Fernanda Díaz Rodríguez Email & Phone Number

Mexico

Mexico City, Mexico

London, United Kingdom

- Contribute to set international standards for financial instruments valuation.- Actively participate in Data, Competencies, and AI working groups.- Promote the adoption of these standards among VPOs in Latin America and Spain, including ASA, UPAV, and ATASA.

Mexico City, Mexico

Collaborated with the official VP on developing valuation methodologies and models, as well as resolving disputes related to domestic and international financial instruments traded in the Mexican market. Served as Chair from June 29, 2023.

Mexico City Area, Mexico

- Professor of Valuation of Financial Instruments: A quantitative course combining theory and practical application.- Professor of Financial Instruments and Trading Strategies.- Professor of Derivatives and Financial Risks.

Mexico City Area, Mexico

- Led multi-disciplinary teams and fostered human capital development.- Implemented Data Governance procedures to ensure data quality, integrity, and control for valuations and market data, providing business intelligence for risk, trading, and finance decisions.- Developed unobservable market inputs to value exotic derivatives and long-term financial positions, and calculated CVA, DVA, and other XVAs.- Performed P&L attribution by risk factor in compliance with the Volcker Rule and… Show more - Led multi-disciplinary teams and fostered human capital development.- Implemented Data Governance procedures to ensure data quality, integrity, and control for valuations and market data, providing business intelligence for risk, trading, and finance decisions.- Developed unobservable market inputs to value exotic derivatives and long-term financial positions, and calculated CVA, DVA, and other XVAs.- Performed P&L attribution by risk factor in compliance with the Volcker Rule and analyzed back-testing exceptions based on sensitivities and risk factors.- Implemented new valuation methodologies within systems.- Managed and optimized the technology budget.- Resolved collateral disputes with counterparties stemming from valuation discrepancies.- Negotiated changes to valuation-related clauses in ISDA and CSA agreements with domestic and foreign counterparties.- Oversaw daily market data feeds for systems. Show less

Madrid Area, Spain

- Implemented novel valuation models for exotic derivatives.- Developed automated platforms using MATLAB, VBA, and Excel to value derivatives.- Simulated the valuation of fixed-income portfolios over time under various market and credit risk scenarios.- Generated reports on the valuation and sensitivities (Greeks) of bond and derivatives portfolios.- Provided expert advice on valuation-related legal disputes.

Ciudad De México Y Alrededores, México

- Traded agricultural commodities in the Canadian and U.S. markets.- Analyzed trends and structures in commodity futures prices.- Developed and maintained relationships with customers and institutions.

Mexico City, Mexico

Teaching Master Program Course on International Economics at IEPCI, Instituto de Estudios de Posgrado en Comercio Internacional.Teaching Market Risk Hedging Strategies with Financial Derivatives to AJR community of exporters/importers.

Ciudad De México Y Alrededores, México

- Traded futures and options on the Chicago, New York, and London exchanges.- Developed foreign exchange market risk hedging strategies for Mexican companies, providing guidance on accounting treatment and performance measurement.- Conducted technical analysis of price time series and fundamental analysis of economic and financial data.

Mexico City Area, Mexico

- Conducted technical and fundamental analyses of international oil, natural gas, and other energy commodity prices.- Analyzed the structure of future and spot energy market prices.- Prepared and delivered three daily analytical reports to the Minister.

Phd Candidate, Quantitative Finance And Economics, Working On Research Project

Master'S Degree, Quantitative Finance And Banking, Phd Program

U. de Valencia, U. Complutense de Madrid y U. de Castilla La Mancha Thesis: Assessing Seasonality in the Commodities. Quality.

Master'S Degree, European Integration Studies

Thesis: Challenges of the Capital Requirement Direcive (Basel II). Banking Supervision in the European Union. Special Acknowledgement.

Bachelor'S Degree, International Relations, Major In Economics And International Finance

Activities and Societies: Speaker at NAFTA at Five (Ch.14, Financial Services). Carleton University, Ottawa, Canada. Finalist.