Senior Quantitative Analyst
Jeison Gil is a Senior Quantitative Analyst and Manager for KDOA. He has more than 10 years of experience in quantitative finance, which has been devoted to model risk management, hedging of commodities, and research. For the last seven years, he has been dedicated to model risk management, with a focus on model validation, working for tier one banks in the United States and Europe. Jeison has validated a wide range of models, including ALM (Empyrean and other vendor models), CECL (Abrigo), BSA/AML (Verafin and machine learning models), and various other credit and market risk models, including capital stress testing.
Asset Liability Management (ALM), CECL / IFRS 9, Credit and Prepayment Risk, Market Risk, Credit Score Models
M.S. in financial engineering with a specialization in risk from the University of Medellin
B.S. in mathematics from Paris-Sorbonne University