• Led project implementation team to update margin requirements for OTC derivatives trades; researched global regulations, performed quantitative impact analysis, and presented results to Director and other areas of the Bank• Designed and implemented market stress tests of banking sector and used R to analyze the resilience of the financial system under extreme events • Analyzed the impact of the new market risk requirements such as the Counterparty Credit Risk and Credit Valuation… Show more • Led project implementation team to update margin requirements for OTC derivatives trades; researched global regulations, performed quantitative impact analysis, and presented results to Director and other areas of the Bank• Designed and implemented market stress tests of banking sector and used R to analyze the resilience of the financial system under extreme events • Analyzed the impact of the new market risk requirements such as the Counterparty Credit Risk and Credit Valuation Adjustment in order to update the Financial Institutions Law implemented in Mexico• Analyzed hedging strategies for loans acquired by States and municipalities; used Matlab to measure the risk in options due to movements of interest rates Show less