Mercè Figueras Verdera Email & Phone Number

- Implementation of carbon footprint estimation using PCAF methodology and establishment of decarbonization targets for NZBA sectors based on PACTA and SBTi methodologies in an international financial institution.- Developed models for estimating capital for non-financial risks using advanced techniques in exploratory data analysis and model premise compliance and conducting sensitivity and model stability analysis.- Provided support to a financial institution in implementing the new… Show more - Implementation of carbon footprint estimation using PCAF methodology and establishment of decarbonization targets for NZBA sectors based on PACTA and SBTi methodologies in an international financial institution.- Developed models for estimating capital for non-financial risks using advanced techniques in exploratory data analysis and model premise compliance and conducting sensitivity and model stability analysis.- Provided support to a financial institution in implementing the new default definition in credit risk by crafting user-oriented definitions and ensuring their proper integration into systems through the development and execution of testing plans. Additionally, offered assistance in estimating LGD IRB models by developing risk differentiation and quantification processes. Show less

- Collaborated with internal audit (third line of defense at a bank) in reviewing various aspects of IFRS9 in accordance with regulatory standards: reviewed PD, EAD, LGD, and collateral haircut models, as well as staging process and calculation of credit portfolio provisions. Also participated in reviewing information submitted to the SRB.- Projects for adaptation to EBA GL Loan Origination & Monitoring, including GAP analysis across various EBA GL domains (Admission, Monitoring, Pricing… Show more - Collaborated with internal audit (third line of defense at a bank) in reviewing various aspects of IFRS9 in accordance with regulatory standards: reviewed PD, EAD, LGD, and collateral haircut models, as well as staging process and calculation of credit portfolio provisions. Also participated in reviewing information submitted to the SRB.- Projects for adaptation to EBA GL Loan Origination & Monitoring, including GAP analysis across various EBA GL domains (Admission, Monitoring, Pricing, Collateral, Governance Framework).- Reviewing, adjusting, and documenting procedures and manuals of a financial institution in accordance with instructions received from the ECB, coordinating the different units and teams involved. Show less

- Produced and maintained daily reports for diverse company departments, alongside extracting and analyzing databases for insights.

Terrassa, Barcelona

Grado En Estadística

Master'S Degree, Business Consulting

Grado En Economía

Economía, Economics