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jeffersonschoen

Jefferson S

@jeffersonschoen

Risk Methodology Consultant

Brazil
English
About me
I am a Risk Methodology Consultant and Analytics Specialist with extensive experience in Market, Operational, and Credit Risk. I specialize in developing complex mathematical models using Python, R, and SAS, including LDA implementations, Monte Carlo simulations, and IFRS9 expected loss calculations for major financial institutions.... Read more

Skills

j
jeffersonschoen
Jefferson S
Offline • 
Average response time: 1 hour

See my services

Bug Fixes
I will fix python bugs and debug your scripts quickly
From$75 / projectMore details

Work experience

Serasa_Experian

Analytics Specialist

Serasa Experian • Full-time

Jan 2017 - Feb 2019 • 2 yrs 1 mo

Provided statistical modeling consultancy for various financial institutions. Projects included developing presumed income models using ordinal logistic and quantile regression for Santander, and IFRS9 expected loss solutions for Yamaha Bank and Carrefour Bank. Utilized SAS for probability of default models and performed EAD and LGD modeling through portfolio behavior inference.

Bradesco_Bank

Market Risk Modeling Analyst

Bradesco Bank • Full-time

Feb 2012 - Aug 2013 • 1 yr 6 mos

Developed and updated models for measuring market risk, focusing on simulation models for Treasury options and derivatives portfolios. Implemented methodologies in MATLAB and C++ for Monte Carlo simulations, including Cholesky decomposition, Principal Component Analysis (PCA), and Gaussian/t-Student copulas for advanced risk approach modeling.