Jeison Gil

Director, Quantitative Modeling

Jeison Gil is a Director, Quantitative Modeling, at VBC. He is a highly experienced quantitative finance professional with over 15 years of expertise spanning model risk management, quantitative research, and commodity hedging. For the past 10 years, he has focused on model risk management, specializing in both model validation and development for a wide range of institutions — including regional banks with $1 billion in assets, global banks with over $1 trillion, financial institutions, and FinTech companies across the U.S. and Europe.

Jeison has led full-cycle model validations and developments across numerous risk areas, including credit, market, operational, and liquidity risk, as well as capital and liquidity stress testing. His recent work includes managing cross-geography teams of PhDs and MScs on projects involving AI/ML models, CECL, BSA/AML, KYC/Fraud detection, ALM, RRP, and regulatory stress testing frameworks such as CCAR and Basel.

Known for his ability to bridge technical depth with strategic communication, Jeison has extensive experience managing client relationships at all levels of financial institutions — from model developers and risk managers to senior executives — ensuring alignment between regulatory requirements, business objectives, and model performance.

Jeison received an M.S. in Financial Engineering with a specialization in Risk – University of Medellin.