Applied Mathematician · Credit Risk Analyst @ Mercado Pago · Brazil
Applied mathematician (B.Sc., UNICAMP) turning large-scale financial data into decisions. I work on the models behind consumer credit — who gets credit, how much, at what price — which in practice means sitting between risk modeling, large-scale SQL, and translating portfolio behavior into something a business can act on.
Outside of work the interest is the same one from a different angle: what a model can actually prove, and what it only appears to. Usually that means probability, game theory, and simulations that turn out to be measuring the wrong thing.
Credit risk modeling — PD scorecards, expected loss, portfolio segmentation, policy design across risk tiers
Machine learning — classification benchmarks, feature importance, calibration and the gap between ranking well and being right about the level
Applied math & game theory — agent-based simulation, equilibrium and strategy analysis (Truco), gradient descent, simplex
Statistics & experimentation — A/B testing, cohort · vintage · funnel analysis, statistical power, and the difference between significant and worth anything
Data engineering & visualization — BigQuery at scale, cost-aware SQL, ETL, dashboards and metrics layers people actually steer on
pandas NumPy scikit-learn seaborn Matplotlib tidyverse
BigQuery Looker Docker Git Jupyter
credit-default-models ·
Python scikit-learn
Benchmark of classification models for credit default prediction, evaluated on KS, Gini,
PSI and calibration rather than accuracy. Undergraduate research recognized among the
100 best projects at UNICAMP.
truco-julia · Julia
Agent-based study of Truco — 30,000 agents, 100,000 matches. Card strategy turns out to
matter fifteen times less than aggression, and the original notebook could not see it
because it was measuring at the wrong level.
Portuguese English Spanish Mandarin German French Japanese
I document in English and present credit policy in Spanish and Portuguese.
📫 ghcerq@gmail.com · open to Senior Data Analyst / Data Visualization roles