Luis Guillermo Serpa
VP, Unsecured Lending - Acquisition Modeling @Citi
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WORK HISTORY
VP, Unsecured Lending - Acquisition Modeling @Citi
Develops and implements personal credit risk models in adherence to rigorous regulatory standards- Communicates analyses results and actionable recommendations to senior management and stakeholders- Performs implementation testing (User Acceptance Test - UAT) for recently developed risk models - Provides technical expertise, documentation and general consulting to Model Risk Management (MRM) and Policy teams. Engages with MRM during model reviews to answer requests for data and models’ technical summaries, and partners with Policy to consult on their analyses involving risk models• Generates data sets, documentation and ad hoc analyses for government audits under strict deadlines, ensuring quality compilation and adherence to mandated standards • Volunteers in internal groups to disseminate technical knowledge and encourage professional development
EDUCATION
University of Illinois Chicago
M.A., Economics
University of Illinois Chicago
Ph.D., Economics
Universidad Industrial de Santander
Bachelor's Degree, Economics
SKILLS
ABOUT LUIS GUILLERMO SERPA
Data science professional with ample experience in consumer credit risk and robust…
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