insurance underwriting.Lead implementation of model performance and risk monitoring frameworks.Acted as manager in various occasions and successfully coordinated the team to address clients’ requests, regular tasks and challenges. Designed strategies to incorporate improvements in predictive models, which addressed observations from oversight regulators.Actively participated in discussions to define strategic objectives, presentations, scoping of projects, meetings with mortgage loan lenders’ model validation teams and hiring committees. Assessed performance of property pricing models applying diagnostic tests, pricing error-based measures, spatial autocorrelation tests and ratio studies. - Completed the Model Risk Management training offered by PRMIA, December 2018.- Attended Quant Summit USA with a two-day course on machine learning, July 2017.

Ottawa, Canada

Developed the working paper “The Persistence of Idiosyncratic Shocks in Non-Diversifiable Portfolios” to examine the link between volatility and competition for the Telecom sector in Canada and presented preliminary results to the director of the sector and senior researches.Proposed the construction of a measure of idiosyncratic risk on the stock portfolio, quantified the impact of sector-specific events and studied the lifespan of shocks to the measure of idiosyncratic risk by applying the two-stage simulation-based econometric method developed in my doctoral thesis.

Ottawa, Canada

Provided students with economic concepts and analysis widely applied in managerial decision-making, including determination of market demand and production output, market structures, pricing strategies, game theory, risk analysis, information asymmetries, and the impact of government regulation on business.

Department Of Economics

Participated in the making of a political competition research paper working with Canadian electoral and parliamentary data. Developed programs in Stata to perform several calculations, such as, aggregation of political parties and measures of competitiveness. Prepared excel spreadsheets with diagrams to analyze the behavior of the series across elections. Adapted the calculations made for Canada to Indian electoral data for the estate of Orissa. (June 2013- June 2014 and Sep.2014- Dec. 2014)Collected data from well-known sources in Canada and the US to extend relevant macroeconomic series up to 2011. For the cases where the old series were not available, suggested new series from the sources and computed alternative series. Carefully assembled a compendium of all data of interest and performed statistical tests and diagrams on Eviews. (Nov. 2012.-Dec. 2012)

Department Of Economics

Estimated Vector Autoregression (VAR) models in Matlab with US series for the period 1919-1928, including consumer price index, industrial production, money stock and long-term bond yield, for a Monetary Economics study to analyze the uncertainty surrounding the out of sample forecast two years ahead. Programmed the Kahn (1997) test in Stata to examine the presence of downward nominal wage rigidity in Canada with microdata for the period 1901-1950. Applied pooled and fixed effects estimations to selected subperiods of the data.Prepared a report describing each of the papers published in The Journal of Economic History during the years 1986-1990, 1996-2000 and 2006-2010, including the period of study, methodology, data, and whether each applies structural break tests, time varying parameter estimation, or estimation over samples of the periods of study.

Mexico City, Mexico

Produced financial models and reports to support issuance strategies of the Cedevis Securitization Program. Developed reports on global securitized bonds, including Latin-American, European, Australian and North American markets.Prepared reports on Mexican public homebuilders based on fundamental analysis using Bloomberg and Infosel.Produced analysis on the portfolio of the Mexican pension funds (Afores) with focus on their allocation to securitized and corporate bonds.Prepared prospectuses, road-show presentations, due diligence documentation, presentations to government officials and market outlooks for international forums.Provided relevant information to investors and market analysts, coordinated meetings with investors in Mexico and the U.S. and participated in the organization committee of the First Forum for Investors.- Certified, Fixed Income Securities course, Euromoney Training, Mexico, April 2008.

Mexico City, Mexico

Participated in the Economic and Analysis team building forecast models of the balance of payments, inflation, foreign reserves, and foreign exchange using Eviews and Bloomberg. Developed global economy overview reports, covering the monetary policy, overnight rate, economic fundamentals and foreign exchange for Mexico, US, Brazil, the European Union and Japan.Prepared presentations and market trend reports to provide investment recommendations to portfolio managers, financial advisors and clients.

Ph.D In Economics, Econometrics

Activities and Societies: Teaching Assistant, Department of Economics ( Sep. 2011-July 2015) Actively assisted professors.

M.A. Economics, Financial Economics

B.A Economics With Thesis Defense, Honour Roll, Financial Economics

Activities and Societies: ITAMUN, Revista Opción