Raúl Zornoza Lebrons
Credit Risk Data Scientist At Santander Consumer Finance HQ
Summary
Experienced Data Scientist specializing in developing and deploying advanced machine learning models, with expertise in credit risk, cloud-based solutions, and large-scale data analysis. I combine a solid background in economics with advanced technical skills in Python, SQL, and AWS to deliver high-impact solutions. With over three years of experience as a model developer and a proven ability to solve complex problems, I am seeking a senior role in a team providing data-driven solutions.
Overview
6
6
years of professional experience
4
4
Certifications
2
2
Languages
Work History
Credit Risk Data Scientist
Santander Consumer Finance
01.2022 - Current
- Design and implement application and behavior scoring models for retail portfolios across Santander Consumer units. Built expected loss and macroeconomic stress-testing models to improve risk-pricing strategies.
- Extended modeling capabilities to non-credit risk areas, including fraud detection and car residual value prediction.
- Transitioned model training workflows to AWS, achieving improved efficiency and scalability.
Junior Consultant
Bluecap Management Consulting
05.2021 - 01.2022
- Validated IRB credit risk models (PD, LGD, CCF) from main financial institutions to ensure regulatory compliance and robustness
- Developed debt collection propensity models using Python, PySpark and machine learning frameworks.
- Contributed to strategic initiatives in credit risk management for financial institutions.
Market, Structural, Liquidity Risk Analyst Trainee
Santander Consumer Finance HQ
09.2020 - 05.2021
- Analyzed liquidity risk metrics, including LCR and NSFR ratios, and conducted interest rate risk stress tests under Basel III regulatory framework
- Monitor intraday liquidity risk with current macroeconomic and market indicators
- Implemented scenario analysis to calculate EVE and NII sensitivities
Finance CIB Trainee
BBVA
01.2019 - 08.2019
Education
Master of Science - Data Science & Big Data
Escuela De Organización Industrial
04.2001 -
Bachelor's Degree - Economics
Universidad Carlos III De Madrid
04.2001 -
International Exchange - Economics
WU (Wirtschaftsuniversität Wien)
04.2001 -
International Exchange - Economics
University of California Los Angeles (UCLA)
04.2001 -
Skills
- Python programming
- SQL databases
- Machine learning
- Amazon Web Services
- Spark
- Business perspective
Certification
AWS Cloud Practitioner CLF-02
Timeline
Credit Risk Data Scientist
Santander Consumer Finance
01.2022 - Current
Junior Consultant
Bluecap Management Consulting
05.2021 - 01.2022
Market, Structural, Liquidity Risk Analyst Trainee
Santander Consumer Finance HQ
09.2020 - 05.2021
Finance CIB Trainee
BBVA
01.2019 - 08.2019
Master of Science - Data Science & Big Data
Escuela De Organización Industrial
04.2001 -
Bachelor's Degree - Economics
Universidad Carlos III De Madrid
04.2001 -
International Exchange - Economics
WU (Wirtschaftsuniversität Wien)
04.2001 -
International Exchange - Economics
University of California Los Angeles (UCLA)
04.2001 -
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