Lecturer of Financial Instruments and Technology for bachelor’s degree in Finance and Grande École program. The teaching course covered bonds, stocks and portfolio management

● Lead the interest rate swap and cross currency swap migration from Libor to SOFR in clients’ portfolios● Tracked and monitored Credit Sensitivities / Risks / Profits and Liability, Treasury / Issue Management, Trace Reporting and Hedge Activities for Traders for Credit Agricole New York branch as part of a two months mission. ● Developed the new curves for the LIBOR transition, including the implementation of ESTR and fallback curves in JPY and GBP● Designed pretrade… Show more ● Lead the interest rate swap and cross currency swap migration from Libor to SOFR in clients’ portfolios● Tracked and monitored Credit Sensitivities / Risks / Profits and Liability, Treasury / Issue Management, Trace Reporting and Hedge Activities for Traders for Credit Agricole New York branch as part of a two months mission. ● Developed the new curves for the LIBOR transition, including the implementation of ESTR and fallback curves in JPY and GBP● Designed pretrade configurations to satisfy specific requirements for the Front Office and other business areas● Analyzed and resolved complex functional support requests about Murex functionality to end-users covering all its asset classes: rates, bonds, and credit● Analyzed and evaluated P&L and sensitivities (Greeks) variations and provided PL explanation for the Front-Office/Risk areas and Replicated Murex complex derivatives, bonds and repos valuations and sensitivities.● Tracking and solving issues related to Livebook configuration, simulation views, pretrade solutions, credit, and rate curves Show less

• Analyzed and resolved complex functional Murex functionality support requests to end-users in all geographies in which the client operates covering all its asset classes: rates, FX, Equity and Derivatives• Analyzed and evaluated P&L and sensitivities (Greeks) variations and provided PL explanation for the Front-Office/Risk areas and Replicated Murex complex derivatives valuations and sensitivities.• Tracking and solving issues related to data discordance between front and back office… Show more • Analyzed and resolved complex functional Murex functionality support requests to end-users in all geographies in which the client operates covering all its asset classes: rates, FX, Equity and Derivatives• Analyzed and evaluated P&L and sensitivities (Greeks) variations and provided PL explanation for the Front-Office/Risk areas and Replicated Murex complex derivatives valuations and sensitivities.• Tracking and solving issues related to data discordance between front and back office systems and datamart reports• Configurated static data and market data (generators, portfolios, volatility surfaces, curves, etc.) and created of different types of Simulation views. Show less

• Provided prices for the sales desk quotes and other client-facing financial needs • Designed strategic initiatives to manage the volatility risk of the portfolio • Analyzed global financial market analysis, monitored news flow and macroeconomic fundamentals to formulate trading strategy for the portfolio

• Conducted relative value analysis and formulated market making trading strategy for the IBR-Libor basis swap curve • Proactive in the proprietary trading of interest rate swaps, cross currency swaps and basis swaps for the derivatives desk • Managed the FX and interest rate risk of the portfolio and hedged trading P&L in a fast-paced environment

• Led the issuing process of Davivienda’s local bonds. The activities related included financial assessment, due diligence and prospecting the bid-to-cover • Sales responsible for the customer services related to derivatives clearing through the Colombian clearing house • Led the migration process of all Fixed Income, FX and interest rate derivatives trades in the implementation project of Murex 3.1 version. • Designed workflows for the front-to-back processes of the Murex platform Show more • Led the issuing process of Davivienda’s local bonds. The activities related included financial assessment, due diligence and prospecting the bid-to-cover • Sales responsible for the customer services related to derivatives clearing through the Colombian clearing house • Led the migration process of all Fixed Income, FX and interest rate derivatives trades in the implementation project of Murex 3.1 version. • Designed workflows for the front-to-back processes of the Murex platform Show less

Monitored risk metrics and regulatory limits of Fx Colombian Market FX cash flow and developed the Structural Trading Model of the bank fixed income portfolio.

Intern at the FX Desk. Monitored the portfolios performance and risk metrics of the FX and derivatives portfolios (dvo1, Var; Fx Delta, Gamma, Vega, etc)

Lecturer for bachelor’s degree in Financial Engineering. The teaching course covered futures, forwards, swaps, and options with financial underlying and other financial products.