Risk Consulting Associate Director, Financial Services Risk Management

Currently working on redeveloping the corporate internal credit risk rating system (ICRRS) of a top Philippine bank, representing majority of their business. Implemented IFRS 9 expected credit loss (ECL) models for financial services companies, from consolidation and processing of client data, development of probability of default (PD) and macroeconomic overlay models, to calculation of loss given default (LGD) and exposure at default (EAD). 

Details:
▪ Involved in an internal effort to automate some processes in the ECL model development pipeline. 
▪ Prepared and delivered internal and external knowledge transfer sessions on different aspects of ECL model development, such as data preparation, modeling methodologies, and model selection.

Risk Consulting Senior Associate, Financial Services Risk Management 

Unistar Credit and Finance Corporation

Provided sales forecasts using time series methods/machine learning models; contributed to the company's initial data governance policy and metadata creation as part of the Data Architecture team; prototyped a risk-based pricing engine using survival models; and built risk profiles of existing customers to develop a credit application scorecard for new customers.

Details:
▪ Consolidated customer and transactions data from multiple sources and developed an application scorecard to predict the probability of default for a new customer at the time of loan application.
▪ Created modules of a Flask/Python web application for scoring individual and batch applications as a tool to assist manual adjudication, which includes a user interface for data entry of individual applications. Volume of processed loan applications is expected to increase 5-fold.

▪ Provided monthly brand-new motorcycle sales forecasts for 250 stores nationwide (covering 2022 and 2023) to assist in annual planning decisions while considering the effects of the pandemic.
▪ Estimated the company's annual market share on the nationwide motorcycle sales using an industry-wide sales forecast for 2021-2027, including the effects of the pandemic.

▪ Contributed to crafting the data governance policy for the company as part of the Data Architecture team in collaboration with the IT and Information Security, Operations, Collections, and Finance departments.

Data Scientist

University of the Philippines

Prepared and delivered lectures and exercises on physics fundamentals for undergraduate engineering and science students. Facilitated elementary physics and computational physics laboratory activities; delivered short lectures on computer programming, modeling methods, data analysis, technical writing, and presentation.

Details:
▪ Lecture instructor – prepared and provided lectures and exercises for 50–100 students (large class) or 20–30 students (discussion class) of science, engineering, and architecture in accordance with a departmental syllabus (6.5 hours/week).
▪ Laboratory instructor – facilitated laboratory procedures, provided short lectures on computer programming and modeling methods, data analysis, technical writing, and presentation for 15–25 students (6 hours/week).

Instructor of Physics 

Financial services professional with 3 years of experience in advanced data analytics such as credit risk model development and validation for financial institutions/banks. Trained in computational and theoretical physics, engaged in academic research and university teaching for 3 years. Continuously working on applying statistical modeling and machine learning, time series analysis and forecasting, survival analysis, and other mathematical tools to business use cases (such as demand forecasting, marketing analytics, and credit risk modeling).

Taplio

Robertson Esperanza's Linkedin Analytics

Robertson Esperanza

Ready to grow your LinkedIn presence?

Taplio

.css-6ytdur{background-image:linear-gradient(284deg, rgba(39, 43, 72, 1) 0%, rgba(33, 47, 183, 1) 100%);color:transparent;-webkit-background-clip:text;background-clip:text;}Robertson Esperanza's Linkedin Analytics

Robertson Esperanza

Ready to grow your LinkedIn presence?

Robertson Esperanza's Linkedin Analytics