Market Risk Analyst for Margin Account and APT
Interbolsa SA
Jul 2008 - Aug 2009 (1 year 2 months)
Responsible for the analysis, control and supervision of the risk inherent in a margin account for both, the client and the company.
Monitored the compliance of norms emitted by the Regulating entities, as well as the ones developed inside the company, i.e. guarantee level and VaR for every position.
Leader for the development of a new model of control for third party Portfolios that assured the fulfillment of the parameters established in each investment committee, as well as to establish maximum levels of concentration (by issuer and counterpart). These parameters include daily VaR, duration and type of investment, among others.