Experience

Mirai Advisory
• United States
• Financial Services
• 1 - 100 Employee
• Senior Consultant in ALM and Liquidity Risk

  • Aug 2022 - Present


FIS

• United States
• Information Technology & Services
• 1 - 100 Employee

• Senior Risk Consultant

  • Apr 2017 - Aug 2022

  • Part of the FIS Latam team in charge of the implementation of the following Ambit Risk Solutions in Afirme Bank: - Ambit Focus ALM (Market Risk & ALM) - Ambit Capital Management (Credit Risk) - Ambit Optimist (Scoring & Financial Statement Analysis) • Afirme Bank AMS consultant for the implementation of the following functionalities: - Value At Risk, Stress Scenarios, Sensitivities and Repricing Balance Sheet for Investment Funds - Stress scenarios automatization for the Credit Risk + Methodology Show less



Grupo Financiero Banorte

• Banking
• 700 & Above Employee

• Internal Models Risk Analyst

  • Oct 2016 - Jan 2017

  • Conceptual design of internal models for reserves and capital requirements. • Conceptual design of internal models for reserves and capital requirements.



AFIRME Grupo Financiero

• Insurance
• 1 - 100 Employee

• Market and Liquidity Risk Analyst

  • Jun 2015 - Sep 2016

  • Calculating value at risk, stress scenarios, sensitivities and repricing balance sheet for bonds, interest rate swaps, cross-currency swaps and caplets. • Effectiveness tests and calculation of counterparty risk of derivatives. • Profit & Loss • Migration of risk management system • Optimization of data processes • Calculating value at risk, stress scenarios, sensitivities and repricing balance sheet for bonds, interest rate swaps, cross-currency swaps and caplets. • Effectiveness tests and calculation of counterparty risk of derivatives. • Profit & Loss • Migration of risk management system • Optimization of data processes



Seguros Banorte

• Insurance

• Solvency II Analyst

  • Aug 2014 - May 2015

  • Replication of the models for capital requirement imposed by the CNSF. • Responsible for the 4 quantitative impact studies. • Worked with actuarial loss methodologies for Solvency Capital Requirement. • ETL and data Analysis. • Replication of the models for capital requirement imposed by the CNSF. • Responsible for the 4 quantitative impact studies. • Worked with actuarial loss methodologies for Solvency Capital Requirement. • ETL and data Analysis.



Banorte - Generalli

• Insurance
• 1 - 100 Employee

• Solvency II Intern

  • May 2013 - Jul 2014

  • Replication of the models for capital requirement imposed by the CNSF. • Responsible for the 4 quantitative impact studies. • Worked with actuarial loss methodologies for Solvency Capital Requirement. • ETL and data Analysis. • Replication of the models for capital requirement imposed by the CNSF. • Responsible for the 4 quantitative impact studies. • Worked with actuarial loss methodologies for Solvency Capital Requirement. • ETL and data Analysis.