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Jeison Gil is a Senior Quantitative analyst and Manager for KDOA. He has over 10 years of experience in quantitative finance, which has been devoted to Model Risk Management, Hedging of Commodities, and Research. For the last 7 years, he has been dedicated to Model Risk Management, with a focus on Model Validation, working for Tier 1 banks in the United States and Europe.

Jeison has a BS in mathematics from Paris-Sorbonne University and an MS in financial engineering from University of Medellin. Jeison has validated a wide range of models including ALM (Empyrean and other vendor models), CECL(Abrigo), BSA/AML (Verafin and machine learning models) and various other Credit and Market Risk Models including capital stress testing.