2005 - maintenant- Measurement of interest rate risk. Construction, maintenance, and monitoring of interest rate risk indicators using ALM software QRM. Proposition and evaluation of new macro or micro-hedging solutions in a small team directly advicing the ALCO.
- Construction and monitoring of a strategic liquidity indicator and of an Earnings at Risk indicator.
- Computation of embedded options transfer price (eg : mortgage prepayment option)
- Integration of international subsidiaries interest rate and liquidity risk in cnetral ALM systems and global indicators
Formations
Instituto Tecnológico Y De Estudios Superiores De Monterrey, Campus San Luis Potosí (San Luis Potosí)
San Luis Potosí2002 - 2003
Université Catholique De Louvain Louvain School of Management (Louvain La Neuve)
Louvain La Neuve2000 - 2004Master Ingénieur de Gestion
