Lorena de los Santos Bravo
Madrid
Summary
Credit Risk Consultant with experience in the development and monitoring of regulatory risk models (PD, LGD and EAD) within IRB and IFRS 9 frameworks for banking institutions. Strong quantitative background with a degree in Applied Statistics from the Universidad Complutense de Madrid and currently pursuing a Master’s Degree in Business Consulting at ICADE. Analytical profile with business orientation, problem-solving mindset and experience working in consulting environments for financial sector clients.
Overview
3
3
years of professional experience
1
1
Certification
Work History
Credit Risk Methodology Consultant
Management Solutions
Madrid, Spain
09.2024 - Current
- Participated in projects developing, calibrating, and monitoring credit risk models (PD, LGD, EAD/CCF) within IRB and IFRS9 regulatory frameworks.
- Conducted data analysis and processing for modeling purposes, ensuring accurate and reliable risk assessment.
- Streamlined credit risk methodologies and automated reporting using Excel, SAS, and Python.
- Prepared methodological documentation and delivered analytical insights to clients and internal stakeholders.
- Collaborated with cross-functional teams to enhance data quality, optimize processes, and support regulatory compliance.
Data Analyst Intern
Grupo MASMOVIL
Madrid, Spain
07.2023 - 11.2023
- Analyzed and optimized internal processes, proposing data-driven solutions and automating workflows.
- Defined, monitored, and maintained key KPIs to support business performance.
- Extracted, transformed, and analyzed data using BigQuery (SQL), Excel, and Python (Google Colab).
- Designed dashboards with Looker Studio and prepared reports to inform decision-making across teams.
Education
Master's Degree - Business Consulting
Universidad Pontificia Comillas ICAI-ICADE
Madrid, Spain01-2026
Bachelor's Degree - Applied Statistics
Universidad Complutense de Madrid
Madrid, Spain01-2024
Skills
Programming & Tools
- Python
- SQL
- SAS
- R
- BigQuery
- Advanced Excel
Core Expertise
- Credit Risk Modelling (PD, LGD, EAD/CCF)
- IFRS 9 and IRB frameworks
- Statistical modelling and data analysis
- Model monitoring and validation
- Data processing and analytics
Languages
Spanish
First Language
English
Upper Intermediate
B2
French
Beginner
A1
Certification
- SAS - Universidad Complutense Madrid Academic Specialization in Applied Statistics
Timeline
Credit Risk Methodology Consultant
Management Solutions
09.2024 - Current
Data Analyst Intern
Grupo MASMOVIL
07.2023 - 11.2023
Master's Degree - Business Consulting
Universidad Pontificia Comillas ICAI-ICADE
Bachelor's Degree - Applied Statistics
Universidad Complutense de Madrid