Credit Risk Modelling projects:• Monitoring/back-testing of credit risk parameters following the financial institutions internal standards (stability, discrimination, variation).• Evaluate RAG indicators to monitor model performance and define plan of action.• Validation of credit-risk models, codes, and documentations.• Development and definition of reports, metrics, and executive-level presentations• Study modelling optimizations to reduce Expected Loss (partial recovery estimation, data quality adjustments, improvement of rate and forecasting methodologies, update of estimation window, segmentation using optimal buckets, LTV value update for vehicles portfolio)• Development of provision calculators to simulate impact on expected loss and appropriately assess risk

Credit Risk Modelling Project:• Design Default model according to international (BCE) and local standards (Res. 4.966)• Estimation of credit risk parameters (PD, LGD, CCF, reduction factors) under IFRS9 standards• Segmentation of credit risk parameters and evaluation of statistical metrics (KS, GINI, IV, EQM)• Development of technical and methodological documentations according to internal standardsData Analytics Project:• Worked closely with development team to understand products and create testing strategies.• Directed investigations to identify cause of different failures and out-of-specification problems.• Challenged questionable test results to guarantee accuracy of findings.• Conducted in-depth root cause analysis of quality issues to identify process gaps and implement corrective actions.• Translated conceptual regulation requirements into functional requirements in clear manner comprehensible to developers and project team.

Data Analytics Project:• Validation of migration concepts and business rules on financial data to satisfy reporting standards.• Identification of gaps on the homologation process• Analyzed and verified requirements for completeness, consistency, and conformity to standards.• Assessed and reviewed data processes, suggesting methods for improvement.• Interpreted test results, recognizing patterns to generate actionable insights.

Analysis of cardiomyocyte viscoelasticity Project:• Evaluated the mechanical properties of cardiomyocytes applying mechanical stimulus using active micro-rheology technics.• Performed statistical analysis to relate the displacement of ferromagnetic beads with the elastic modulus as a function of frequency in the oscillating magnetic field.• Presented and defended complex analysis.• Implemented end-to-end data analysis.