Diego Alvarez

Diego Alvarez is an economist with 10+ years of experience in the financial industry. He has been focused on the validation of market and credit risk models with recent work on CECL, home mortgage and integrated stress models. He also has experience as a market risk specialist in charge of the end-to-end process of the interest-rate Value at Risk and Expected Shortfall models. Diego has been teaching Economics since 2007 and has a BS, MS in Economics from University of Buenos Aires and University of San Andres as well as a post-graduate degree in Quantitative Finance from University of CEMA.

Diego’s current focus includes QRM, ADCO, and other mortgage-related models; credit models including credit scoring; CECL; and capital stress testing.