ING-Life Japan                        Tokyo, Japan

Section Manager, Financial Risk Management Division, ING-Life Japan

I was in charge of the Systems and Operations Section of the Financial Risk Management division, with special emphasis on maintaining and improving the algorithms of the Hedging Fund for the Single Premium Variable Annuity products. Working closely with the Hedging Fund managers I designed 3 new processes and re-engineered another 4. I was also the project leader in the selection of an Integrated Risk System provider, designing the evaluation criteria and reviewing vendor data and presentations.

I received special commendations on improving the speed and reliability of all processes under my supervision and reducing the number of incidents. The quality of my code and its documentation was so appreciated that I was asked to design division-wide policies on code standardization and maintenance.

BBVA-Bancomer                       Mexico-City, Mexico

Associate VP, Risk Management, BBVA-Bancomer Asset Management

I designed and implemented the models for measuring default risk, curve risk and market risk. I designed and created the valuation tools for fixed income, derivatives and structured notes. I generated new risk indicators and included them in the general reports. I participated in the creation of new benchmarks.

In charge of generating the risk reports for the Risk committee, the Benchmarks committee and all the Investment committees. Responsible for the benchmarking of the investment funds (return, risk, policies, limits, scenarios). Equity funds, Fixed Income and Regulated Pensions Funds worth over 20 billion USD

Design and back-testing of automated quantitative trading systems

I fully automated the analysis and reporting processes, increasing the reporting frequency form weekly to daily and more than doubling the amount of available indicators and information.

Instituto Tecnologico y de Estudios Superiores de Monterrey (ITESM), Mexico City Campus                        Mexico-City, Mexico

Finance professor, Program director

Director of the Student Investment Fund: fund supervision, result analysis, guidance. Over 25 alumni went on to become Portfolio Managers in local banks. I was profiled numerous times in the local financial press.

Director of the ITESM-University of Texas at Austin Double Degree Executive MBA program (promotion, public relations, Logistics, Student relations, Partner relations)

Taught (in Spanish and English) Advanced Finance classes, both at the Graduate and Undergraduate level (‘Derivative Instruments’, ‘Financial Engineering’, ‘International Finance’, ‘Portfolio Management’, ‘Financial Theory’, ‘Computer Programming in Finance’)

Taught many specialized seminars, in Mexico and Latin America, including ‘Implementing Financial Algorithms’, ‘Derivatives and Risk Management’, ‘VBA for Financial Institutions’ and ‘Risk Management for Investment Portfolios’ for large corporations, professional organizations and public institutions.

Asia International Finance                  Beijing, China

10/2007 to 6/2008: Vice-President for Investments

I was in charge of designing the project plans for all non-China projects, designing company-wide standards for evaluation and establishing the Business Analysis section as separate from the Risk-Analysis section and the Project Management section. I reviewed, jointly with the Executive VP and the Board, all the financial and operational reporting from our subsidiaries in South-East Asia. I participated in the Board-Officers planning sessions and helped formulate policies and standards. I was often part of the negotiating team that dealt with prospective partners, both locally and by travelling.

5/2007 to 10/2007: Chief Risk Management Officer

I was in charge of evaluating overall risk and potential issues with a variety of projects with international components. Projects involved partners in Hong-Kong, Singapore, Malaysia, Indonesia, Italy and Germany. As my analysis reports were more comprehensive than the original project reports I was entrusted with the lead in preparing brochure contents and participated in several presentations to financial institutions for private placements of projects.