Manager at EY in the Lisbon Office. 6 years of experience in Quantitative Risk Management mainly in credit risk modelling and Data Quality.Successfully coordinate national projects on some portuguese non-IRB approved institutions under the Addicional Credit Claims Program (ACCP)Principal activities:- Assess the credit risk assessment systems used to assess the credit quality of borrowers and/or exposures;- Assess the internal governance (especially in terms of the identification, management, monitoring and reporting processes) and on the internal control mechanisms;- Documention of requirements, specification and business processes;- Rating Systems (PD and LGD) development

Develop Basel II models: PD, LGD, EAD for SME and small business portfolio, including data cleansing, statistical analysis and documentation.Input Validation and data Quality Control and Maintenance;Specification of Requirements to support the Credit Risk Datamart creation

Development and monitoring of automatic decision models ( ensuring implementation and monitoring)Develop credit decision systems and approval policies in line with the acceptance strategies;Define Risk-based pricing strategies in coordination with Marketing Departament.Development, implementation and Back-testing of Loss Given Default models

Prepare all instruction for data processing regarding the sample definition;Participation in several project in the field of Marketing Research, Consumer Bahavior, Geomarketing and Marketing Analytics;Multivariate and Exploratory Data Analysis - Cluster Analysis, Conjoint Analysis; Principal Components Analysis, Regression techniques to support marketing and business data-driven-decision.