Experience

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  Banco santander

  Jan 2006 - Jun 2006

  Trainee

  Structured products sales

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  Grupo banco popular

  Jun 2006 - Jul 2007

  Market risk analyst

  VaR and PL calculation

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  Banco santander

  Jul 2007 - Jun 2013

  Market risk analyst

  In charge of monitoring and solving valuation discrepancies of mark to market reported by collateral management team between counterparties and Santander.In charge of monitoring upgrades in valuation of treasury products approved Market Risk Projects development and implementation (i.e. collateral currency impact in discounting)New products analysis, pricing and admission (especially focused on Fx, inflation and interest rates).Fair value adjustment calculation of specific trades (this task is shared with methodology department) Show less

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  Santander españa

  Jun 2013 - Feb 2017

  Market risk assistant vp
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  Banco santander

  Feb 2017 - now

  Credit risk assistant vp figs

  - Responsible for the credit quality of a portfolio of European financial institution counterparties- Examining treasury (repos, derivatives, swaps in securizations) deal’s feasibility in terms of existing credit limits, profitability of the transaction as well as risk mitigating elements (guarantees, collateral agreements such as CSA or GMRAs) - Compilation of credit and market data (Financial statements, Rating Agencies, Central Bank webs, Bloomberg, Thompson Financial, Banks Scope, EIU)- Perform financial and credit analyses to establish credit-specific ratings. Appropriate monitoring and review of counterparties Show less