Spain
Civil engineer with an MBA and wide experience in the banking and financial industry for more than ten years. Currently acting as Business Risk Manager at Revolut. Before I worked in the Risk Management Department at Sofinco Spain, the consumer finance entity of Credit Agricole Group, one of the main players in the European banking industry with presence in most of the european countries. At the beginning of my professional journey I was former as a consultant at Management Solutions for six years, where I had the opportunity to work for financial entities leaders in their markets and for areas like Risk, Finance and Data in projects related to risk management, profitabilty, pricing, regulatory reporting and processes review. Functional profile having used SAS, SQL, Dataiku and Qlik Sense during my career. Faithful defender that alone you may go faster, but as a team you go further.
- Risk oversight and detailed analysis of credit portfolio in order to identify worst segments or populations and proposal of action plans to improve credit risk. - Implementation and maintenance of risk reports. Change management and point of entry for new risk reports. - Definition and set of a Data Quality framework for risk data at entity level following BCBS-239 principles. - EBA Stress Test and Budgetary Stress Test. - Collaboration in the planification, definition and execution of debt sales to optimize the Cost of Risk at the company. - Ownership and management of new products from a risk and data point of view. - Response to Internal and Group Audit Missions and collaboration with external auditors when required. - Forecast and rolling estimations of the annual Cost of Risk and budgetary exercise in terms of risk indicators. - Selected for the YRT (Young Rising Talent) Program within the CAPFM entity that puts together the best young talent across the entity to network, participate and collaborate in developing new business plans that bring new and more profitable business to the entity.
- Portfolio monitoring in terms of credit risk and ad-hoc analysis for Cost of Risk explanation. - KPIs and recurrent reports automatization using Qlik Sense and Qlik View. - RAF/RS monitoring and KPI automatization. - Local Risk Committee management. - Management and Data Quality of New Default Definition in Datalake. - Automatization of forborne identification and monitoring regulator and supervisor guidelines. - Quarterly elaboration of risk reports required by HQ. Development of new risk flows requested by the Group at contract / client level. Full management of product lifecycle. - Definition and developement of new reporting related to ESG criteria. - Development of IFRS9 parameters for internal modelling: PD, LGD and Staging. - Backtesting of acceptance models.
- Definition and design of the information requirements necessary to comply with the DPM 3.0 reporting framework. Design with users, specifications for IT teams and coordination with units to launch work streams. - Support in the tactical migration of metrics and data dimensions to an RDA compliance environment in view of the reporting set to be sent to the BdE in compliance with BCBS 239. - Analysis of the regulatory changes in CRR2 in relation to the information to be disclosed by institutions in their IRP. Generation of the IRP tables and creation of a DQ to ensure data quality. - Analysis of the differences in the calculation of the risk-adjusted return between the pricing calculation and the monthly reporting. Identification of differences and launching of lines of work for their correction. Assessment of the impact of structural differences and documentation of the processes involved. - Training to insurance companies about IFRS9 principles and its implementation.
- Design and construction of a reporting tool for profitability metrics (RORC and RAROEC) at contract level online at the time of application, with a view to design a pricing model and thereby incentivising the branches. Vision Risks/Pricing in the strategic line of improving the profitability of operations in the banking sector: * Analysis of current data with the previous tools and migration to the new tool. * Analysis and design of the metrics for each new banking product with its particularities. * Testing and calibration of the results. * Preparation of summaries and executive documents justifying the results of the metrics based on risk data: PD's, LGD's CCF's, and economic capital. - Comprehensive review of the process of generating regulatory and management information in each geography. * Identification of shortcomings / possible improvements, and establishment of criticalities in order to establish action plans and prioritise them for fixes. * Generation of executive summaries and presentations to enable project monitoring by senior management.
- Participation in the implementation of the new accounting regulations applicable to financial institutions: * Adaptation of FINREP financial reporting to the new guidelines set out in the standard. * Design and implementation of the new information to be disclosed to the market required by the regulator. * Design of the work plan for the reporting phase within the entity's global plan for the implementation of the standard, as well as the establishment of deadlines, launch of lines of work and execution. - Development and implementation of a reporting model in a leading national banking institution to meet the requirements of local and international regulators. Management of the information available to build the required models and technical and functional design of the new information requests necessary to build the definitive models at consolidated level. Constant interaction with IT teams to build them in the corporate reporting and consolidation tool. I have worked in the implementation of these reports for the different areas of: * Liquidity: ALMM and Asset Encumbrance models. * Accounting: FINREP and BdE Consolidated Statements. * Solvency: COREP and SBP.
Support for the promotion of the Degrees that the University of Burgos is launching in the new online mode.
Collaborator with the Tourism Observatory of Burgos to know the visitor profile during the Cidiano Weekend 2014.