Erick Moreno Email & Phone Number

Mexico

Ciudad De México

Fixed Income Trader

Mexico

Portfolio Manager of government inflation-linked bonds (Udibonos) and its related derivatives (Udi-Libor and Udi-TIIE swaps).Developed spreadsheets tools and inflation models to get opportunities of arbitrage on Udiswaps market (Udi-TIIE and Udi-Libor) and investment opportunities on Udibonos market.Developed and maintain effective relationships with Pension Funds and Mutual Funds clients through regular conference calls providing an insight regarding investment opportunities on… Show more Portfolio Manager of government inflation-linked bonds (Udibonos) and its related derivatives (Udi-Libor and Udi-TIIE swaps).Developed spreadsheets tools and inflation models to get opportunities of arbitrage on Udiswaps market (Udi-TIIE and Udi-Libor) and investment opportunities on Udibonos market.Developed and maintain effective relationships with Pension Funds and Mutual Funds clients through regular conference calls providing an insight regarding investment opportunities on domestic fixed-income products. Show less

Mexico

Conducted relative value analysis among different assets based on the macroeconomic fundamentals and financial indicators to identify long-term investment opportunities on Mbonos, TIIE-swaps rates, Udibonos (inflation-linked bonds), Udiswaps, Corporate Bonds and FX markets.Valuation of different asset-swaps opportunities between USD-denominated Government bonds, Corporate bonds and inflation-linked derivatives based on the daily performance of cross-currencies markets and domestic… Show more Conducted relative value analysis among different assets based on the macroeconomic fundamentals and financial indicators to identify long-term investment opportunities on Mbonos, TIIE-swaps rates, Udibonos (inflation-linked bonds), Udiswaps, Corporate Bonds and FX markets.Valuation of different asset-swaps opportunities between USD-denominated Government bonds, Corporate bonds and inflation-linked derivatives based on the daily performance of cross-currencies markets and domestic curves. Show less

Mexico

Portfolio Manager of short-term bills (Cetes) and Floating-Rates Notes (IPABONOS and LD) with USD 4 billion assets under management.Set up hedge-risk strategies through short-term interest rate swaps (IRS) based on models of relative value between IRS and Cetes curve.Trade under market-maker institutional figure getting the first place during two consecutive years. Developed spreadsheets tools and models to get investment opportunities on Cetes, short-dated IRS market… Show more Portfolio Manager of short-term bills (Cetes) and Floating-Rates Notes (IPABONOS and LD) with USD 4 billion assets under management.Set up hedge-risk strategies through short-term interest rate swaps (IRS) based on models of relative value between IRS and Cetes curve.Trade under market-maker institutional figure getting the first place during two consecutive years. Developed spreadsheets tools and models to get investment opportunities on Cetes, short-dated IRS market and FRN instruments based on simulations of monetary policy’s actions and expected inflation forecast. Show less

Mexico

Monitored the price action of different assets classes, flows and the macroeconomic and financial indicators to identify investment strategies on domestic fixed income markets (Cetes, MBonos, Udibonos, FRN, TIIE IRS, forwards and MXN).Take part in daily and weekly trading desk’s meetings and conference calls with clients in order to purpose trading strategies.Developed quantitative models, valuation calculators and relative value spreadsheets to identify investment… Show more Monitored the price action of different assets classes, flows and the macroeconomic and financial indicators to identify investment strategies on domestic fixed income markets (Cetes, MBonos, Udibonos, FRN, TIIE IRS, forwards and MXN).Take part in daily and weekly trading desk’s meetings and conference calls with clients in order to purpose trading strategies.Developed quantitative models, valuation calculators and relative value spreadsheets to identify investment opportunities and arbitrages. Contributed with fixed-income strategy reports for local clients and contribute for the daily BBVA´s international markets research papers. Produced client presentations and individual client material for sales team to present to clients. Show less

Take part in daily and monthly fixed-income strategies meetings for Banamex trading desk providing trading ideas based on technical analysis.Developed spreadsheets tools to analyze the implicit expectations on markets according with the performance of FX futures, implied volatility of different assets, commodities, equity, CDS and inflation variables. Developed dynamic real-time spreadsheets in order to identify entry and exit levels on relative value trading desk’s… Show more Take part in daily and monthly fixed-income strategies meetings for Banamex trading desk providing trading ideas based on technical analysis.Developed spreadsheets tools to analyze the implicit expectations on markets according with the performance of FX futures, implied volatility of different assets, commodities, equity, CDS and inflation variables. Developed dynamic real-time spreadsheets in order to identify entry and exit levels on relative value trading desk’s strategies.Developed fixed-income calculators to valuate Mbonos, Udibonos, FRN, IRS, cross-currencies and forwards.Awarded with the Citigroup´s talent prize during two years in a row. Show less

Bachelor'S Degree, Economics

Education record