Jorge Ribeiro currently works in the area of econometric model management and development in the retail credit risk industry. He has worked previously as a stress test methodology manager at Yorkshire Bank, head of modeling at Direct Line Group Insurance, Vice President of Barclays Bank in the internal validation unit, head of modeling at HML Mortgages (IFRS 9), and principal data mining and modeler consultant at JD Williams & Co. in the United Kingdom. As a former professor of mathematics, he has more than 20 years of academic experience in advanced econometric techniques, such as vector autoregressive and Bayesian analyses, as well as rational expectations and brand awareness with latent variables using factor analysis and constraint optimization for call center management. He has used SAS since 1986 and has attended more than 50 SAS training courses and has presented at conferences worldwide over the past 25 years. Jorge holds a master's degree in economics from the Fluminense Federal University in Rio de Janeiro. He completed postgraduate work in financial modeling using SAS, and he attended the doctoral program in financial econometrics at the Universit (c) de Nantes.
"All in all, this book provides a very high quality handbook for any IFRS9 or more generally Credit Risk practitioner and highlights the strong capabilities of SAS for this purpose." -- Michel Biela "Biela Analytics Ltd"