Washington, District of Columbia, United States
Financial markets-oriented economist with a master’s degree and nearly 10 years of experience in financial management across diverse institutions. Specialized in market and credit risk analysis for short-duration fixed-income and derivatives portfolios, as well as balance sheet optimization and capital adequacy. Proven expertise in risk metrics and methodologies to enhance portfolio and enterprise risk management. Passionate about bridging macroeconomic insight and quantitative analysis to support investment decisions, policy development, and strategic risk oversight.
Led the quantitative design and implementation of stress testing on a $40 billion fixed-income portfolio and corresponding hedges to support a strategic re-evaluation of the institution’s risk appetite. Addressed concentration and return limitations by leading the risk analysis that supported the approval of broader asset classes and lower-rated issuers, enhancing portfolio diversification and improving its risk-adjusted return profile for internal and CAsA clients’ portfolios. Enhanced daily market risk and performance reports for treasury investment portfolios, improving accuracy, timeliness, and relevance of insights for senior management.
Led the implementation of Enterprise Risk Management (ERM) methodologies to identify, assess, and monitor financial risks across reserve and pension portfolios. Developed the institution’s financial risk management policy and advised on the integration of environmental and financial risks in macroeconomic policy decisions. Directed the creation of risk metrics aligned with the Risk Appetite Framework (RAF) and Risk Appetite Definition (RAD), strengthening governance and strategic oversight.
Developed institutional credit policy frameworks for investment portfolios, incorporating stress-testing tools to evaluate resilience under adverse scenarios. Conducted daily monitoring of market, credit and liquidity risk metrics to support timely portfolio risk oversight and capital adequacy. Enhanced methodologies and reporting standards for third-party equity portfolios, improving risk transparency and decision-making. Implemented controls to mitigate fraud risks in FLAR's payment systems.
Led the development and implementation of technical reserve models, ensuring compliance with regulatory requirements. Maintained and enhanced expected loss models to support portfolio risk assessments according to supervisory standards. Evaluated pricing risks associated with guarantee products, contributing to sound risk-based pricing strategies.
IFRS 9 Implementation: Led a team of three in developing credit risk methodologies in compliance with IFRS 9 for commercial banks loan portfolios. Designed and implemented classification models to determine credit risk stages, enhancing accuracy in portfolio provisioning and assessment. Economic and Portfolio Risk (EPR): Conducted stress testing across market, liquidity, and credit risk dimensions, analyzing impacts on financial institutions’ balance sheets and P&L.