Marcos Penedo Eiroa

Leader Applied Intelligence practice for Financial Institutions in Iberia Analytics innovation engine in banking sector Create new analytical solutions / use cases applying data science in Risk and CRM areas for several industries as Banking, Insurance, Utilities or Telco among others

Finding opportunities: Gaps between FI needs and current market offer, analyzing processes / tasks involved in credit cycle. Gathering Best Practices and State-of-the-Art. Design of solutions for gaps found: process definition, design of KPIs & analytics, product & services bundling. Evolve products / services for FI market. “Voice of the Customer” survey and “Proof-of-Concept” projects to get feedback from clients: needs, procedures and perceptions of new solutions in early design stage.

Design and improvement of application, behaviour and credit bureau scoring tools for all the retail portfolios (mainly mortgages, SMEs, consumer and cards) either through branch channel or partner channel. Rating models for retail, sovereign, financial and corporate portfolios. CRM on the business units. Validation and monitoring (design, analysis and automation of reports) of current models and current approval processes. Risk Ad-Hoc projects and analyses. Collaboration to unify risk methodologies.

Credit risk management for cards portfolios: In charge of Barclaycard cards portfolios, Barclaycard Partners and Open Market Dealers. Risk policy rules set-up and the negotiation with the commercial unit. Validation and monitoring of the application and behaviour scorecards. Monitoring and control of the delinquency for all cards portfolios. Operational risk management for the cards approval process. Design, analysis and automation of the credit and operational risk reports and KPIs for the CRO.

Creation, validation and implementation of approval process and scoring tools for incoming application and application behaviour. Design, monitoring and updating of risk reports and KPIs either for local reporting or for Head Quarter reporting in Amsterdam. Target markets clustering and profile description. Statistical models design for delinquency estimation and forecasting. Fraud analysis and control. Collaboration in the redesign of the collection department. Risk Database design and updating.More ...

Design, analysis and control of delinquency using forecasting models for losses and detection of non-profitability clients profile –Incoming application scorings -. Creation of statistical models for payment behavior of current clients -Scoring Behavior-, red flag warning and trigger systems for detection and execution of preventive actions in risky accounts. PD estimations. Conceive statistical models to estimate collection and recoveries results from the portfolio in arrear. More...

Research, creation and implementation of several methodologies for assess, analyze and control the several kind of financial risk (Market, Credit, cross-border, operational, etc). Learning and implementation of the Basel Accord, mainly the estimation of capital allocation. Creation of hierarchical, linear, log-linear and binary statistical model amongst others, to estimate probability of default, loss given default and fraud rates in credit and debit cards.

Statistical adviser for political, economical and marketing research. Continuous searching for new methodologies. Design of the methodology to assess the service quality in the service sector companies; applied in mobile phone, cement and computing sectors. Developing and execution of Delphi surveys. Data processing and multivariate analysis for marketing research in several areas like telecommunications, press, computing or building. Staff training.

GPA: 8.25 / 10

Incomplete due to the change of home country.

GPA: 4.19 / 5.