Maria Duenas Email and Phone Number

1 of 3 portfolio managers supporting a team a 12+ primary financing ABS bankersConduit Administration – supporting all aspects of bank administered ABCP conduit• Produce monthly investor and rating agency reporting; overseeing annual external audit• In charge of regular reporting and monitoring of limits, envelope and risk triggers• Execute internal trades and work with liquidity and derivative risk management teams• Maintain working knowledge of program documents• Contact point for rating agencies, regulators and third-party service providers• Lead SPV/Conduit reporting for branch and head officePortfolio Management – supporting the securitization portfolio and other structuring and portfolio management activities• Coordinate front office booking, client onboarding, authorizations and controls; specifying workflows and control models for smooth and timely operational management of transactions• Contact point for middle office, credit risk management, senior management and head office inquiries; contributing to team responses to regulators and auditors• PnL reconciliation; regulatory capital, liquidity and funding cost review• Represent the team with IT sponsored projects; organize and implement operational procedures and work flows within the group.

Senior Associate, Integrated Credit Trading Conduit Administration – administrator of bank sponsored SPVs• Products covered included: Reverse Repos, ABCP, GICs, Interest Rate Swaps, Liquidity and Reserve Facilities, Project Finance Loans• Produced and distributed monthly investor reports to clients and rating agencies; created and implemented automation within the report writing process• Executed documents and transactions on behalf of the SPVs to ensure compliance and uninterrupted program support: liquidity management, credit facility maintenance, annual credit review updates, company expense processing• Responded to audit, regulatory and rating agency inquiries; maintained working knowledge of all program documentsCredit Trading Support – supported portfolio managers with their internal administrative functions• Products Covered: 1.0 & 2.0 CLOs; CMBS• Coordinated internal account, product and trade bookings; facilitated compliance and KYC filings; directly responded to new Dodd Frank and FATCA requirements• Provided regular surveillance reporting on portfolios and commented on Watchlist positionsSenior Associate, Active Credit Portfolio Management Special Projects – ad hoc reporting for senior management, risk control and compliance departments• Presented aggregate data on portfolio positions, cash flow modeling and other reporting• Participated as a fully integrated analyst on projects such as asset reclassification, large scale asset transfers and comparative strategy analysis• Performed data drilling, investigative analysis and coordinated with IT to develop portfolio monitoring toolsCredit Trading Support – supported portfolio managers with their internal administrative functions• Products Covered: CLOs; Bonds; CDS; Funding TransactionsAssociate, Credit Risk ManagementSpecial Projects – quarterly reporting for senior management; ad hoc reporting for other bank departments

Database Management – maintained database of new bond issues• Products Covered: UST and Agency bonds; Corporate Bonds; ABS Issues (all classes); Convertibles and Preferred Securities• Completed timely updates of terms and pricing details for new bond issues coming to market• Published monthly league tables on bond issuance activityDesign & Development – planned all aspects of new database platform• Developed conceptual design for new datawarehouse and database environment• Engaged with MS SQL Server developer to plan and execute new product design. Implementation included: testing data entry GUI, data validation process and creating front-end interactive tools

Database Management – product manager for leading market data provider• Built and updated databases housing financial & economic data: macroeconomic time-series data; industry specific measures; interest rates and foreign exchange rates• Worked with government and other official data sources (BLS, BAE, OECD, foreign government agencies, etc.) to collect data and ensure proper definitions and determine appropriate use• Provided product and analysis support to investment banking clients, risk managers, and non-profit research professionals