Frank David Coro

Risk Analytics Model Specialist @Mercantil Bank

Miami, TX, US

Performed periodic validations of models and methodologies in accordance with the OCC Supervisory Guidance on Model Risk Management and Mercantil Bank Model Risk Management Policy.o Performed the validation of models, and support the execution of Action Plans derived from them for the following areas: Credit Risk: Moody’s Commercial Mortgage Metrics (CMM) Model, Moody’s RiskCalc V3.1 North America Large Firm Model, Moody’s RiskCalc V3.1 United States Model; and in-house developed models to compute ratings for banks, ratings at the MSA level for construction of real estate, and ratings at the MSA and submarket levels for income producing real estate. Treasury: BondEdge Total Return simulation algorithm, and an internally developed cash flow model.Market Risk: internally developed models for stress testing, liquidity gap, and mark to market.Mercantil Bank Investment Services: internally developed model to rank bonds’ issuers.Fraud: modified vendor models to detect and prevent fraud activity in Credit and Debit cards.Domestic Retail Banking: Baker Hill Origination System workflow methodology applied to bank-to-consumer and bank-to-business loan processes. • Developed and improved models and methodologies to address the risks impacting Mercantil Bank.• Created for the Information Security department tools necessary to identify, mitigate, monitor, control and report risk factors.• Supported the development of an annual stress test methodology to comply with DFAST rules.