Borja Huidobro
Credit Risk Models - Economic Capital Analyst at CaixaBank
Madrid, Community of Madrid, Spain
Summary
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Rockstar🎓
Top SchoolBorja Huidobro is a credit risk modeller and economic capital analyst with seven years’ experience across major Spanish banks and PwC, combining deep technical skills with strong functional knowledge. He specializes in credit risk model development and monitoring, impairment methodologies (IAS39/IFRS9), ICAAP reporting, and LGD/Non-Cure Rate calibration following EBA guidance. Comfortable coding and automating end-to-end processes, he uses SAS, SQL, R, SPSS, VBA and QlikView to build dashboards, projections and regulatory reports. At CaixaBank he leads economic capital parameter calibration and quarterly reporting to the Global Risk Committee while supporting integration projects across subsidiaries. Known for delivering within tight deadlines, he also brings practical experience validating implementations and translating regulatory guidance into operational methodology. Based in Madrid, his actuarial and finance background enables him to bridge quantitative modelling and business decision-making in high-stakes risk environments.
7 years of coding experience
BSc Business Administration, Accounting and Finance, BSc Business Administration, Accounting and Finance at Universidad Autónoma de MadridCharles III University of Madrid (Universidad Carlos III de Madrid)Colegio San AgustínLatvijas Universitate
Spanish, English
Github Skills (200)
model-management10
datasets10
data-science10
sqlalchemy10
python10
pandas10
mlflow10
webargs10
kubernetes10
tensorflow10
command-line-utility10
lifecycle10
machine-learning10
netcdf10
documented10
Programming languages (13)
Github contributions (5)
EOSC-synergy/o3skim
Aug 2020 - Oct 2022
Contributions:471 commits in 2 years 2 months
BorjaEst/neurnet
Aug 2019 - Aug 2020
Contributions:105 commits, 20 pushes, 8 branches in 11 months
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