Marcos Penedo Eiroa Email & Phone Number

Madrid, Madrid, Es

- AI & Data area project delivery leading (65 multidiscipline profiles: Data architectures and engineers, BI / UX experts, Data Scientist y Citizen DS)- Business Use Case design for AI e Generative AI, mainly in banking and Insurance sector- Project design (approach, scope and planification) and execution for data strategy, Data Governance and AI applications- Client management and expert business translator for client needs and technical solutions- Subject Matter Expert for AI / AI Gen, Data Governance and Strategy

Head of Data & Analytics unit in Grupo Banco Caminos, in charge of data and analytical strategy, customer insights, creation and development of informational structure, advanced analytics and business intelligence. Responsable for data governance, designing and development of analytical solutions to improve business results, efficiencies and innovation

Dublin 2, Ie

Design, development and delivery of advanced analytics solutions for financial sectorCoordination of analytics opportunities and pipeline for financial sectorHead of Advanced Analytics Risk Management Offering- Searching, creation & application of cutting-edge data science methodologies to improve predictive analytical processes- Specialized analytical consultancy in Risk and Marketing areas: + Offering & decisioning personalization + Semantic & syntactic Text Mining + Customer context & connection (Social network) analysis + Digital transformationMain projects:- Design of advanced analytic risk offering for Top6 Banks in Spain, based on Big Data (real time analytics, non-structured information,..) and state-of-the-art analytical methodologies- Improving CRM processes by integrate Big Data analytical methodology for a Top4 Bank in Spain- Digital Transformation in Acquisition Process: Re-engineering by deep-learning analytical structure in & new information sources to get a real-time risk evaluation for new clients- AI Collection system: Optimization, automation & improving preventive & collection action selection and execution- HR AI system: Business dimensions to assess employee skills, IA employee-role matching and successful probability

Atlanta, Ga, Us

Main projects:- Kickoff of positive bureau for Spanish banking market: Analytic output definition (models and attributes) and deployment strategy design for all risk management process in a financial institution. Advising to project leader on database structure (fields required, binding conditions,…), player duties and rights, negotiation with Risk Heads of potential FI players (Top6 banks, Mid & Large banks, Credit FI).- Product Marketing Strategy Redefinition: changing a product-based approach to a solution-based approach, focused on solutions for each need of the client in each process in his credit cycle flow.- "Off-line service" reengineering: Design and development of new triggers and batch processes. Offer modernization for current needs of FI, throughout the credit cycle (prospecting, acquisition, loyalty and collection) for several sectors (e.g. FI, Telco, SME).- Design and updating an FI market reporting to be up-to-date with the situation of market players to anticipate their possible needs. KPI design and calculation. Information sources searching (e.g. BdE, AEB, INE …) to get all the picture of the FI market.- Define methodologies for product and service test to show to entities the added value of the D360º service* in forecasting for risk, prospecting and revenue.Functional responsibilities:- Finding opportunities: Gaps between FI needs and current market offer, analyzing processes / tasks involved in credit cycle. Gathering Best Practices and State-of-the-Art.- Design of solutions for gaps found: process definition, design of KPIs & analytics, product & services bundling.- Evolve products / services for FI market.- “Voice of the Customer” (VoC) survey to get continuous feedback from clients: their needs, procedures and perceptions of new solutions in early design stage.- “Proof-of-Concept” (PoC) project design and deployment to test beta version solutions on client portfolios and processes.*D360 is an all-in-one data source service,

Boadilla Del Monte, Madrid, Es

Functional responsibilities:- CRM on the business units as one of the ways to know portfolios idiosyncrasy and business vision, including this knowledge in model developments.- Validation and monitoring (design, analysis, updating and automation of reports) of current model deployed and current approval processes. CRM on the business units to show and analyze results and advisory for recommended actions to be taken.- Risk Ad-Hoc projects and analyses for the Retail Risk Management: o Collaboration on new risk datamart design for retail. o Stress test analysis. o Advisory on risk policy rules management.- Part of the project to unify risk methodologies in the holding and set-up methodology standards. Searching and understanding the different methodologies used in several modeling centers in the group (mainly LATAM and UK), identifying pros and cons of each to unify the methodology to apply. - Staff training in Santander Analytics and Business Unit. Technical responsibilities:- Design of new application, behaviour and credit bureau scoring tools for all the retail portfolios (mainly mortgages, SMEs, consumer, car loans, cards and self-employed) either through branch channel or partner channel. Rating models for retail, sovereign, financial and corporate portfolios. Discrimination levels change depending on portfolio characteristics but KS usually moves around 20% for bureaux scoring (only negative information), around 40% for application scorecard models. Behaviour scoring model has higher variation on KS.- Adjustment for current models which need an increase in the discrimination levels but a new model development isn’t the better option (e.g. adjust the model for a portfolio segment or portfolios without enough historical data).- Scale calibration for models which have a good discrimination level but with a scale different from the original design (or from the group standard) due to the natural portfolio evolution.

London, Gb

Functional responsibilities:- Credit risk management for cards portfolios: Barclaycard cards, Partners (e.g. Caja Murcia, Caja Granada, Caja Laietana, Cajastur, etc.) and Open Market Dealers (e.g. Latino, Spanair, etc.). - Risk policy rules set-up and negotiation with the commercial unit.- Monitoring and control of delinquency for all cards portfolios.- Operational risk management: Design and validation for the decision engine performance and for new scorecards implementation.- Design, analysis, updating and automation of the credit and operational risk reports and KPIs for the country Chief Risk Officer (CRO). Technical responsibilities:- Validation and monitoring of application and behaviour scorecards.- Operational risk management: Design, validation, monitoring for cards approval process cycle.

Amsterdam, Nl

Functional responsibilities:- Risk assessment and control for Consumer, micro-consumer and car loans portfolios, getting a 50% decrease in delinquency rates for new vintages.- Credit losses forecasting, based on dynamic statistic modeling. - Retail risk reporting either for local reporting or for Head Quarter reporting in Amsterdam.- With Marketing Department: Target markets clustering and profile description. Pre-approved profiles set-up. Operational and credit losses calculation and reporting.- With Business Unit: Statistical models design for delinquency estimation and forecasting. Collaboration in business agreement with debt unification enterprises. Collaboration in the design, validation and implementation of pricing models.- With the IT Department: Leader of the front-ends unification project, increasing data capture quality over 40% and decreasing front-end costs over 35%.- With Fraud Unit: Fraud analysis and control. Design of first-party, third-party, red-flag antifraud tools and “freeze list” searching. Fraud Database design and updating, improving query times over 60%. - With Collection Unit: Database design and updating, improving query times over 70%. Design and validation of collection tools for early collection actions. Collection and recovery processes optimization based on statistics modeling to speed-up collections actions (letters, calls, legal...). Design and automation of reports.- Risk Ad-Hoc Projects (e.g. new markets impact analysis, partial portfolio selling analysis).- Staff training for several departments.Technical responsibilities:- Design, validation and implementation of approval process, including scoring tools (application and behaviour).- Design and application of credit losses forecasting models, based on dynamic statistic modeling (average accuracy level 3%).- Design, monitoring and updating of risk reports and KPIs.- Design, deploy and updating of risk datamart, improving query times over 60%.

Functional responsibilities:- Analysis and control of delinquency using forecasting models for losses and detection of non-profitability clients profile –Incoming application scorings - average KS=48%.- Probability of default estimations, based on dynamic statistic modeling. - Conceive statistical models to estimate collection and recoveries results from the portfolio in arrears, reducing delinquency over 30%.- Statistical advisement and software selection for the optimization of the processes in financial and fulfillment managements. - Establishment of risk database structure.- Staff training. Technical responsibilities:- Creation of statistical models for payment behavior of current clients -Scoring Behavior, average KS= 58%-, based on dynamic statistic modeling, hierarchical modeling and times series theory (for seasonal effects mainly).- Creation of statistical models for red flag warning and trigger systems for detection and execution of preventive actions in risky accounts.

Caracas, Distrito Capital., Ve

- Research, creation and implementation of several methodologies for assess, analyze and control the several kind of financial risk: *Market Risk: working with the market risk sub-unit, contributing to define the methodology and calculus of VaR for the different market portfolios. *Credit Risk: Learning and implementation of the Basel Accord, mainly the estimation of capital allocation (e.g. design and implementation of models for PD, LGD, EAD for each portfolio), participating with the BIS group giving our feedback about effects of new possible draft modifications over our portfolios (corporate, SMEs, retail, financial and governments). *Cross-border Risk: Measuring of impact of country risk, currency risk and other kinds of risk implicit in cross-border position of the group (e.g USA, insurance companies, among others) and apply it to reporting and control systems. *Operational Risk: Finding the different sources of operational risk and quantifying the impact, e.g. losses by ATM or branch crime, fraud investigations or quantify losses by catastrophic events (e.g. heard quake) to set-up premiums for insurance policies.-Main statistical methodology used: queueing theory, hierarchical modeling, linear, log-linear and binary regression, clustering analysis. MonteCarlo simulation theory, Factor analysis, Principal components analysis.

Caracas, Dc, Ve

Mba - Digital Transformation, Administración Y Gestión De Empresas, General

Executive Mba, Executive Mba

Master In Finance, Finance

Lic. Matematicas Esp. Estadistica Y Mat. Computacional, Statistics