Experience

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  Colpensiones

  Mar 2016 - Mar 2017

  Analista i
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  Credicorp capital

  May 2017 - Jul 2017

  Investment advisor
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  Fiduciaria central s.a.

  Jul 2017 - Jan 2019

  Proprietary trader

  • Formulate and execute trading strategies minimizing the risk for the firm´s portfolio using fixed income products• Develop algorithmic trading strategies to improve investment decision across the desk

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  Itaú colombia

  Jan 2019 - Nov 2020

  Investment quantitative strategist

  • Optimize the risk-return of the investment portfolios based on their risk appetite.• Develop quantitative techniques to improve the asset allocation of the desk.• Track Int’l capital market´s trends to identify new investment opportunities• Monitor portfolio’s performance and to shock markets factors to analyze different stressed scenarios in order to implement investment strategies

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  Scotiabank colpatria

  Nov 2020 - Feb 2023

  Manager- risk modeling and stress testing tfrm

  • Lead the refining of Market, liquidity, SIRR and Counterparty risk models based on quantitative methodologies within the bank.• Modelled credit and liquidity risk over CAD $1.8 bn mortgage portfolio, based on Machine Learning methodologies aimed to support FTP calibration.• Explore Big Data strategies to support data-driven decisions across TFRM Colombia

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  Scotiabank

  Feb 2023 - Sept 2023

  Manager trading risk

  • Oversee Trading Risk management for Latam branches and EM Desk based in NY• Collaborate with several multidisciplinary teams to support the implementation of the parent bank´s initiatives (XVA, FRTB, etc) along Latam units. • Distill daily market information to provide insights and report timely information to the stakeholders and senior management• Built an effective communication with different stakeholders in Latam and EM Desk to keep their risk framework consistent with the risk appetite of the parent bank. Show less

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  Scotiabank - global banking and markets

  Sept 2023 - now

  Senior manager trading risk