Marco Valdes

Experience

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  GBM

  Jan 2000 - Jan 2002

  Mutual Funds' Broker

  Customer services, Mutual fund's portfolio management, financial markets analisys

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  First Capital Securities Inc / Capital Asesoria Intl

  May 2002 - Dec 2002

  Private Banker

  Private Banking and investment. portfolio management. broker

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  Multivalores

  Jan 2004 - Jan 2008

  Financial Planning / Gestion de Control

  Statistics and Financial control at "Multiva Financial Group". Measurement procedures, MIS implementation, database management, capital structure analysis, branches' budgeting and income analysis and profitability.; Portfolio, back office and accounting supervisor, financial statements analysis, MIS Reports.

• 

  Banco Mercantil del Norte

  May 2008 - Jul 2010

  Fixed Income Trading Desk Manager

  Trading third parties and own book position in both FI and MM. Supervised allocation and settlement process. Team leader for IT projects, included implementing a new transactional system and leading a group of 5. Compiling, processing & presenting MIS reports to Executive Directors.

• 

  Ernst & Young

  Mar 2012 - Jun 2012

  Performance Improvement Senior Consultant

  As a consultant, I advise financial institution to improve their processes as well as their IT performance. I worked in processes improvement and Core Banking Implementation moving functional processes from one application to another. I used Project Management methodology to apply this transferable knowledge

• 

  Afore XXI-Banorte

  Jul 2012 - Jul 2015

  Pension Funds' Market, Derivatives and Liquidity Risk Manager

  Market and Liquidity Risk Analysis and Interpretation. Implementing VaR, Stress Testing, Historical and Monte Carlo Simulations, Shortfall Constrains, Portfolio Optimisation.

• 

  Afore XXI-Banorte, Pension Fund Management

  Mar 2014 - Jul 2015

  Credit & Counterpart Risk Manager
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  BBVA Bancomer

  Aug 2015 - Jan 2016

  Alternative investments Sr. Manager
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  S&P Dow Jones Indices

  Jan 2016 - now

  Overseeing Global Bonds Futures index family; Global production; Futures contract selection and rollover; quantitative modelling and backtesting; index/benchmarks methodology management; Index governance Committee member - Responsible for Global investable indices' Production- Serve as Committee voting member for local Indices; Responsible for securities' analysis and selection for portfolios composition, index methodology- Long term strategies for portfolios, indices and benchmarks- Financial modelling for assessing portfolios' performance - Collaborating on Custom indices construction complying to customer investments requirements and strategies

  • Sr. Index Manager - Commodities

    Apr 2021 - now

  • Sr. Index Manager - Fixed Income

    Jan 2016 - Apr 2021