Melissa Castro Del Busto

Experience

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  TECNASA

  Jan 2016 - Feb 2016

  Finance Intern / Import Intern

  • Assistant in the area of ​​Finance and Imports of the Company.• Support in preparing reports and documentation.

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  Banco de Crédito BCP

  Dec 2016 - Dec 2017

  Investor Relations Intern

  • Support in the preparation of corporate presentations and quarterly reports for Credicorp.• Support in the preparation of Credicorp's annual report (dealing with suppliers), and in various projects in the area.• Support in analysis of Credicorp metrics.

• 

  L'Oréal

  Aug 2018 - May 2019

  Commercial Management Control Intern - Active Cosmetics Division

  • Preparation, analysis and monitoring of sales reports (sell in vs sell out) of the division.• Preparation of selling forecast plan for the sales team.• Support in elaboration of report of the division's monthly provisions.• Analysis of compliance with the budget of commercial activities (purchase orders).

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  Banco de Crédito BCP

  Jun 2019 - May 2023

  • Conducted bond provisions tool implementation by performing simulations with other risk areas, reducing computation time, incorporating more controls and improving the reporting of results.• Estimated new credit risk factors for BCP’s options portfolio by incorporating an additional sensitivity factor in the calculation and analyzing the impact on the bank’s lines of credit, helping the business save US$5.5M.• Carried out upgrades in methodologies that were presented and approved in the Corporate Market Risk Committee, including solvency and credit risk models, helping the bank save US$260K.• Upgraded internal Market Risk Corporate Policies by incorporating procedures that must be followed in order to calculate market risk indicators, keeping the policies up to date and ensuring the bank’s compliance with best market practices. Show less • Evaluated credit risk of fixed income portfolio company, analyzing and upholding the raise in the default risk of these companies, adjusting the amount of fixed income provisions in US$15M.• Updated the bank’s trading mandate by mapping all derivative instruments in BCP’s portfolio, delivering to the bank’s treasury a formal list of derivative instruments allowed for trading.• Conducted stress tests on fixed income portfolio’s market risk metrics during COVID-19 pandemic, by analyzing future scenarios and estimating potential impacts on market risk indicators, helping the treasury department’s strategic decisions. Show less • Calculated and implemented ratios to monitor fixed income portfolio’s turnover by consolidating bonds trading, establishing a threshold in the ratios, and ensuring the compliance of the portfolio’s business model.• Validated counterparty risk metrics for the derivatives portfolio of BCP and other subsidiaries. These metrics analyze the probability that the other party in a trading transaction may not fulfill its part of the deal and may default on the contractual obligations. Performed this analysis by consolidating all the derivative’s portfolios, subsequently informing and alerting the bank’s Treasury about the status of these metrics. Show less

  • Market Risk Deputy Manager

    Sept 2022 - May 2023

  • Market Risk Deputy Assistant Manager

    Jan 2021 - Aug 2022

  • Market Risk Senior Analyst

    Mar 2020 - Dec 2020

  • Market Risk Junior Analyst

    Jun 2019 - Feb 2020
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  Duke University - The Fuqua School of Business

  Jul 2023 - now

  Class of 2025STEM MBAForté Fellow

  • Admissions Representative Coordinator

    Oct 2023 - now

  • MBA Candidate

    Jul 2023 - now
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  Morgan Stanley

  Jun 2024 - now

  Investment Banking Summer Associate

  Generalist Pool - NYC