Financial Risk Analyst
BTG Pactual Bank
Jun 2023 - Current (2 years 1 month)
- Measurement and monitoring of market, credit and operational risk of different banking products using Python, SQL, Power BI and Visual Basic.
- Market risk and liquidity risk structuring for a new energy company, structuring processes from scratch.
- Financial planning and analysis projecting revenues, costs and expenses into the future.
- Monitoring of operations with stocks, fixed income and derivatives of the united states and colombian stock exchanges.
- VaR, MLE, COP, Exposure calculation for FX derivatives, swaps, and energy futures.
- Derivatives Valuation & CVA DVA Calculation with Python
- Regulatory controls for FX exposure (PP, PPC, PBA)
- Presentation of risk metrics in risk committee. Additionally alerts & authorizations of