Gerardo Z. Email & Phone Number

Irving, Texas, Estados Unidos

Ciudad De México Y Alrededores, México

Coordination and execution of the CCAR regulatory process including the financial modeling and analytics with a deep understanding about the rationale of the P&L and balance performance. Lead analyst responsible for the model implementation of the Expected Credit Loss methodology under IFRS 9. Model development documentation, annual performance review and ongoing performance assessment of PPNR forecast models through back-test analysis under the Citi Model Risk Management Policy. Strategic partner with Risk, Treasury and Capital Management areas. Outstanding analytic materials presented to Senior Management including dashboards, KPI’s and executive narrative as well.

Ciudad De México Y Alrededores, México

Responsible for the Independent Price Verification methodology enhancement project, oriented to accuracy optimization and streamline process of the previous methodology under the Bank of International Settlements supervisory guidance. Quantitative techniques were implemented to assure the fair value and measure the liquidity of financial assets well as the implementation of an evaluation of price contributors based on multicriteria techniques.

México City

Lead analyst responsible for the evaluation of Financial Risk Management quantitative models at banks, clearinghouses, and other financial and non-financial institutions. Most relevant projects include Expected Credit Lose model transition to IFRS 9, time deposits sensitivity to reference rates model and Value at Risk models among others, leading a multidisciplinary team of Sr. consultants, performing specialized technical assessments, and developing supporting documents under Deloitte Engagement Standards. High hands-on experience working alongside leading Partners and their teams within the Firm as well professionals across diverse industries in Audit projects where my team was responsible for derivatives fair value measurement and the evaluation of hedge strategies through prospective and retrospective effectiveness tests. Outstanding discipline related with working documents and deliverables, organized project management with multiple stakeholders, and high-performance team leadership were achieved during this experience.

Mexico

Manager of a multidisciplinary team responsible for ensuring the regulatory compliance through quantitative analysis such marginal contribution to risk Analysis, risk budget analysis, what if, stress test, performance attribution among other analysis. Responsible for the execution of the "Closing Operations Process" where all quantitative risk measures were calculated and reported to the different recipients. In this respect, important measures were taken to optimize the process, including assignment of specialized personnel, process diagram, operating manual, redundancy input and process elimination, exception controls, among others; achieving a significant reduction in the execution time and in the incidence of operational errors.

México

Performance of quantitative analysis for Retail Banking and Wealth Management investment portfolios, providing insight through different platforms such Bloomberg Port Analysis, specialized portfolio management systems and the development of ad-hoc new tools to drive strategic improvement on investments risk-adjusted returns. Oversee performance & risk attribution, VaR decomposition and contribution, duration analysis, among other exposures to ensure the investment guidelines and compliance based on HSBC Global Asset Management standards. Support to Institutional Clients Group with investment strategies through portfolio optimization exercises and simulations of forecasted horizon analysis and stress-test scenarios.

México

Responsible for creating the risk management and investment strategy framework for fixed income, equity, and balanced portfolios in compliance with governmental regulatory requirements to offer mutual funds and investment strategy solutions. Automation of reports and dashboards including relevant KPI such duration, beta, sensitivity, investment regime and VaR with both parametric and non-parametric risk models.

México

Implementation across multiple financial institutions of The Zeus System (Risk Management System) to comply with the governmental regulatory requirements of operation, execution, and reporting for the whole investment and risk management process. All CNVB, CNSF and CONSAR requirements were successfully achieved with high quality standards. Responsible for the design and implementation of the daily information update flow process for The Zeus System, which included the use of SQL processes for the construction and maintenance of variance-covariance risk-matrix, duration and risk factors for the multifactorial risk model, characterization of financial instruments within the system, and the quality assurance of the price vendors input data.

Business Analytics Program

Mba, Finanzas

Esp, Finanzas Corporativas Y Bursátiles

Lic, Informática