Tomás Veiga
Manager @EY
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WORK HISTORY
Manager @EY
London, GB
EDUCATION
USP - Universidade de São Paulo
Master of Business Administration - MBA, Matemática e Ciência da Computação
Escola Nacional de Ciências Estatísticas
Master's degree, Population Studies and Social Statistics
Universidade de Brasília
Bachelor's degree, Statistics
SKILLS
ABOUT TOMÁS VEIGA
With over ten years of experience in data science, statistics, financial risk management, and programming languages. Solid knowledge of SAS, R, Python, Excel. Successfully implemented credit and market risk models according to BIS requirements in Basel II. Led and developed multi-functional teams to identify and implement solutions to manage risk problems, resulting in significant profitability and broad organizational impact. Developed and validated IFRS 9 ECL PD, LGD, and EAD models for both retail and wholesale portfolios, as well as validated IRB models. Participated in external audit engagements focusing on credit risk, covering a review of IFRS 9 models and the calculation process.
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