Miguel Zafra
Credit Risk Models Specialist At Risk Quant Force at Nova Talent
Greater Madrid Metropolitan Area Spain
Summary
👤
Senior🎓
Top SchoolMiguel Zafra is a credit risk measurement specialist with 8+ years’ experience designing and auditing regulatory capital (SA/IRB) and provisioning (IFRS9) frameworks, now applying that expertise at BNP Paribas Risk Quant Force. He blends deep statistical and machine learning skills (including ML/DL and NLP) with hands-on data work and model replication to deliver actionable, data-driven insights across international banking units. At BBVA he led multidisciplinary audit teams, translated technical findings into business solutions, and trained 100+ colleagues in analytics, proving an ability to bridge risk, IT and business stakeholders. Miguel also brings a product-minded edge from co-founding a social enterprise and a practical data science portfolio—his GitHub project on news classification demonstrates end-to-end feature engineering and model development. Based in Greater Madrid, he pairs rigorous quantitative training (MSc Data Science, CFA Level I passed) with pragmatic leadership in high-stakes regulatory environments.
8 years of coding experience
9 years of employment as a software developer
CFA Level I passed, CFA Level I passed at CFA InstituteMaster of Science (MSc) in Data Science, Master of Science (MSc) in Data Science at KSchoolBachelor of Science (BSc) in Industrial Engineering Specialized in Industrial Management, Bachelor of Science (BSc) in Industrial Engineering Specialized in Industrial Management at Universidad Politécnica de Madrid
Spanish, english (c1), French
Stackoverflow
1reputation
0reached
0answers
0questions
Github Skills (6)
scikit-learn10
pandas10
exploratory-data-analysis10
python10
r10
scikit10
Programming languages (1)
Github contributions (5)
miguelfzafra/Latest-News-Classifier
Dec 2018 - Jul 2019
Master in Data Science Final Project
Role in this project:
Data Scientist
Data ScientistContributions:45 commits, 35 pushes, 1 branch in 7 months
Contributions summary:Miguel primarily focused on data analysis and model development for a news classification project. The commits demonstrate the creation of a dataset from various news sources, including file handling and data manipulation using R. Furthermore, the user is involved in exploratory data analysis using Python, which includes data loading, and plotting using pandas and seaborn. Finally, the user implemented feature engineering, including text processing techniques, and the application of a TF-IDF vectorizer, as well as splitting the dataset into training and testing sets.
data-science
miguelfzafra/Deep-Learning-Specialization
Nov 2018 - Apr 2020
Contributions:20 commits, 19 pushes, 1 branch in 1 year 5 months
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.