Manuela Mazorra Gómez is a MS Operations Research @ Columbia University | Citi | Global Capital Markets |. She is proficient in French.
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Summer InternCiti Jun 2024 - Aug 2024New York, New York, UsBuilt IRS and XCCY swap live valuation tool, with caps and floors, aggregating and stress-testing existent swap deals to simulate the impact of higher yielding carry trades. (Tools: Python, VBA, Internal quant functions). -
Global Markets Sales AnalystBnp Paribas Feb 2021 - Dec 2022Paris, Fr• Executed FX swaps, non-delivery forwards, global bonds, and spot deals with institutional and corporate clients.• Devised a CPI swap pricer (CPI vs. SOFR) to assist the sales team with quotes for corporate clients.• Designed statistical analysis to compare the relative time valuation of the FX USDCOP and COPOIS forward curves to evaluate any arbitrage opportunity across tenors.• Supported structuring team with pitches on structured products for important pipeline deals.• Led the project automation of an auto-booking / auto-pricer of the USDCOP in the bank's Bloomberg channel. -
Global Markets Analytics And Business Intelligence AnalystItaú Colombia Oct 2019 - Feb 2021Co• Designed a forecasting model using back-testing with R to replicate the USDCOP FIX intraday volume, supporting the FX trader in managing spot FIX risk, and a closer approximation to final FIX spot rate. -
Trading Floor InternPorvenir Pensiones Y Cesantías Dec 2018 - Jun 2019Bogota, Co• Developed a Swap IRS calculator to assist the fixed income trader in efficiently pricing a vanilla swap.
Manuela Mazorra Gómez Skills
Manuela Mazorra Gómez Education Details
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Columbia UniversityOperations Research -
Pontificia Universidad JaverianaEconomics -
Hölty GymnasiumHigh School Diploma
Frequently Asked Questions about Manuela Mazorra Gómez
What is Manuela Mazorra Gómez's role at the current company?
Manuela Mazorra Gómez's current role is MS Operations Research @ Columbia University | Citi | Global Capital Markets |.
What schools did Manuela Mazorra Gómez attend?
Manuela Mazorra Gómez attended Columbia University, Pontificia Universidad Javeriana, Hölty Gymnasium.
What skills is Manuela Mazorra Gómez known for?
Manuela Mazorra Gómez has skills like Leadership, R, Eviews, Optimistic, Interpersonal Relationships, Persistence, Impact Evaluation, Capital Markets, Pressure Handling, Bloomberg, English, Team Leadership.
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