Machine learning for financial risk management
A framework for estimating Basel IV capital requirements.
A systems-thinking essay arguing that most optimization quietly trades away buffers, slack, and resilience to make present metrics look better. It reframes efficiency as borrowing stability from the future, and shows how education, workforce, infrastructure, markets, and hardware all get optimized into fragility.
The repo contains the main topics carried out in my master's thesis on operational risk. In particular, it is described how to implement the so called Loss Distribution Approach (LDA), which is considered the state-of-the-art method to compute capital charge among large banks.
Risk-based SLA compliance and remediation pressure monitoring framework built in Power BI with custom prioritization logic.
Explainable operational risk intelligence for multi-stage supply chains, combining geopolitical risk signals, D1–D4 risk propagation, counterfactual analysis, and human-in-the-loop decision support.
Build AI-driven crypto trading infrastructure with compliance-first tools for trusted digital finance
Analytical portfolio demonstrating transaction monitoring, judgment-based alert review, and Excel-driven risk analysis across fraud, AML, and KYC workflows, with a focus on regulator-safe decisioning and operational consistency.
Operational risk Monte Carlo (Poisson/Lognormal) for collision losses—methods, R code, and 99.9% capital estimate.
End-to-End data engineering pipeline (Python/PostgreSQL) and interactive Power BI dashboard designed to identify compliance risks and automate financial anomaly detection.
A quantitative framework for modeling Operational Risk Capital under Basel III standards using the Loss Distribution Approach (LDA). Implements Monte Carlo convolution of Poisson frequency and Generalized Pareto (Heavy-Tailed) severity distributions to calculate the 99.9% Value at Risk (VaR).
Operational Risk and Reliability Analytics: Python, SQL, and Power BI system for failure probability, severity, utilization thresholds, reliability analytics, and cost exposure.
Risk Analytics audit of EU DSA transparency reports, translating 359.85M enforcement measures into a human-review and quality-governance framework.
NIST SP 800-34 aligned Business Continuity Plan and Risk Profile for FinTech organizations. BIA, RTO/RPO definitions, dependency mapping, critical process analysis, and resilience strategies for governance and audit readiness.
Power BI complaint risk dashboard for executive reporting, timeliness monitoring, company benchmarking, drill-through, and governance.
Streamlit dashboard monitoring 300 vendor contracts - composite risk scoring across SLA, data issues, and expiry urgency, 30/60/90-day renewal flags, root cause tagging, and 3-sheet Excel action reports. Live app deployed on Streamlit Cloud.
LDA probabilistic risk profiling — latent risk archetypes, portfolio mix drift, book-transfer segmentation
AI That Finds What's Quietly Killing Your Business
🧪 Laboratorio Docker-first con 12 problemas reales de ingeniería resueltos en 5 stacks (PHP · Python · Node.js · Java · .NET): rendimiento, observabilidad, resiliencia, modernización legacy y arquitectura — con evidencia operacional verificable 🐳
Independent research on AI runtime governance, evidence of control, observability, and human authority at the point of execution.
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