Joel Salcedo

Developed and implemented credit risk models for consumer and commercial portfolios across all 50 states and supported finance in model implementation to improve delinquency performance.

Developed CECL estimates, created an audit repository for reserve estimation, and reviewed model logic and results annually with auditors while analyzing macroeconomic trends.

Created CECL estimates and developed a macroeconomic model integrated into CECL using Python and Databricks, documented PD/LGD and sub-models, and provided validation support with weekly economic reviews.

Assisted vendor model development for CECL, executed R scripts to forecast loan-level losses for consumer portfolios with over 200,000 accounts, and supported model validation and auditor reviews.

Evaluated BSA/AML procedures and consumer trends, developed risk assessment matrices, and enhanced DFAST stress-test calculations and outreach analyses for operational risk.

Supported ALLL calculations for commercial and consumer portfolios, evaluated PD and LGD models, responded to model validation inquiries, and improved stress-test documentation for audits.

Prepared and graded quizzes and exams and led weekly two-hour labs for ECON 3031 Statistics for Business I, while contributing to the department's economic magazine.

Conducted data collection, preparation, and analysis for faculty-led economic research projects, including fieldwork and case studies under supervision.

Built functioning Excel time-series sheets for Puerto Rico government debt analysis over four decades and completed data entry and analysis for research tasks and case studies.

Completed a Master's Degree in Economics at the University of Puerto Rico, Río Piedras Campus (Jan 2013–Dec 2021).

Completed a Bachelor of Business Administration with a major in Finance at the University of Puerto Rico at Bayamón (May 2012).