Experience

Banque PSA Finance

• France
• Financial Services
• 1 - 100 Employee

• Market Risk Officer - PSA Financial Services Spain

  • Aug 2018 - Present

  + Analyze the annual financial plan and its impacts on limits proposed by Financial Management (IRR and liquidity metrics)+ Monitor the evolution of the Market Risk indicators against established limits, challenge Financial Management proposals, prepare and report main market Risk related metrics: liquidity risk, interest rate risk, wholesale exposures with financial entities and intra-group positions in the ALCO. Comply with market risk limits: MVE / NIM Sensitivity / LCR / NSFR.+ Prepare and report the EBA Stress Test Exercise (LiST).+ Define and monitor the limits of the Market Risk Appetite.+ Regulatory Reporting on liquidity and interest rate risk, both locally and for consolidation.+ Interlocution with Auditors.+ Elaborate Market Risks policies and procedures.+ Control the risk clauses included in legal agreements from products such as derivatives and securitizations. + Review the efficiency tests of the Hedge accounting.+ Analyze historical data to improve the treatment of IRR or liquidity metrics in Santander Consumer Finance HQ.



Santander

• Spain
• Banking
• 700 & Above Employee

• Market, Structural and Liquidity Risk Coordinator - Santander Consumer Finance

  • Nov 2017 - Aug 2018

  + Coordinated and elaborated the ILAAP (Internal Liquidity Adequacy Assessment Process) documentation of SCF Subgroup. Supported Santander Consumer Finance units in preparation and validation of their local ILAAP documents. + Coordinated and supported the units in the implementation of 2018 Liquidity Projects such as: Daily LCR, Intraday liquidity Risk and Funding Concentration Ratio (new ALMM metric) in SCF units. + Monitored interest rate risk and liquidity risk through regulatory and management reports sent by SCF units. + Coordinated the implementation of liquidity risk policies and procedures in SCF Subgroup and SCF Units.



BBVA Banco Provincial

• Venezuela
• Banking
• 700 & Above Employee

• Head - Corporate and Institutional Sales

  • Nov 2014 - Aug 2016

  + Responsible for the distribution and assessment of FX and Fixed Income products for corporate clients in the treasury department.

• Associate - ST&LT Rates

  • Jun 2014 - Nov 2014

  + Assisted in managing the liquidity and also the asset, liability and overnight rates of the bank in line with the internal policies.

• Associate - Corporate & Institutional Sales

  • Oct 2012 - Jun 2014

  + Advised corporate and institutional clients on investment alternatives.+ Prepared and delivered presentations for clients and senior management, attended client meetings and developed relationships with crucial corporate companies.

• Risk Management Specialist

  • Apr 2008 - Oct 2012

  + Managed liquidity risk and created liquidity indexes in order to generate an optimal Asset Allocation of portfolios.+ Adapted the Value at Risk measure for the unit and created market risk reports to BBVA Asset Management+ Performed operational risk analysis and reported them to BBVA Compliance unit.

• Account Manager

  • Apr 2007 - Apr 2008

  + Managed loans for national and international clients in Venezuela.+ Analyzed credit risk availability of clients and made reports for the Credit Risk unit in Venezuela.+ Helped important Venezuelan clients with their cash management and treasury options.