Gregorio Carrascal, Cfa, Frm Email & Phone Number

Madrid Area, Spain

Boadilla Del Monte

Monitor the Corporate Loan Book portfolio of Santander, anticipate to credit losses and also help creating quantitative models and tools. Propose hedging and transferring credit risk operations as well as to optimize capital.

Madrid

I am involved in activities of a group of value investors. I developed a methodology of equity valuation and helped in the design of a search engine and a scorecard. I am currently analysing investment opportunities from various sectors.

Alcalá De Henares, Community Of Madrid, Spain

Project Finance, Corporate Finance, Portfolio Management and Prudential Regulation Professor and Tutor of Final Project of Master

Leading think tank in Austrian Economics and Value Investing.

Boadilla Del Monte, Madrid

Design of the plan and operations of a newly created internal audit department involved in the review of the Capital Plan and Internal Capital Adequacy and Assessment Process (ICAAP): Audit and improvement of Economic Capital credit risk models.Participation in the CCAR audit.- Audit of credit stress test models and its liquidity framework. Improvement of Internal Validation activities. Summary and classification of all prudential regulatory framework of various regulators and other relevant organisations: EBA-ESMA-FSB- PRA-BIS. Coordination of regulatory issues in all major countries where Santander operates.

Assessment of the various credit risk models within the whole banking group, including the quality of ratings of corporations and financial institutions.Also improvement recommendations for ratings, scorings, databases, use tests, internal validation documentation of credit models, credit scorecards and rating replications, accounting of defaulted positions, data treatment, corporate governance and verification of other Basel II compliance.Completed specialist study of credit risk models and replication of parameters in portfolio management.

Analysis and evaluation of credit risks and loan investment portfolio of Santander Corporation. Valuation of over a thousand businesses, corporations and institutions of different sectors and geographies with special emphasis on the real estate sector, clients in actual or potential difficulty, restructured portfolio and problematic loans. Adjustment of investment strategy, credit reclassification, refinanced portfolio identification and provision calculations, and internal, SOX and regulatory compliance analysis.Specific assignments in:- Building, construction and real estate sector, full analysis of Santander exposure.- Restructured operations and clients, extensive assessment of this portfolio. - Wholesale and corporate portfolio audit of different countries of Santander.- Calculation of provisions of both corporate and retail portfolio. - Specific evaluation of collateralized positions. - Private Banking, analysis of credit portfolio and rating and risk systems integration.- Due diligence analysis evaluating the targeted real estate and restructured portfolio.- Santander Consumer and standardized risks, credit and legal audit.Improvement recommendations and continuous monitoring of investments.

Madrid Area, Spain

Audit of EU Funds, ESF and ERDF fund. Internal audit of the Spanish Supreme Counsel of Chambers of Commerce and the Chambers of commerce.

Maastricht Area, Netherlands

providing financial advice to customers, using the bank’s proprietary computer systems and checking customer documentation

London, United Kingdom

providing administrative support to Office Manager, arranging social activities and attending to student welfare matters

Cfa, Finance, General

Master, Sustainability And Corporate Social Responsibility

Master, Auditing

Licenciatura, Businees And Management

Licenciatura, Law

Certificate, Financial Risk, Pass

Activities and Societies: GARP professionals FRM Certificate. 2 Financial Risk exams

Frm, Financial Risk Management, Pass

Activities and Societies: Courses on risk management: Liquidity, strategic risk, Operational risk, Advanced risk management Model Risk..

Summer Course, Forensic Accounting Fraud Analytics, A

Big & Open Data, Analysis And Programming With R And Python, Computer Programming, Pass

Programming with R and Python. Introduction to Big & Open Data