Delivery Manager en Deloitte España.

Desarrollo de procesos. Eliminando excel hacia Prophet.Desarrollo de Librerías en Prophet para IFRS17 y SII.Implantación y explotación del Modelo estocático.Optimización lineal de las BBDD del pasivo para Prophet.Diseño y explotación de las BBDD del activo para Prophet. SF & IMGestión del modelo estocástico para el cálculo de las TP's, AoM, EIOPA's Test.CE runs para Internal Model.Master del modelo ALM entorno FIS (Prophet, External approach, ALS, )Implantación IFRS 17 & 9.Optimización y validación de procesos y productos Prophet. PRIIPS calculations.

Senior Consultant.Prophet ALS, External.PRIIPS.Assets databases para Prophet.Linear Optimization liabilities databases.

Development of the Risk Management metrics in different software’s.-AFM, development of the ALM model, CashFlow Matching Act, Solvency II, ORSA-FLAOR (stress scenarios) and transitional measures (Matching, Volatility y Transitional of Interst Rate and Technical Provisions). Involved in the project with Towers Watson. Specialized in the SCR Market. Liquidity Risk Management.-Visual Basic: developer level. Scenarios Generator: historical methodology (Jamshidian) and . Market-Consistent calibration methodology(Hull&White).Valuation of:• Not plain vanilla structures, using G-h Tukey distribution( CLN’c linked to ITRAXX Europe Crossover S24), simulating the evolution of the 75 companies CDS’s.• Linked to IBEX structures.• Linked to GSCI Cruce Oil Index.• Super calibration of the sigma and alfa for the Hull&White valuation trees.• Implied Rating Model, Hull methodology.Automatization, linking Bloomberg to excel and coding VBA for different uses.-Designer of the ALM Policy, Liquidity Policy, Investment Policy, Data Quality Policy.-Implied Rating Model. Checking the accuracy of the external rating calcifications, using the CDS’s quotations. Generation of the QRT’s: DS06, DS08 and DS26. Budgeting and Solvency II extraction of the data from AFM and SQL Server. -Ad hoc documentation and reporting for the CRO, CFO and CEO.

Fixed income, Equity and Funds valuation. Extraction of the data from Bloomberg terminal for Fixed income, Fix to float, callable, strutured notes, IRS's, SPV's, Propeties... valuations.Crisis management: Grexit, Portuguese and Spanish banking crisis.Development of the software for the portfolio valuation, budgeting and the reporting for different departments.Implementation of the investment policy and assets valuation policy,Initialization of the AFM project with TW.

Quantitative Development of the Basilea II RP’S: RP 21, RP31, RP32, RP51/52, RP60/61Adopting Circular 12/2008 CNMV (Basilea II).Adopting Circular 7/2008 CNMV (Accounting).Risk Management of the Portfolio, reporting to the Executive Management.Development of the OTC's software.Adopting the internal control's.Designer of the tasks of the department.Reporting to CNMV of the Financial and Solvency II documentation.

Temporaly Practitioner.Department: Intervención General.Controller of the Public Teasure accounts.Managemente of the Public Debt and Financial Service.Development in Excel of needed controls.

International Department.Funds operating. Back Office support.Administration Department. Unit Linked valuations.Evaluation of manual tasks to improve it in VBA.Monitoring and controlling the operations.Monitoring contract execution.