Donald Picado

MBA and FRM (Financial Risk Manager) GARP International Certification. Evaluated Pricing Services, vendor data management, data cleansing and preprocessing. Manager experience, stakeholder relationship management and performance assessment. FP&A, corporate finance, financial analysis, credit and financial risk, IRB and credit portfolio IFRS 9 models, PD, LGD, EAD, credit scoring models, capital adequacy models, RWA, ICAAP, ILAAP, stress testings model, credit losses forecast, PIT, and TTC default rates. Basel Regulatory Framework, VAR, SVAR, portfolio risk analysis, ERM, governance, strategic planning, and back-testing. Markov chains, survival rates, copulas, cox regressions, and logic models development experience.

Economic and financial risk analysis of investment opportunities and credit risk facilities in different sectors: Real Estate, Banks, Investment Funds, Infrastructure, structured finance, government, retail, manufacturing, agriculture, and securitization.

Solid background and experience in financial markets, financial products, financial strategies, statistics, BI, machine learning models, econometrics, time series, and quantitative analysis. Hands-on skills in cleaning, manipulating, analysing, modelling, and visualizing large data sets.

Asset Management and Investments Fund Risk Management consultant.

Products: Investment funds, Forwards, Swaps, Options, TRS, Securitization, Commodities, Bonds, equity, structure notes, loans, Real estate loans, investments, etc.

International Instructor in Quantitative Models, Financial, Credit, and Market Risk.

Analytics, data analysis, Proficiency in Excel Advance, Tableau, MatLab, Phyton, R+, SAS, SQL, Azure Machine Learning Studio, Crystal Ball, @Risk, SAP, JDE, Oracle, Main Frame, Exactus, and JIRA. Eikon, Calypso, Capelogic.