Johnatan Romero Email & Phone Number

Mexico City, Mexico

Responsible for market, liquidity and operational risk methodologies to which the institution is exposed. Presentation to committees of developed methodologies and support in the different areas of the bank where they will be implemented. Generation of new projects for the timely measurement and mitigation of various risks such as stock market, liquidity.

Updating, documentation, and publication of methodologies for the identification, valuation, and measurement of market risks to which the institution is exposed. I collaborated in the development of diverse methodologies and tests to generate proposals for global and specific limits for market risk. Preparation of monthly and quarterly market risk reports.

CDMX

Responsible for methodologies and valuation in risk matrixes according to CONSAR and CNSF (Derivatives, Debt, Equity), review and update of valuation models for matrixes, and independent valuation of instruments (MBS, private debt funds). Generation of proposals, development, and management of new products; active member in committees and subcommittees.

Customer segmentation and qualification, CRM. Purchase propensity and cancellation decrease models, forecasts on Sales and Reservations for the Club. Portfolio and collection analysis. Generation of indicators and proposals for the Call Center and Marketing areas.

Financial risk management and analysis, development of metrics, and risk reports on AFORE's portfolios.Analysis, Evaluation, and Approval of Financial Risk Manualsof Financial Risk Methodologies and Procedures (Market, Credit, and Liquidity Risks),Liquidity). Developed and coordinated new projects focused on regulation issued by CONSAR.

Creation of the risk system for regulations issued by CONSAR for various Afores.Afores. Analysis and follow-up of market and credit risks, and implementation of new liquidityof new methodologies on Liquidity for various financial instruments (debt, derivatives, equity, etc.),maintenance of the database, and generation of automatic reports using different.