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Manuela Mazorra Gómez is listed as MS Operations Research @ Columbia University | Citi | Global Capital Markets | based in New York, United States. AeroLeads shows a matched LinkedIn profile for Manuela Mazorra Gómez.
Manuela Mazorra Gómez previously worked as Summer Intern at Citi and Global Markets Sales Analyst at Bnp Paribas. Manuela Mazorra Gómez holds Master Of Science - Ms, Operations Research from Columbia University.
Manuela Mazorra Gómez is a MS Operations Research @ Columbia University | Citi | Global Capital Markets |. She is proficient in French.
Listed skills include Leadership, R, Eviews, Optimistic, and 17 others.
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New York, New York, Us
Built 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).
Paris, 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.
Co
• 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.
Bogota, Co
• Developed a Swap IRS calculator to assist the fixed income trader in efficiently pricing a vanilla swap.
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Manuela Mazorra Gómez is listed as MS Operations Research @ Columbia University | Citi | Global Capital Markets |.
Manuela Mazorra Gómez is based in New York, United States.
Manuela Mazorra Gómez has worked for Citi, Bnp Paribas, Itaú Colombia, and Porvenir Pensiones Y Cesantías.
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Manuela Mazorra Gómez holds Master Of Science - Ms, Operations Research from Columbia University.
Manuela Mazorra Gómez is listed with skills including Leadership, R, Eviews, Optimistic, Interpersonal Relationships, Persistence, Impact Evaluation, and Capital Markets.
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