Sebastian Baldoncini

Economist with experience in Risk Analytics, Predictive Modelling, and Data Science, specialized in the development, implementation, and validation of credit risk models for retail and corporate banking. Focused on scoring/rating models and risk parameter estimation (PD, LGD, EAD) under Basel II/III and IFRS 9 (Expected Credit Loss) frameworks. Proficient in Python, SQL, R, SPSS Modeler, and KNIME, with end-to-end capabilities across exploratory data analysis, feature engineering, validation, documentation, and production deployment.

Senior Risk Modelling Analyst at Industrial and Commercial Bank of China S.A (2021-01 – Present)

• Developed and implemented scoring models (retail banking) and rating models (corporate banking) under IFRS 9 regulations, improving customer quality and supporting credit decision-making.
• Participated in the development of models and the estimation of PD, LGD, and EAD aligned with NIIF9/IFRS 9 standards.
• Prepared dashboards, MIS reports, and vintage analysis for monitoring delinquency by segments and products, providing insights for risk management.
• Designed and executed annual stress testing models aimed at improving the annual expected loss planning of different segments, including Financial Risk and Market Risk.
• Managed Data Mining rating models for credit evaluation processes, reducing approval times.

Senior Risk Analyst at Bank Columbia S.A (2021-01 – 2021-12)

• Managed the decision engine for loans, credit cards (Visa and MasterCard), and microloans, making rule/scorecard adjustments to optimize mass origination and credit line increase policies.
• Developed dashboards, MIS reports, and vintage analysis to monitor performance by segments and products, focused on detecting delinquency at an early stage.
• Participated in the acquisition of new portfolios and defined cross-selling product strategies aimed at improving portfolio growth and quality, in coordination with business teams and risk management.
• Calculated PD by customer/segment and performed model backtesting to support policies and limits.
• Performed credit-risk data mining and database exploitation (SQL, SPSS Modeler, Python/R) to generate insights and test hypotheses.

Senior Risk Analyst at Cencosud S.A (2018-01 – 2021-12)

• Analyzed and managed mass-market credit policy and decision engine processes focused on the retail banking segment and the granting of credit products such as personal loans and credit cards.
• Developed ad hoc and MIS reports to identify indicators and metrics such as customer indebtedness in the market, delinquency, portfolio performance, and inferred commitments with other institutions.
• Analyzed and managed pre-approved commercial policies for new customers, identifying in-store consumption patterns and conducting credit analysis of prospects. Managed credit-limit increase policies for mass and pre-qualified clients.
• Analyzed and managed credit limit increase policies for mass-market and pre-approved customers.

Senior Financial Analyst at Cencosud S.A (2016-01 – 2018-12)

• Supported the financial and commercial control of strategic agreements across the group's retail business units (Jumbo, Disco, Vea, Easy and Blaisten), analyzing business drivers, sales, financial costs, margins, profitability and customer purchasing behavior.
• Prepared monthly reports for management teams, tracking financial and commercial KPIs, incremental sales, sales forecasts, payment method share, financial costs and variances against commercial and budget targets.
• Built business cases and financial models to evaluate commercial initiatives, including cost estimation, sales projections, profitability analysis, incremental sales volume, impact scenarios and expected deviations.
• Analyzed payment methods, financing rates, banking costs and commercial conditions, identifying opportunities to optimize costs, improve margins and increase financial efficiency.
• Provided financial support to different management teams and business areas, delivering insights, recommendations and financial analysis to support strategic and operational decisions.
• Contributed to improving reporting processes, budget control, data validation and the quality of information used to monitor commercial and financial performance.
• Analyzed and controlled cash flow, income, expenses, stock profit and pension plan, monitoring financial KPIs, deviations against targets and key business drivers.
• Reviewed and approved financial statements for consolidation into quarterly, semi-annual and annual balance sheets, ensuring integrity, consistency and quality of financial information.
• Managed financial reporting for expense accounts in the U.S. and Canada, coordinating monthly closings, variance analysis and financial reports for regional stakeholders.
• Performed tie-outs of provisions, adjustments and accounting accounts, identifying inconsistencies, strengthening internal controls and helping reduce accumulated YTD losses across the U.S., Canada and the Caribbean.

Senior Accounting Analyst at IBM Argentina (2012-01 – 2016-12)

• Analyzed and controlled cash flow, income, expenses, stock profit and pension plan, monitoring financial KPIs, deviations against targets and key business drivers.
• Reviewed and approved financial statements for consolidation into quarterly, semi-annual and annual balance sheets, ensuring integrity, consistency and quality of financial information.
• Managed financial reporting for expense accounts in the U.S. and Canada, coordinating monthly closings, variance analysis and financial reports for regional stakeholders.
• Performed tie-outs of provisions, adjustments and accounting accounts, identifying inconsistencies, strengthening internal controls and helping reduce accumulated YTD losses across the U.S., Canada and the Caribbean.

Bachelor's in Economics in Economics – Universidad Nacional de San Martín (UNSAM) (2025-12)

High School Diploma in Economics and Business Management in Economics and Business Management – Instituto Paula Albarracín de Olivos

Specialized Diploma in Data Science in Data Science