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  • Buenos Aires, Argentina

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arielmg09/README.md

Hey ๐Ÿ‘‹, I'm Ariel!

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Glad to see you here!

I'm an experienced economist with 6+ years of experience in quantitative finance and macroecnomic research. I joined the sector in 2015, working as a model validator of credit and market risk models.

I am located in London, as part of a highly skilled quantitative analyst team working for large global banks.

A little more about my professional background:

  • Experienced Quantitative Analyst with over 6 yearsโ€™ experience working on critical risk initiatives within global financial risk institutions.
  • Strong expertise in model risk across many regulatory frameworks (including SR 11-7, IFRS9, Basel, CECL), stress testing (including PRA SS 3/18, CCAR DFAST) and PPNR forecasting.
  • Proven track record of delivery within risk management covering model validation, management reporting, regulatory assessment, and project management.
  • Strong ability to collaborate with various stakeholders across the business and explain technical concepts to senior management.
  • Skilled in Python, R, SQL, statistics, and econometrics.
  • Team leader, capable of manage several projects across different methodologies.

Work experience ๐Ÿ‘”

Job Position Company Field Work Period
Lead Quantitative Analyst CRISIL Irevna UK Ltd Risk Management 15.05.2017 โ€” until now
Economist Adviser Ministry of Treasury (ARG) Public Sector 01.01.2017 โ€” 15.05.2017
Economist Nicolas Dujovne & Asoc. Economic Research 01.05.2016 โ€” 31.12.2016
Public Debt Analyst Ministry of Economics (ARG) Public Sector 01.04.2011 โ€” 01.12.2015

More about work experience in my LinkedIn.


Rapidfire

  • โšก I am a Self-learnt Machine Learning and Data Science enthusiast.

  • ๐Ÿ”ญ Iโ€™m currently working on credit and market risk model validation

  • ๐ŸŒฑ Iโ€™m currently sharpening my skills in Python , R, and SQL

  • ๐Ÿ‘ฏ Iโ€™m looking forward to create more awesome projects on ML and DS


Languages and Tools

I enjoy learning programming languages that helps me to improve my dayly work and increase my productivity , such as:

  • R
  • Python
  • SAS
  • Matlab
  • SQL

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