María Del Mar Lozano Blázquez
Madrid,
Summary
Hardworking Quantitative Risk Analyst offering almost 6 years of experience in a Clearing House maintaining and development new Risk Models. Familiar with quantitative analysis techniques and python programming.
Overview
8
8
years of professional experience
Work History
Quantitative Risk Analyst
BME Clearing, Bolsas y Mercados Españoles - a Six Group
Madrid
08.2018 - Current
- Performing quantitative analyses to measure the magnitude of potential risks of the Clearing House, including maintenance of current risk models and development of new models (HVaR Models).
- Conducted analysis of financial risks and identified areas of potential exposure (impacts on interest rate increases and decreases, changes in gas and electricity markets, incorporation of new regulatory rules, etc.).
- Sensitivity, Stress Test and Reverse Stress Test analysis. Included ESMA Stress Test Exercise for Central Counterparties.
- Performance of default simulations. Design of defaulting portfolio, segment impact, create internal calculators for receiving bids, confirming bids and exercise resolution.
- Development of relevant documentation for the aforementioned tasks.
Market and Structural Risk Analyst (Scholar)
Methodology and Model Building Department, Banco Santander
Madrid
04.2018 - 07.2018
- Sourcing, preparation and review of the Group's risk appetite exercise.
- Implementation and review of local appetite exercises.
- Elaboration of explanatory and support material within the appetite perimeter.
Financial Instrument Auditor (Scholar)
Valuation of Financial Instruments Department, PwC
Madrid
09.2017 - 03.2018
- Valuation of financial instruments through the appropriate methodology.
- Retrospective and prospective evaluation of accounting hedges.
- Collaboration in projects related to IFRS9 standards.
- Development of explanatory material for each of the tasks.
Software Developer (Scholar)
Horus Hardware S.A
Salamanca
07.2016 - 10.2016
- Development of healthcare software in Java language, which included the development of macro web project modules for electronic medical record management through the programming of mathematical algorithms.
Education
Quantitative Finance Master
AFI Escuela De Finanzas
Madrid, Spain07-2018
Mathematics Degree
Universidad De Salamanca
Salamanca, Spain07-2017
Skills
- Analytical Thinking
- Data Analysis
- Model Development
- Adaptability
- Teamwork and Collaboration
- Problem-solving aptitude
Languages
Spanish
First Language
English
Advanced (C1)
C1
Programming and Software
- Python
- Matlab
- R
- Java
- Latex
- Microsoft Office (Excel, Word, PowerPoint)
Timeline
Quantitative Risk Analyst
BME Clearing, Bolsas y Mercados Españoles - a Six Group
08.2018 - Current
Market and Structural Risk Analyst (Scholar)
Methodology and Model Building Department, Banco Santander
04.2018 - 07.2018
Financial Instrument Auditor (Scholar)
Valuation of Financial Instruments Department, PwC
09.2017 - 03.2018
Software Developer (Scholar)
Horus Hardware S.A
07.2016 - 10.2016
Quantitative Finance Master
AFI Escuela De Finanzas
Mathematics Degree
Universidad De Salamanca
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