Experience

• 

  Universidad de buenos aires

  Jul 2021 - now

  – Risk Management.– Value at Risk (VaR) with different methodologies: Monte Carlo simulation, historical simulation,Delta Normal, Extreme Value Theory, etc.– Credit Risk (exposure, default probability, loss given default, stress scenarios, etc.)

  • Docente Auxiliar en "Bases Actuariales de las Inversiones y Financiaciones" (Actuarial 5)

    Feb 2023 - now

  • Docente Auxiliar en "Matemática para Economistas".

    Jul 2021 - Dec 2024
• 

  Deloitte

  Oct 2023 - now

  Risk advisory consultant

  – Estimation of Default Probabilities for Credit Models.– Validation of Scoring Models through various metrics.– Calculation of Credit, Operational, and Market Risk Capital.– Calculation of Risk-Adjusted Return on Capital (RAROC).– Risk Adjustment Calculation for insurance.– Knowledge of IFRS, Expected Credit Loss, Economic and Regulatory Capital, ESG, etc.

• 

  Universidad del salvador

  Aug 2024 - Jan 2025

  Profesor