Pedro Antonio Rodríguez Moreno

Experience

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  Bancofar

  Oct 2017 - Mar 2018

  Financial Controller

  Colaborate with work of Organization & Internal Control Departament: relation with internal and external auditors, reporting for Financial Direction and elaborate others reports: about control, costs,...Take part in several projects..

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  Afi STA

  Mar 2018 - Jul 2018

  Consultant Junior

  Colaborate in banking Consulting Project (Stress test, IACL COREP,FINREP,…). Empowerment about european ang spanish banking sectors.

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  ABANCA

  Jul 2018 - Mar 2019

  Market Risk Analyst

  Closely monitoring of Treasury Trading activities and obtaining sign-off on all daily risk reports...-Work alongside traders to calculate risks associated with specific transactions.-New Market/Product projects- setting up and maintaining risk systems for expansion into new areas/products.-Weekly dashboard for ALCO members: Investment (Core Equity and Fixed Income) MTM, sensitivity analysis, maturity profile, investments concentration, RAROC, limit breaches. Trading Portfolio (Sprint Equity, FX, Options, IRS, Bonds) P&L, VaR, DV01, scenario analysis, stress test, Greeks.-Provide accurate valuations to Treasury Back Office for client reports, as well as monthly valuations/prices of Derivatives for the Finance Department.Collateral management under ISDA/CSA contracts and GMRA.-LTV portfolio monitoring (Bonds, FX & Equity)-Counterparty limits and Issuer/Region Limits monitoring-Assist with the validation, update, and analysis of data fed into Risk systems, validating models (Backtesting implementation for FX VaR) as well as ensuring accuracy and efficiency in reports.Support Head of Market Risk in drafting, reviewing and implementing policies and procedures for Liquidity Risk, Counterparty Credit Risk, and Market Risk...-Perform Market Risk Stress Test for Central Bank. -Coordinate with various departments to prepare the ALCO pack on a monthly basis.-Minuting Investment Committee Meetings action points and decisions, circulating to Management.-Using Python, Visual Basics, Bloomberg, Murex and other programs necessary. Show less

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  Optimissa, Capital Markets Consulting

  Mar 2019 - Aug 2023

  Senior IT Risk Consultant

  Projects Santander Global Tech (Market Risk SGT): -Report to CIO status of all projects in the Market Risk IT Area.-Budgetary management of each project and presentation to IT Market Risk Area Committees/Forums.-Develop and Translate MRAP Documentation. Functional integration and technological description of the processes involved in the calculation of VaR, SVaR and P&L in the Santander Group using different methodologies: full revaluation method and SHAT method. -Market Risk IT Management: Tests Impact Elimination Proxies determined by the ECB in the framework MRAP (sensitivities). Planning and organization of unit test and Go Live production, introducing Agile Methodology.Functions:1. Ensure the updating of the company's processes, as well as their disclosure.2.Definition, evaluation and monitoring of key process indicators (KPIs).3.Detection of aspects of improvement, diagnosis and elaboration of solution proposals.4.Coordination of the implementation of operational improvements.5. Ensure in these projects the mainstreaming, both at the level of the processes and of the systems, for the different participants.6. Coordinate the different project participants.7. Follow the planning, the established actions, as well as the costs of the assigned projects.8. Report the status of the project and the degree of progress of the projects in the corresponding monitoring committees.9. Definition, together with the operational units, the dimensioning of human and technological resources. Show less

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  NTT DATA Europe & Latam

  Sept 2023 - now

  Senior Business Consultant