I'm responsible for the development of credit risk models, as a member of the CRO team, leading an internal, multi-disciplinary team of approximately 30 people (including IT specialists, statisticians, and economists), specifically:• Predictive models oriented towards the entire credit lifecycle: Admission (scores), Monitoring (behavior, limits, alerts, campaigns), and Collection; collaborating actively with Loan Underwritting and Collection managers to formulate recommendations and strategies.• Loan Loss Provisioning internal models, both under local regulations (CMF) and international standards (IFRS9);• Internal models for economic capital and concentration risk, integrated into risk-adjusted profitability measurement (RAROC).• Forecasting models – credit losses, capital requirements – including scenario analysis (financial planning, stress testing) as part of the capital planning process (/ICAAP).Key achievements:• We have modernized the credit risk models, driving the adoption of risk management methodologies in line with international standards (EBA, OCC, and Basel Committee).• We have updated area processes by promoting collaboration with external providers, utilizing unstructured data, developing Datamarts, adopting Data Governance standards, and employing Machine Learning and Artificial Intelligence techniques, along with migrating to Open Source tools and Cloud infrastructure (GCP).• We addopted Agile development methodologies.• We have developed the internal control framework for the development and exploitation of models, in line with COSO methodologies and SOX standards.

I covered both operations in Chile and its subsidiaries in Colombia/Panama (where the local Manager reported directly in a matrix structure), as well as other local subsidiaries (Brokerage and Asset Managment); and I was part of the CFO team.I was responsible of the measurement and control of the Bank's financial risk, encompassing a range of functions, leading a team of more than 50 people, distributed between Santiago and Bogotá. My primary objectives were:·        Issuance of regulatory Market Risk, Liquidity, and ALM Reports; both under local regulations (CMF) and Brazilian regulations (BACEN).·        Daily measurement and monitoring of liquidity risk. Development of internal liquidity risk models.·        Periodic measurement and monitoring of the Bank's structural interest rate and inflation risks. Monitoring of accounting hedges, effectiveness tests, and generation of accounting records. Implementation of macro-hedges. Control of the fund cost determination process.·        Daily measurement and monitoring of market risk. Development and implementation of financial instrument valuation methodologies and risk measurement techniques. Generation and control of the P&L for trading and market-making desks. Adoption of processes and controls in compliance with the Volcker Rule.·        Measurement and monitoring of counterparty risk (Exposures and CVA/DVA). Development and implementation of associated methodologies.Among our main achievements:·        We completely renewed internal liquidity models, obtaining regulatory approval for their usage.·        We improved our methodologies for measuring counterparty risk.·        I worked hard on team building while improving processes, after the recent merger between Banco Itaú and Corpbanca.·        We promoted the adoption of macro-hedges, starting with the Colombian subsidiary.

- Business development and project execution, based in Chile, in charge of developing the practice in Argentina, and also servicing clients in NY, Colombia and Perú. - Validated and improved models for many clients, mostly in banking and insurance industries, those models were oriented to Stress Testing (ICAAP), Economic Capital, Loan Loss Provisioning (IFRS9), Liquidity Risk, Asset Liability Management, Market and Counterparty Risks, Derivatives Valuation, and Reserves Valuation (insurance). - Updated and put in place compliance programs such as Volcker Rule, GIPS (Mutual Funds), and MIFID and AML (Insurance).- Created Internal Control frameworks focused on treasury activities in banking. - Assisted in the redesign of IT architecture for banks and insurance companies.

- Business development and project execution, based in Brazil, and also servicing clients in Colombia.- Lead the development of a market entry strategy for an investment bank in Brazil. - Assisted in the redesign of the risk management IT architecture for a major Brazilian bank.- Responsible for the redesign of the retail lending process of a Colombian bank. Development of corporate rating models for a medium size Brazilian bank

- In charge of Regulatory Reporting related to Financial Risks, both under local regulations and also under Spanish Regulations. - Valuation of Treasury portfolios, including a broad range of derivatives, credit valuation adjustments and exposure calculations. - Ran Middle Office activities such as P&L calculation / explanation, hedge accounting, Volcker Rule compliance.- Cross Border Risk limits control.- Promoted to manager in 2007, started my career as a Financial Analyst 10 years prior.- Involved in most large Finance and Treasury projects.