Ignacio Hernández-Ros Email & Phone Number

Luxemburgo

Luxemburgo, Luxemburgo

As Financial Risk Officer at the Strategic and Market Risk unit my mission consist on ensuring that the European Investment Fund remains protected from any source of financial downturn as well as efficiently manage the risk mitigation resources in place. More specifically, my responsibilities involve:- Developing and maintaining the Risk Policies that define the risk appetite, limits and processes of the EIF. This includes determining the risk sources of the institution and define appropriate Key Risk Indicators to monitor the evolution.- Contributing on the development of regulatory risk reporting such as ICAAP and ILAAP.- Developing projection and Stress Test methodologies to ensure the future sustainability of the institution taking into consideration the evolution of the current portfolio and the expected future operational plan under multiple scenarios. - Periodically measuring and reporting to the Board the risk status (through specific Key Risk Indicators) and evolution of the institution.- Providing expertise during the development of new products regarding their impact to risk limits and indicators. Advising on the strategy of the institution and the connection with its risk profile and appetite.

Europe

As a Team leader and supervisor in Management Solutions, I've driven multiple projects in the area of credit risk in different geographies (Spain, UK, Poland) involving both Low Default and High Default portfolios: - Estimation, validation and business use of credit risk parameters (PD, EAD, LGD) in both IRB and IFRS9 frameworks. - Development and implementation of risk sensible pricing engines for financial institutions. - Elaboration of application packages to ECB. - Definition and implementation of decision models for branch location.Experience leading teams up to 6 developers. Deep knowledge of regulatory environment and interaction with IRB parameters. Experience with ECB in TRIM and IMI exercises from the bank side.

Madri

Oxford

Master'S Degree, Banca Y Servicios Financieros

Master's course in Business Consulting with a specialization in Data Science. Focus on financial risk management. - Risk Management.

Grado, Physics

Physics degree with a specialization in cosmological computational methods. - Quantitative methods. - Mathematics and statistics. - Python.