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Roberto Paterna

Roberto Paterna

Model Risk Management

Credit Agricole | Italy

Technologies

My Portfolio Highlights

My New Course

Quantitative Risk Management in Python

My New Course

Quantitative Risk Management in Python

Data guru, harnessing the power of information for actionable insights.

My Work

Take a look at my latest work.

course

Credit Risk Modeling in Python

Python
course

Machine Learning with scikit-learn

Python
course

Quantitative Risk Management in Python

course

Unsupervised Learning in Python

Python
course

Hypothesis Testing in Python

Python
course

Credit Risk Modeling in Python

Python

DataCamp Course Completion

Take a look at all the courses I’ve completed on DataCamp.

Courses

Introduction to Python
Introduction to SQL
Intermediate Python
Intermediate SQL

My Work Experience

Where I've interned and worked during my career.

Credit Agricole Auto Bank | Jul 2024 - Present

Risk Management - Model Validation & Backtesting

Analysis and validation of methodologies and processes for the measurement and management of the risk of the group, activities carried out within the Risk & Permanent Control Department HQ-Model Risk Validation & Backtesting Team, an independent unit with direct report of the Head of Risk, specifically : - Validation of models, processes and policies relating to the main systems for measuring credit risks, market, operational and liquidity (e.g. residual values, scorecards, anadefi rating, IFRS9, PD, LGD, Irrbb, etc.) in order to identify and manage potential model risks. - Transparent communication of the results and recommendations that emerged from the validations made with management, committees and Bods. - Maintenance of the cartography containing all the models of the bank, supervision of the performance of the latter and related follow -up following the recommendations that emerged from the validations. - Contribution to the preparation and updating of the main risk governance framework (e.g. RAF, ICAAP, ILAAP, Resolution Plan, Stress Testing). - SAS, Python, SQL Programming
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Credit Agricole Auto Bank | May 2022 - Jun 2024

Credit Analysis Specialist

Management and mitigation of credit risks associated with financing requests, activities carried out in the Turin Headquarter CAAB (ex FCA Bank), within the Retail & Corporate Underwriting Department, Team Heavy Weight Vehicles & Leisure Vehicles (Central Italy Area), Specifically: - Analysis and evaluation of loan requests relating to legal entity clients for retail, leasing and rental products. - Evaluation and trust of Corporate customers through in-depth analysis of corporate data, analysis of financial statements and consolidated financial statements according to the OIC principles and according to the principles IAS/IFRS, verification of the main databases (CRIF, CERVED, IRIS, ASSILEA, etc.) and simultaneous preparation of credit dossiers. - Collaboration with interfunctional teams, including Risk Management, Residual Management, Fraud Governance, Customer Due Diligence, and the Sales Area Manager. - Application of corporate strategies and polycies adopted, report with sales entities and commercial structures regarding the credit decisions made. - Application of the credit strategies and rules adopted. - Operational support for Divalia S.p.A (Company controlled by CA Auto Bank) in the evaluation of the creditworthiness for the Rental product during Backlog periods.

BNP Paribas Personal Finance | Oct 2020 - Oct 2021

Credit Analyst

Analysis and assessment of creditworthiness and study of loan applications: -Collection and evaluation of documents, income analysis, reading and analysis of CRIF, CTC, CERVED databases, protests archive. -Evaluation of the evolution of the social-economic situation of customers and possible risks in granting credit.

Studio Vasta | Nov 2018 - Jun 2020

Senior Accountant

Accounting and balance sheet analysis, writing of all types of company accounting documents, specifically: - Bookkeeping through management software (Profis/Excel) of companies in simplified accounting regime and in ordinary regime - Drafting and filing of financial statements, updating of accounting registers, corporate books, management of company assets, settlement entries, cash and bank management, check of first notes and processing of customer/supplier lists - Reclassification and balance sheet analysis - Liquidations and periodic communications of VAT, intrastat, F24 payments - Drafting of Single Certifications, Models 730, sector studies, withholding tax management, various practices.Accounting and balance sheet analysis, writing of all types of company accounting documents, specifically: - Bookkeeping through management software (Profis/Excel) of companies in simplified accounting regime and in ordinary regime - Drafting and filing of financial statements, updating of accounting registers, corporate books, management of company assets, settlement entries, cash and bank management, check of first notes and processing of customer/supplier lists - Reclassification and balance sheet analysis - Liquidations and periodic communications of VAT, intrastat, F24 payments - Drafting of Single Certifications, Models 730, sector studies, withholding tax management, various practices.

CONSORZIO DI BONIFICA 9 CATANIA | Mar 2016 - Jun 2016

Accountant

Activities: - Management of company software for the insertion of personal data and bank details of suppliers - Control and monitoring of monthly invoices - Assisted editing of the Forecast Budget with FPV, FCDE according to Legislative Decree n. 118/2011 - VAT payment with F24 model - Filing Documents

My Education

Take a look at my formal education

Financial Modeling & Valuation Analyst (FMVA) ® in Corporate Finance Institute® (CFI) | 2024
Investment Management with Python and Machine Learning in EDHEC Business School | 2023
Certificate Financial Markets - Coursera, Finanza, generaleYale University | 2021
Laurea , Economia aziendale (Business administration)Università di Catania | 2018

About Me

Roberto Paterna

Over the past few years, I have gained experience in the banking sector, specializing in Model Risk Management, Investment Management, and Data Science. I am currently part of the Risk & Permanent Control department at CA Auto Bank HQ, where I work o

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