Riccardo de Santis
Riccardo de Santis is a Data Scientist in Rabobank, where he is part of the Financial Economic Crime Customer Due Diligence Model Development & Monitoring team. He holds a master’s degree in Quantitative Finance from the University of Bologna. Before joining his current position, he worked in the Credit Risk domain, gaining an in depth knowledge into statistics and modelling.
My Sessions
Data labelling in CDD Models: addressing partial ordering and low interrater agreement
RabobankA key requirement for calibrating a supervised machine learning model is the accurate identification of the target variable. For a Customer Due Diligence (CDD) model, the goal is to predict the risk rating (Low, Medium, or High) of a client file, which correlates with the perceived risk of Money Laundering and Terrorism Financing (AML risk). […]