1. JOHN LAZCANO
57 FIRST AVENUE APT # 4N ● NEW YORK, NY 10003 ● TELEPHONE: 917-371-5830 ● EMAIL: JLAZCAN@GMAIL.COM
SUMMARY:
Credit risk analyst experienced in the assessment of an entity's relative vulnerability to default on financial
obligations, comparable across industry groups and countries. This comparative analysis includes the
consideration of the potential for change in the entity's operating environment or financial environment and the
likely effect on future performance. By weighing the differences in financial management, country risk profile
and risk characteristics of the industry I arrive at a balanced evaluation of credit quality.
PROFESSIONAL EXPERIENCE:
CITIBANK – NEW YORK, NY OCTOBER
2014 - PRESENT
Subject Matter Expert – CCAR/DFAST – Audit/Risk Analyst – Consultant (PwC)
• Ensure the delivery of consistent audit/risk analysis by understanding a standardized methodology for risk data
quality, risk data governance, risk data quality lifecycle, mitigating actions, including the application and compliance
with the BHC’s capital program policies, processes, controls, standards, methodologies and framework
• BHC Internal Audit experience includes CCAR reporting (14M Monthly, 14Q Quarterly & 14A Yearly), validation of
Recovery & Resolution Plan (RRP), audit of Recovery Plan, validation of Corrective Action Plans (CAPs)
• Functional/Technical validation (Model Validation group) of Model Documentation (e.g. MDD, MVR, AFA, Overlay
etc.) for US/Global Consumer portfolios (Secured/Unsecured)
• Perform Design Effectiveness Assessment (DEA) and Operational Effectiveness Testing (OET) (Planning, Fieldwork,
Reporting)
• Audit the reporting activities of the CCAR work streams to ensure the functions are organized, efficient, and produce
accurate financial actuals
• Provide in depth analysis and estimation of risk profiles for US/Global Consumer portfolios including credit conversion
factors (CCF), risk weighting (RWA), expected loss (EL), exposure at default (EAD), loss given default (LGD) and
probability of default (PD)
• Directly contribute to full and comprehensive compliance with regulatory statutes (Dodd Frank Act) and related
guidance from, FRB and OCC
• Evaluate the possible impacts of new business products as well as risk profile changes in current portfolio assets on
economic risk capital and on stressed losses
• Ensure management line of sight to key assumptions and articulate sensitivities and limitations
G.E. CAPITAL CORPORATION – STAMFORD, CT APRIL 2014 –
OCT 2014
Lead Risk Analyst – Energy Financial Services - Consultant
• Worked with Valuation Leader with delivery of accurate and timely risk portfolio reporting and analysis, valuation
analytics for CCO's and business segments and/or HQ (Stress Testing to meet CCAR Regulations)
• Supported the Quantitative Methodology leader on formulating and evaluating alternative credit risk methodologies or
econometric credit stress testing specifications for conceptual soundness and stakeholders' model requirements
• Coordinate and execute stress test requirements associated with supervisory, local and group scenarios including the
preparation of qualitative/quantitative assessments and comprehensive documentation
• Prepare written presentations that include in depth analysis, insightful reports, graphs and charts of key drivers and
trends (Model Development, Conceptual Soundness, Technical Dataset, Outcomes Analysis, Controls Environment,
Ongoing Monitoring)
• Prepared performance reports on roll-forward valuation analysis, variance analysis, valuation, outcome analysis,
back-testing analysis and benchmarking analysis
• Ensured data completeness, accuracy and timeliness working cross functionally on data reconciliation routines and
data integrity initiatives
• Worked proactively and closely with risk analytics managers to improve business risk analytic and data gathering
processes
• Assisted in new modeling sensitivity development and impact timing analysis as required by HQ Enterprise Stress
Testing's procedures; and updated the analysis, reporting, research and methodology
• Conducted analytics to validate the performance of existing quantitative risk models, recommended changes, and
supported gap closing projects
• Drove standardization of processes that ensured timely generation and retrieval of reporting and risk analytics data,
including support of model management framework
• Managed model supporting data warehouses in terms of accuracy and completeness; understanding data and
process structures from System of Record to ensure accuracy and precision of data used for modeling, reporting and
analysis
• Assisted in statistical analysis to help research and gather underlying credit modeling dataset

2. • Worked closely with Risk and Finance Portfolio teams peers to consolidate and validate reporting
• Strong communication skills with the ability to prepare clear communication and confidently present meaningful
analysis to senior and executive management level
• Lead modeling data capture, gathering, mastering and maintenance in support of modeling databases
J.P. MORGAN CHASE - NEW YORK, NY OCTOBER 2011 –
JUNE 2013
Analyst
• Conducted risk analysis on residential mortgage loans through a proprietary loan-by-loan default model
• Forecasted expected losses for a portfolio of residential mortgage loans using predictive drivers that include loan type,
collateral type, interest rate, loan terms, credit scores, loan-to-value (LTV) ratios and debt to income (DTI) ratios
• Assigned a default probability and loss severity to each individual loan based on loan-level characteristics using the
output of analytical models developed by J.P. Morgan Chase
• Analyzed the characteristics of each loan and compared them with currently managed and historical loan
characteristics of both J.P. Morgan Chase heritage loans and industry peers
• Analyzed collateral characteristics, recent loan performance and anticipated cash-flow from underlying loans
• Identified trends, forecast future projections and determine both current and past performance
• Analyzed distressed loan performance using parameters such as frequency of foreclosure rates and recovery rates
• Monitored loan, lender, borrower, and property characteristics as well as price movements in housing, liquidity of the
property market, prepayment rates, delinquency rates, default rates, loss severities and foreclosure costs
COLUMBIA UNIVERSITY BUSINESS SCHOOL - NEW YORK, NY DECEMBER 2008 – OCTOBER
2011
Columbia Institute for Tele-Information –Senior Research Analyst
• Supervised and managed over twenty Research Assistants who analyzed data, created summary reports and
presented findings, ideas, and recommendations to management
• Conducted independent financial/business analysis (due diligence) and research on corporations
(domestic/international) in the mass media, technology and telecommunications industries in both the US and abroad
• Analyzed the public financial statements of companies (GAAP/STAT/IFRS) to assess their current financial health,
calculate their long term prospects and identify financial strengths and weaknesses
• Strong use of financial tools NPV, DCF, WACC, IRR, VaR, CAPM, statistical analysis, Monte Carlo simulation,
portfolio theory, correlation, variance, co-variance and Black-Scholes options pricing
• Co-authored an independent CITI report for the Federal Communications Commission (FCC) on the state of
broadband in the United States with the purpose of supporting legislation based on the American Recovery and
Reinvestment Act of 2009’s (ARRA)
PRIVATE EQUITIES TRADING OPERATOR - New York, NY JANUARY 2003 – DECEMBER
2008
Proprietary Equities Trader
• Researched, designed and implemented proprietary trading strategies
FITCH RATINGS - New York, NY JUNE 1998 - JANUARY
2003
Analyst –Structured Finance
• Produced written analysis based on structured debt transactions originating out of the U.S. & Latin America
• Performed due diligence, assigned ratings and maintained surveillance on future flow, residential mortgage,
commercial mortgage, auto loan, equipment lease, SBA loan, student loan, credit card receivables, project finance
and synthetic transactions
• Determined obligor default and recovery rates using base case expectations based primarily on collateral analysis
and originator-specific loss data, taking into account the economic outlook, market, and industry benchmark data
• Analyzed the timing of cash flows, gain on sale of assets, asset yield, note interest costs, and other expenses to
determine the positive or negative effects on a securitization’s structure
• Conducted a review of counterparties to determine any credit exposures beyond the securitized asset pool and
ensure the effective operation of an SPV in collecting receivables and distributing funds
• Evaluated the legal structure, asset quality, credit enhancement, financial structure, and originator and servicer quality
to determine the credit profile of the transaction
• Analyzed the ongoing performance (surveillance) of rated transactions using financial statements, trustee reports, stress
tests, ratio analysis and continuously assessed ongoing structural components (subordination, excess spread,
overcollateralization, interest coverage (IC) tests, LOCs, third-party protection, swaps, reserve accounts, purchasing
contracts)
• Ensured adherence to covenants and reviewed closing docs for the proper course of action if violations occurred
• Produced Excel models to determine risk, identify trends, forecast future projections and record/measure past
performance
EDUCATION:

3. NEW YORK UNIVERSITY STERN SCHOOL OF BUSINESS - New York, NY
PRESENT
The Langone Part-Time MBA Program – Finance Major
ARIZONA STATE UNIVERSITY, BACHELOR OF SCIENCE /MARKETING - Tempe, AZ 1997
SKILLS:
• Excel (pivot tables, vlookup, macros), Word, PowerPoint, SharePoint, Access
• Bilingual Spanish (Dual Citizenship: European Union - Spain)