Luis Vivas Email & Phone Number

New York, NY, US

New York, NY, US

• First point of contact on key aspects of the account relationship lifecycle including setup, implementation, and production support for Barra and RiskManager clients
• Assist clients with portfolio optimization, back-testing, return/risk attribution, time-series performance attribution, and stress testing for equity, fixed income, or multi-asset portfolios using Barra
• Build customized workflows and analytics dashboards to satisfy client reporting needs or ad hoc requests
• Collaborate with internal teams to enhance MSCI analytics offerings by incorporating client feedback
• Facilitate client engagement by providing training or demos of MSCI’s solutions to existing clients and prospects to support pre-sales team
• Support clients with API programming using Python to automate and improve workflows' run times

New York, New York, US

• Validated Quantitative Models related to Credit Risk, Market Risk, Liquidity Risk, Concentration Risk, Insurance and Pension models for assessing the adequacy of risk capital and estimated losses for regulatory and.
• Wrote validation reports/presentations covering detailed usage and implementation of all aspects of the model
• Performed quantitative techniques to validate model performance in stressed macroeconomic scenarios for regulatory compliance and business applications
• Conducted analysis to assess inputs, assumptions, limitations, model mathematical formulation, and output
• Applied sensitivity analysis and backtesting as metrics to ensure the proper functioning of quantitative models

San Francisco, CA, US

• Assessed loan applications and assisted the underwriting process evaluating entrepreneurs’ business operations
• Directed entrepreneurs through fundraising to securing over $40k in funding for US small businesses
• Represented Kiva to audiences between 10-200 people at workshops, business events, and information sessions

Cambridge, MA, US

• Validated contingent claims valuation model calibrated to GSEs balance sheets to estimate cost to tax payers
• Produced dynamic tool for researchers and general public to learn Fannie Mae and Freddie Mac (GSEs) background and Housing Finance Reform proposals; presented to team, including Directors of the Center
• Analyzed Housing Finance Reform proposals and debated impact on primary mortgage rates and GSEs’ preferred shares

Baltimore, Maryland, US

• Backtested and validated trading strategies with robust risk hedging properties using 40 years of data, including Constant Proportion Portfolio Insurance, Moving Average Convergence/Divergence and Managed Volatility.
• Assessed strategies’ performance using cumulative return, maximum drawdown, information ratio, Sharpe ratio, Value at Risk, kurtosis and tracking error under different stress scenarios
• Delivered team written report and presentation to the multi-asset allocation team

Charlotte, NC, US

• Research Experience
• Formulated macroeconomic commentaries for clients, fixed income/foreign exchange strategy team and sales/trading desks in collaboration with Mexico and Canada Chief Economist by tracking monetary and fiscal policies.
• Monitored macroeconomic data releases and evaluated impact on forecasts, including Central Bank rate, inflation, GDP
• Collaborated on 100+ recurring macro research thematic reports on topics including monetary and fiscal policy, inflation
• Evaluated impact of 2016 US election and 2018 presidential election in Mexico on GDP, inflation, retail sales, investment
• Created marketing materials to present research products on Mexican/Canadian macroeconomics for meetings with institutional investors

Master Of Finance, Financial Mathematics

Bachelor Of Arts (B.A.) - Thesis: Labor Supply And Social Transfers In Mexico, Economics

High School Diploma