Joselo Peña Contreras

Risk professional at Fondo Latinoamericano de Reservas
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Contact Information
us****@****om
(386) 825-5501
Location
Bogota, D.C., Capital District, Colombia, CO
Languages
  • Spanish Native or bilingual proficiency
  • English Professional working proficiency
Skills

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Credentials

  • Master of Science in Economics
    Pontificia Universidad Javeriana
    Sep, 2020
    - Nov, 2024
  • Orden al mérito académico Javeriano
    Pontificia Universidad Javeriana
    Sep, 2020
    - Nov, 2024

Experience

  • FLAR | Fondo Latinoamericano de Reservas
    • Colombia
    • Public Policy Offices
    • 1 - 100 Employee
    • Risk professional
      • Apr 2020 - Present

      Managing risk of USD +7 Billion reserve assets fulfilling different functions that include estimating, monitoring and reporting credit risk, market risk and liquidity risk. Development of methodologies to estimate sovereign credit risk through estimation of default probability, implied rating and unexpected losses. Implementation of methodologies to approve and follow issuers of debt using a combination of Point in Time and Through the Cycle models. Estimation of credit risk using the Credit Metrics methodology and S&P Risk Adjusted Capital Framework. Estimation of market risk in investment portfolios using Wilshire-Axiom to calculate the factor-based VaR, Tracking Error, Performance Attribution, Duration Gap and Scenario Analysis. Monitoring of asset allocation and benchmark components to assess potential risk. Development of a SQL database of treasury assets holdings and portfolio information and design reporting templates.

    • Credit Risk Analyst
      • Sep 2017 - Apr 2020

      Development and implementation of methodologies to measure sovereign risk and methodologies to approve and follow issuers. Measurement of credit and market risk in investment portfolios.

  • Banco de la República - Colombia
    • Colombia
    • Banking
    • 700 & Above Employee
    • Investigation unit intern
      • Jan 2017 - Jun 2017

      Investigation about market efficiency hypothesis in the Colombian dollars market. Structural econometrics of auction's data programming. Manipulation of dollars auction and Set-Fx databases. Investigation about market efficiency hypothesis in the Colombian dollars market. Structural econometrics of auction's data programming. Manipulation of dollars auction and Set-Fx databases.

  • Pontificia Universidad Javeriana
    • Colombia
    • Higher Education
    • 700 & Above Employee
    • Teacher Assistant
      • Jul 2015 - May 2017

      Design and solve exercises, reviews and doubts resolution about class topics. Design and evaluate quices and homeworks. Teaching: advanced macroeconomics, advanced microeconomics, economic measurement. Design and solve exercises, reviews and doubts resolution about class topics. Design and evaluate quices and homeworks. Teaching: advanced macroeconomics, advanced microeconomics, economic measurement.

Education

  • Pontificia Universidad Javeriana
    Master of Science - MS, Economics
    2018 - 2020
  • Global Association of Risk Professionals
    FRM part I
    2020 - 2020
  • Pontificia Universidad Javeriana
    Bachelor of Arts - BA, Economics
    2013 - 2017

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