Raul Diaz Email & Phone Number

Fort Lauderdale, Fl, Us

• Crafted a funding risk classification model to quantify the level of risk for all depositors; used the outputs of this model to segment depositors into different risk categories to be monitored by Treasury and reported to ALCO• Analyzed the sensitivity of the bank’s cost of funds for different deposit categories and region segments in relation to changes in benchmark rates; created predictions for this sensitivity under different macroeconomic environments• Simulated many different possible scenarios for the bank's ALM model inputs, using a custom markov-chain monte carlo processes based on the historical distributions of the inputs; used time step quantiles of these solutions to select worst case scenarios in an approach similar to stochastic value at risk calculations• Participated in discussions and provided feedback on the bank’s interest rate and liquidity risk management to the bank’s executive management team including the CRO and CFO, as well as the Treasurer and ALM Manager

• Revamped assumptions of the bank’s liquidity stress testing model such as deposit runoff rates, CD early withdrawal and renewal rates, and credit lines utilization rates• Implemented a new methodology for backtesting interest income and interest expense projections produced by the bank's ALM model that facilitated calculation, expanded the possible time horizons, and corrected for both rate and balance changes• Designed and implemented the transition of the bank’s reporting of unrealized losses on AFS securities to a new regulatory framework• Built more robust processes by automating or simplifying many of the department’s cumbersome excel processes and rewriting them in code; was in charge of producing these compliance and monitoring reports, including multi-million dollar private banking margin loan evaluations• Aided in the transition of the bank’s core data platform from Firserv’s Signature to FIS’ IBS by remapping data from various tables and reports in the previous system to the new one

• Created a new machine learning fraud detection model for checks with drastic increases in recall and precision metrics and a significant reduction in false positive alerts• Explored and deciphered external vendor’s provided data to analyze the bank’s online account opening declination rates and reason codes and their appropriateness in relation to the customers’ risk scores• Supported fraud, operational risk, budget and planning, market risk, and other departments by providing ad-hoc analyses and periodic fraud monitoring reports• Organized cooperative effort between Amerant and the University of Miami for capstone project for the year’s graduating MSBA students; supervised student assigned to my department

United States

• Employed skills in VBA scripting to automate inefficient manual processes for financial data collection, thus freeing a significant number of hours for the company’s treasure department• Collected and analyzed financial ratios from other banks in the industry to update the company’s different liquidity risk levels to have a more data-driven basis and to later be presented to the board of directors• Developed a model to be used as a novel risk indicator that identifies when significant negative changes in the company’s stock price or stock price volatility have occurred; presented findings to the treasurer and the chief risk officer (CRO)• Produced an analysis of the company’s credit lines utilization to understand the rate at which these loans were used by several different customer segments and to be used in the calculation of the bank’s loan loss reserves• Consistently met with the executive committee and other department heads to discuss and opine on new business initiatives and to be exposed to all the different aspects needed for the success of the business

• Taught and managed several students at a time, instructing them in the principles of the first three levels of accounting courses in specialized as well as group sessions• Explained the concepts and the practice of recording financial instruments, events, business transactions, and statements such as: balance sheets; equity, income and cash flow statements; bank reconciliations; ledgers and journals; depreciation and amortization; bonds, notes and stocks; payroll; inventory; sales; liquidations and mergers; trial balances; adjusting and closing entries; etc• Worked with students to identify, develop, and utilize better study habits and acquire better organizational strategies

Master Of Science - Ms, Business Analytics

Bachelor Of Business Administration - Bba, Finance

Bachelor Of Arts - Ba, Computer Science

Bachelor Of Business Administration - Bba, Business Technology

Associate Of Arts - Aa, Business Specialist