MANUEL ANGEL GUZMAN CABA

Biography

•Currently Partner in the Research and Development area at Management Solutions, leads four areas of work:•Knowledge management: Design, coordination and monitoring of training plans for the entire Firm together with experts by knowledge areas; coordination of ad-hoc courses; management of content updates and annual review.•Innovation and Methodology: Coordination of the development of internal methodologies, including Machine Learning, for risk management in Financial Institutions (e.g. credit risk modelling, IFRS9, model risk, risk-adjusted pricing, etc.), benchmark analysis, preparation of analytical studies on innovation in the financial sector (e.g. AI applied to reputational risk management, management of risks associated with climate change, AutoML, data science, qualitative and quantitative aspects of model risk, among others), and collaboration with the development of the Firm's value propositions.•Regulatory: monitoring and analysis of banking, insurance, energy and telecommunications regulations.•Economic situation: review of quarterly macroeconomic reports of different countries in the EU, USA and LatAm.•Member of the monitoring committee of the iDanae Chair in Big Data and Analytics, created in collaboration with the Polytechnic University of Madrid. On the other hand, develops modelling projects and associated parameters and their validation, and has participated in model supervision projects with European financial supervisors (TRIM).•In parallel, is an associate professor at ICADE Business School, where teaches Advanced Analytics sessions, and gives specific training sessions, focusing on risk analysis and management. Previously, worked at a Bank G-Sib, where developed functions in capital measurement (solvency projection and regulatory stress tests, capital, supervisory requirements and benchmarking), and management of statistical tools and management integration.•Prior to joining the Bank, worked at Management Solutions as Senior Experienced in methodology development projects, parameter estimation (PD, LGD, EAD) and management tools in Spanish and international financial groups.