Marcelo Troiani Email & Phone Number

California, United States

San Francisco, California, United States

San Francisco Bay Area

Greater Chicago Area

- Supervised a team of 9 onshore employees, with an active oversight over a biggeroffshore team in India.- Managed the development and execution of IFRS 9 and CECL models for portfolios inthe Americas (Mexico, US and Canada). Supported and reviewed model development inother regions where HSBC have operations (Europe, Middle East and Asia).- Worked with senior management on understanding the impacts of implementing IFRS 9and supported development of a centralized global HSBC system where all models weredeployed.- Supported HSBC in establishing the global standards on IFRS 9 modeling by being a keymember in methodology discussions. Also involved in technical discussions with externalregulators.- Responsible for independent review/challenge and validation of models following ModelRisk Management framework and regulatory guidelines (IFRS 9, CECL, CCAR/PRA StressTesting).

Curitiba Area, Brazil

- Led development of expected loss models to meet new IFRS 9 standards in Brazil. Alsohelped HSBC to define the global standards on IFRS 9 modeling and advised othercountries on its application.- Defined the plan to develop and implement IFRS 9 expected loss models, consideringinteraction with other areas such as Finance, Information Management and IT. Set up theteam responsible for developing the models for all products in HSBC Brazil.- Led a 5 days hands-on training on IFRS 9 methodology for the HSBC global analyticscenters, both in India and in the United States.

São Paulo Area, Brazil

- Developed new reports, optimizing the processes through SAS and VBA programming.Implemented a new dashboard for the branch managers to check their productionagainst their goals on a weekly basis.

Brazil

- Trained new members of the team in calculating and estimating LGD, with theresponsibility of preparing them to build the second generation of models.- Supported the economic capital team in using the LGD models and explaining the resultsafter combining Basel II parameters (EAD, PD and LGD). Also evaluated the estimatedparameters and expected loss by comparing them with the observed values.- Developed and implemented the first LGD models in the bank, studying and testing arange of statistical techniques (mainly logistic regression, decision tree, beta regressionand quantile regression). After development, supported both IT and validation teams onunderstanding the models.- Became one of the first members of a new team created in 2007 and responsiblefor income prediction models. With the challenge of modeling a continuous variable,studied and applied a range of statistical tools, including linear regression, quantileregression, multinomial regression and decision tree. Also responsible for building thefirst georeferenced database, which proved to be a powerful source of information.- Developed a Management Information System (MIS) for the collections area, optimizingprocesses through SAS and VBA programming, and creating automated reports andpresentations.

Certificate, Data Science

Data Science Bootcamp

Bachelor, Statistics