Daniel Quiroz
Civil Industrial Engineer
Summary
Highly qualified risk professional with 17 years of experience in banks such as Citibank / Banco de Chile and Banco BICE. Strong leadership skills, adept at leading teams and presenting to Committees comprising directors, senior management, and the bank regulator. Establishes strong and successful policies to mitigate risk and establish clear procedures for assessments, prevention and containment.
Overview
18
18
years of professional experience
Work History
Senior VP Market, Liquidity and Counterparty Risk
Banco BICE
01.2017 - 01.2024
- Responsible for measuring, controlling financial risks, and valuation of a portfolio of 30 billion USD, ensuring rigorous risk management practices
- Lead a multidisciplinary team and responsible for projects related to Treasury operations, demonstrating organizational and strategic planning abilities
- Presenting key initiatives to ALCO and Credit Committees, and the regulatory Chilean bank authority
- Managed multiple projects simultaneously while staying within deadlines
- Mentored and coached staff members, enabling them to reach their highest potentials
- Main achievements and functions include: Capital and Basel (ICAAP), Liquidity and Basel (ILAAP), IT Implementation, Market Risk and Liquidity, Derivatives and bonds Valuation, P&L, Hedge Accounting, Policies and Limits, Intraday Liquidity, ISDA Master Agreement and International Regulation.
Senior Associate Market, Liquidity and Counterparty Risk
Citibank / Banco de Chile
01.2013 - 08.2016
- Functional responsible for the implementation, improvements, analysis, definitions, procedures, and models associated with the bank's market, liquidity, and counterparty risks of derivatives
- Successful negotiation of twenty ISDA Schedule and CSA with US and European banks.
Risk Associate Market, Liquidity and Counterparty
Citibank / Banco de Chile
01.2008 - 01.2013
- Responsible for the development of methodologies for Market, Liquidity, Counterparty Risk, CVA, and greek letters of exotic derivatives
- MUREX: Market Risk Functional Leader for definitions.
Risk Analyst Market, Liquidity and Counterparty
Citibank / Banco de Chile
01.2007 - 01.2008
- Development of Market, Liquidity, Counterparty, internal and regulatory risk methodologies, including FX Options.
Analyst Performance Management
Cencosud
06.2006 - 12.2006
- Development of inventory profitability indicator GMROI and inventory forecasting model.
Education
Civil Industrial Engineer -
Pontificia Universidad Católica De Chile
Diploma in Transportation Engineering - undefined
Pontificia Universidad Católica de Chile
Skills
Cross-functional Team Leadership
Team Management
Python (intemediate)
Bloomberg (intermediate)
Visual Basic/Macros Excel (advance)
Office (advance)
Policy Development
Market Risk
ALM, IRBB
Liquidity Risk
Counterparty Risk
Stress Testing
Monte Carlo Simulation
VaR, CVaR
Dv01
Basel
Valuation
Recent Training
- Agile Mode: Agile methodology and team management course (Inspirit 2023)
- Liquidity Risk and Basel III: Liquidity Stress Test and Contingency Plan (Fermac Risk, 2021)
- ALM (Asset and Liability Management) and FVA/CVA (RiskMathics, 2020)
- IRRBB (RMLB) y FTP: (David Green Advisors dga, PhD, CFA expert at FTP and ALM, 2019)
- Interest Rate in Banking Book: (Marcus Evans, 2018)
Hobbies and Interest
Swimming, tennis, skiing, golf, pool, guitar, running, and calisthenics
Timeline
Senior VP Market, Liquidity and Counterparty Risk
Banco BICE
01.2017 - 01.2024
Senior Associate Market, Liquidity and Counterparty Risk
Citibank / Banco de Chile
01.2013 - 08.2016
Risk Associate Market, Liquidity and Counterparty
Citibank / Banco de Chile
01.2008 - 01.2013
Risk Analyst Market, Liquidity and Counterparty
Citibank / Banco de Chile
01.2007 - 01.2008
Analyst Performance Management
Cencosud
06.2006 - 12.2006
Civil Industrial Engineer -
Pontificia Universidad Católica De Chile
Diploma in Transportation Engineering - undefined
Pontificia Universidad Católica de Chile