Adrián Díaz Moreno, FRM

Experience

• 

  CERN

  Jun 2016 - Sept 2016

  Research Student

  Refactoring, extending, and adapting old software monitoring tools for CMS detector systems to the new ElasticSearch engine hosted at CERN.

• 

  KPMG España

  Nov 2016 - now

  I joined the Financial Risk Management Department at KPMG in 2016, adding 8 years of experience in risk management, regulatory reporting and regulatory compliance. My experience is focused on the Risk Management domain. Besides, have worked with national and international banks in the European geography, with specific focus on Credit Risk modelling and validation according to IFRS9, CECL and IRB standards. Proven transversal programming skills (e.g., SAS, SQL, Python, R, MatLab, Java, C ++). Current and past clients include some of the leading entities in the banking industry.IRB/CECL/IFRS9 Model Validation and Development – Wide experience in model validation and development under IFRS9, IRB and CECL standards, including Stress Testing. Implementation of the IFRS9 ECL calculation engine. High collaboration among the areas involved in the implementation was required. Implementation of monitoring tools for Credit Risk parameters (i.e., PD, EAD and LGD) and SICR criteria.ECB IFRS9 Model Remediation - Assistance in the analysis and assessment of methodology solutions for the remediation of findings issued by the ECB in previous inspections of IFRS9 models (i.e., PD, LGD and EAD).Academic Training - Development of Credit Risk academic courses for an international financial entity (e.g., Score Models, Credit Risk parameters and Machine Learning techniques). Show less

  • Senior manager

    Oct 2024 - now

  • Manager

    Nov 2021 - Nov 2024

  • Senior Consultant

    Nov 2016 - Nov 2021