Rafael Norman Morales Email & Phone Number

Taguig, National Capital Region, Philippines

- Successful system configuration for lending and collections application and project manager for software development.- Business requirements gathering and cost benefit analysis for Digital Transformation projects.- Recommend crypto investment opportunities and financial strategies, and provide weekly update on the cryptocurrency market.- Assist team in.

Taguig, National Capital Region, Philippines

- Perform cost benefit analysis for policy changes in the consumer lending business.- Create interactive dashboards using visualization tools (Data Studio, Trello, Airtable etc.). Train staff to use the tools.- Develop/research cloud solutions, web apps, automations and process improvements for tedious legacy processes.- Attend regular meetings with.

Taguig, National Capital Region, Philippines

- Influence the company's collection strategy by analyzing customer payment history and behavior.- Develop Web/Mobile Apps for Credit, Billing and Risk Management (CBRM) Group and its partners.- Lead efforts on Data Quality via implementing fast fuzzy matching of company names in the legacy systems to achieve single customer view and lessen billing.

Makati

- Cross-functional role encompassing: Analytics, Database Management, Sales, Operations and Service delivery.- Give actionable insights to top banks in the country regarding customer segmentation with the goals of maximizing collections, acquisitions and minimizing risk.- Identify profitable opportunities in client's portfolios that can be addressed with.

Singapore

• Regular reports and presentations to the Model Efficiency Review Committeeo Monitors scorecard performance and liases with country contacts to seek justification for breaches o Monitors IRB parameters (actual vs.
• Other tasks include: Performing data quality checks on IRB modeling data; Review and re coding of monitoring code (PD and LGD) to ensure congruence with country definitions and model documentation

• Performs model validation for the various credit risk models (e.g. scoring, rating, IRB parameters and stress tests)
• Analysis and reporting of the bank’s loan portfolio via various segmentations (product line, business segment, industry, credit status, delinquency, etc.) and analysis of default and migration profile of the corporate.
• Made the Basel II Credit Risk Report more effective and useable by trimming the number of pages in half and by designing credit risk dashboards (loan origination, delinquency, Basel II risk parameters, provisioning and.
• Stress testing Probability of Default and its effect on Expected Loss and Economic Capital.
• Improved on predictive quality (about 50% increase in coefficient of determination) of the bank’s stress scenarios for probability of default therefore increasing senior management’s confidence in the stress results
• Provides analytics support to auditors, consultants and other business units

• Performed model validation of risk and pricing models of the Bank and its counterparties via independent implementation (Excel, VBA, C++) or by verification in other pricing environments (e.g. Bloomberg or other third.
• Made a business case for risk management group to pursue Advanced Measurement Approaches (AMA) for operational risk by showing that Minimum Capital required under Standardized approach is highly overstated
• Computed for transition probabilities between the bank’s internal ratings using both cohort and hazard approach
• Assisted in the training of Bank’s Management Trainees in Risk Management
• Direct report to CRO

• Member of the Quantitative Assurance Services, a group within the FSRM team that is tasked to validate marked-to-market values of derivatives and other financial instruments of various clients including non-banks
• Designed a system in which the client bank can estimate the value-at-risk of its swaps portfolio (composed of currency and interest rate swaps)
• Consultant for various advisory engagements such as Value-at-Risk and Earnings-at-Risk Model Validation, Seminar on Financial Instrument Valuation and Internal Capital Adequacy Assessment Process Advisory for Banks
• Lectured on topics such as VaR, Stochastic Processes, Monte Carlo Simulation, etc. for training seminars conducted by the firm.

• Validation of actuarial assumptions used in pricing and reserve valuation via various experience studies (mortality, persistency, reinstatement, expense and nonmedical limit studies)
• Made the business case of transferring to another reinsurer by comparing the costs of competing contracts.
• Handled large accounts that required reinsurance (monthly reports, projections, accounting, financial statements).

Certificate In Quantitative Finance

Masters In Applied Math Major In Mathematical Finance

Bs Mathematics