Rodrigue Chidiac

- Developed, tested, and deployed statistical and machine learning models to assess credit risk and predict customer behavior. - Created, evaluated, and optimized lending strategies to enhance risk management and profitability. - Developed frameworks enabling the creation of highly predictive classification models, tailored to client-specific requirements or designed as challenger models to industry best practices. - Acted as an analytical consultant, delivering complex solutions and implementation support for clients across multiple industries. - Managed end-to-end analytical projects, from solution design and data integrity assessment to documentation and implementation. - Partnered with internal and external stakeholders to define analysis parameters, performance metrics, and implementation requirements for decision tools and strategy monitoring.

- Built statistical models for credit risk scoring, serving international banks and financial institutions. - Created advanced Machine Learning-Based Early Warning Systems to identify and mitigate potential credit risks proactively. - Designed churn and retention models, integrating risk-based pricing strategies to optimize loan portfolio performance and quality. - Collaborated with Clients to Address Credit Risk Challenges – Partnered with clients to understand their business goals and deliver tailored solutions to address credit risk issues effectively.

- Developed and implemented advanced internal rating-based (AIRB) models for retail and small business portfolios. - Created internal probability of default (PD) models for Corporate and SME portfolios to enhance credit risk assessment. - Deployed Electronic Credit Application Systems, an automated loan origination solution aligned with internal policies, risk drivers, and procedures. - Performed Data Analysis and Modeling utilizing SAS, SQL, and Prometeia’s proprietary data warehouse tools to conduct in-depth data analysis and support decision-making.

Performed extensive quality control tests for the risk management / VaR module

- Produced multiple life insurance products for housing loans and education plans; - Developed Pension plans; - Periodical calculation of mathematical reserves for reporting purposes for multiple insurance companies.

As part of the Actuarial Science Master’s degree requirements, I proposed an alternative portfolio insurance investment method as a replacement for structured products offered by the bank, which generates high return on investment when the market is performing using leverage, while protecting the funds in case of a downturn.