Model Risk & AI Governance
Validation of model design, performance, stability and regulatory compliance, with emphasis on explainability and responsible AI.
Model Risk · Quantitative Finance · Agentic AI
Carlos Jiménez Díaz, FRM
Senior risk and analytics leader with 15+ years in financial services. I build, validate and govern the models behind high-stakes decisions, from traditional machine learning to agentic AI.
- Years in finance
- 15+
- Markets worked
- 3US · Spain · Venezuela
- Graduate degrees
- 3MBA + 2 Master’s
- Designations
- FRMCNMV · CFA Level III in progress
About
Independence, discipline and a long-term perspective.
I am a senior financial professional specialising in financial analysis, valuation and advanced analytics, with a career spanning corporate finance, asset management, Big Four consulting and enterprise model risk.
For the past eight years I have focused on financial analysis under IFRS and US GAAP, company valuation, trading-strategy development, portfolio analysis and M&A, underpinned by quantitative finance, machine learning and AI, and always with risk management at the core.
Today, within Charles Schwab’s Model Risk Oversight organisation, I help validate and govern advanced risk models with a strong focus on AI and machine learning. I translate sophisticated methodologies into practical, auditable and defensible solutions. I care about model integrity, explainability and the responsible adoption of AI in large-scale financial environments.
Expertise
Where risk, markets and machine intelligence meet.
Risk Management
Credit and market risk, stress testing (PD · LGD · EAD under macro scenarios), VaR / CVaR and robust control frameworks.
Quant Finance & Machine Learning
From regression, SVR and tree ensembles to neural networks, NLP sentiment and agentic AI applied to financial problems.
Financial Analysis & Valuation
IFRS and US GAAP analysis, intrinsic value and moat assessment, company valuation and M&A support.
Wealth & Asset Management
Portfolio construction and asset allocation tailored to risk tolerance, objectives and a long-term horizon.
Trading Strategy Development
Data-driven systematic strategies, cointegration and pair trading, and rigorous performance-versus-risk evaluation.
Toolkit
Statistical & mathematical analysis
AI, agents & agentic frameworks
End-to-end deployment & delivery
Risk & finance
Experience
A career built across three continents of finance.
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Senior Manager, Risk Analytics - Modeling
Charles Schwab · Model Risk Oversight
Part of the team responsible for the validation and governance of advanced risk-management models, with a strong focus on artificial intelligence and machine learning applications.
- Evaluate model design, performance, stability and regulatory compliance across enterprise risk functions.
- Partner with quantitative, technology and business teams to assess model risk and strengthen controls.
- Translate sophisticated quantitative and AI methodologies into auditable, defensible risk solutions.
- Champion model integrity, explainability and responsible AI adoption at enterprise scale.
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EY · 5 yrs 8 mos
Senior Manager, Analytics & Insights, FSO
May 2024 - Sep 2025 · New York, NY
- Artificial intelligence: led AI and advanced analytics engagements for US financial services clients in Risk Management and Wealth & Asset Management.
- Designed and delivered AI solutions end to end, from use-case definition and model development to production deployment and client handover.
- Business development: identified new opportunities, built proposals and grew senior relationships with banks and asset managers.
- Pre-sales: supported pre-sales activities with alliance partners and clients, including solution design, demos, proofs of concept and commercial proposals.
- Team leadership: directed local teams in New York and offshore delivery teams in India, setting priorities, reviewing quality and coaching team members.
- Developed risk-management frameworks and optimised wealth and asset strategies for clients.
Senior Manager, Data & Analytics, EY wavespace
Oct 2021 - Apr 2024 · Madrid, ES
- Led the Data & Analytics team at EY wavespace: data scientists, analysts and technical specialists.
- Owned DnA business development across EMEIA: proposals, pitches and negotiation of high-value projects.
- Directed multiple Risk and WAM programmes end-to-end, on time, on budget and to quality standards.
- Drove adoption of advanced analytics and data-driven decision-making across the organisation.
Manager, Technical Lead for Key Financial Projects
Feb 2020 - Oct 2021 · Madrid, ES
- Stress testing: designed and validated PD, LGD and EAD frameworks under macroeconomic scenarios.
- IBOR transition: loan-portfolio repricing and impact assessment to alternative reference rates.
- Securitization: portfolio simulation, tranche analysis and capital allocation.
- Credit Suisse: model validator for the market-making department, covering smart order routing (SOR), derivatives (options and futures), equity and fixed income models, in line with MiFID II RTS 6 (EU Delegated Regulation 2017/589).
- AI trading platform: led the design of an AI-driven trading platform for a hedge fund client.
- Model validation: tested algorithmic and credit-risk models for several European banks.
- Credit and market risk assessment, banking audit and wealth & asset management engagements.
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Senior Data Scientist
Winning Scientific Management
- 360° transaction monitoring (AML): detected money-laundering activity across a global bank’s corporate & investment banking network.
- Financial crime compliance: strengthened fraud, bribery and corruption detection frameworks and reported to senior management and regulators.
- Partnered with IT, compliance and risk teams; delivered training on AML tools and methodologies.
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Quant Investment Analyst
Kappa Capital Management
- Optimised portfolio asset allocation and assessed performance against risk metrics including VaR and CVaR.
- Built ML-driven trading strategies using linear & polynomial regression, SVR, decision trees, random forests and neural networks.
- Ran cointegration-based pair-trading strategies and NLP sentiment analysis on filings, earnings calls and social media.
- Valued companies and complex instruments across equities, fixed income, FX, rates and credit; issued buy/sell recommendations.
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Senior Financial Analyst
Grupo Kovoca C.A.
30% → 23%Effective tax rate+15% / yrNet profit growth, 2010-2014+200%Market share & client base- Led the finance department: budgeting, cost control, FX and treasury management, KPI analysis (ROI, ROE, ROCE, EVA).
- Managed dual-currency financial statements, forecasts and transfer-pricing analysis; reported to shareholders.
- Owned relationships with lenders, collateral agents and legal counsel; led key capex and product-line investment decisions.
Education
Engineering foundations, finance by design.
Master in Financial Markets, Investments & Securities
EAE Business School · Spain
Master in Finance, Corporate Finance
ENAE Business School · Spain
Master of Business Administration (MBA)
IESA · Venezuela
Specialist in Digital Telecommunications
Universidad Central de Venezuela
Electrical Engineer
Universidad Metropolitana · Venezuela
Credentials
Licenses & certifications.
Financial Risk Manager
GARP · Issued March 2020
Certified Financial Advisor
CNMV (Spain) · Issued February 2018
In progress
CFA
CFA Program
CFA Institute · Levels I and II passed, Level III pending
Contact
Let’s talk about risk, models and the future of AI in finance.
Open to conversations on model risk, AI governance, quantitative strategy and advisory opportunities.