Vice President CIB QR - Quantitative Research Wholesale Capital Modeling at JPMorgan Chase
New York, New York
Vice President CIB QR - Quantitative Research Wholesale Capital Modeling @ JPMorgan Chase & Co. Greater New York City AreaVice President @ PNC • Development, validation, documentation of credit risk models for regulatory and rating purposes (Basel, CCAR, ALLL, CECL, Risk Rating, Origination Scorecard)• Extensive experience in retail and wholesale portfolios• Management of regulatory requirements • Conceptual...
Vice President CIB QR - Quantitative Research Wholesale Capital Modeling @ JPMorgan Chase & Co. Greater New York City AreaVice President @ PNC • Development, validation, documentation of credit risk models for regulatory and rating purposes (Basel, CCAR, ALLL, CECL, Risk Rating, Origination Scorecard)• Extensive experience in retail and wholesale portfolios• Management of regulatory requirements • Conceptual development and quality assessment of models • Significant contribution to the Organization institutional modeling knowledge• Construction of solid processes to overcome challenging data requirements• Smooth navigation across different statistical software (SAS, R and Python) From August 2015 to December 2017 (2 years 5 months) Greater Pittsburgh AreaAssociate Director - Senior Economist @ Moody's Analytics • Consulting projects with major financial institutions in the US and abroad: model development and validation, working on-site and off-site• Wide experience modeling credit portfolios and economic/financial variables• Recognized for great client service• Effective communication of complex financial concepts to diverse audiences • Motivated and engaging leader, experience managing other economists• Thought leadership: successful record in developing new products • Thorough knowledge of regulatory requirements: guided clients to complete CCAR, DFAST, EBA submissions successfully• Excellent programming skills (Stata and SAS) From June 2012 to August 2015 (3 years 3 months) West Chester, PAAdjunct Professor @ West Chester University of Pennsylvania • Taught at the WCUPA Economics Department• Great relationship with students and University Faculty, excellent student reviews From January 2013 to June 2013 (6 months) West Chester, PAIntern @ IMF - International Monetary Fund Developed a research project on the importance of central bank balance sheet for monetary policy that led to the publication of the IMF Working Paper (No. 12/60):http://www.imf.org/external/pubs/cat/longres.cfm?sk=25747.0Paper was mentioned in the 01/24/2015 edition of The Economist (Free Exchange session):http://www.economist.com/news/finance-and-economics/21640363-ecb-and-swiss-national-bank-should-be-much-more-relaxed-about-losing From May 2011 to August 2011 (4 months) Washington DC
JPMorgan Chase & Co.
Vice President CIB QR - Quantitative Research Wholesale Capital Modeling
Greater New York City Area
PNC
Vice President
August 2015 to December 2017
Greater Pittsburgh Area
Moody's Analytics
Associate Director - Senior Economist
June 2012 to August 2015
West Chester, PA
West Chester University of Pennsylvania
Adjunct Professor
January 2013 to June 2013
West Chester, PA
IMF - International Monetary Fund
Intern
May 2011 to August 2011
Washington DC
What company does Pedro Castro work for?
Pedro Castro works for JPMorgan Chase & Co.
What is Pedro Castro's role at JPMorgan Chase & Co.?
Pedro Castro is Vice President CIB QR - Quantitative Research Wholesale Capital Modeling
What industry does Pedro Castro work in?
Pedro Castro works in the Financial Services industry.
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