Carlos Duque
Angestellt, Senior Fixed Income Trader, SSA & EM, Swiss National Bank
Zurich, Schweiz
Über mich
Senior Fixed Income Trader with profound knowledge across Govies, SSAs, & rates derivatives with more than ten years of experience in international capital markets managing and trading Investment and Regulatory Portfolios in both Bank Treasuries-ALM and Official Institutions. Currently I am responsible for SNB's SSA and EM trading: manage portfolio exposures (rates and spread risk), ensure market footprint and access to liquidity, generate relative value ideas, and ensure performance targets are achieved. Prior to my current position I held different roles in UBS Treasury-ALM managing and trading HQLA regulatory portfolios between Singapore and Zurich. As a seasoned trader I have strong risk management skills and sound expertise in portfolio construction and analysis. Excellent reputation amongst dealer community and issuers. I am also able to code and develop quantitative techniques to support investment decisions. Hands-on attitude and impeccable work ethics.
Werdegang
Berufserfahrung von Carlos Duque
Bis heute 2 Jahre und 5 Monate, seit Jan. 2022
Senior Fixed Income Trader, SSA & EM
Swiss National Bank
Responsible for managing the share of the foreign exchange reserves invested in SSA/EM within the risk framework, while maintaining an appropriate liquidity profile and generating medium-long term earnings.
1 Jahr und 5 Monate, Aug. 2020 - Dez. 2021
Senior Investment Advisor
UBS Switzerland AG, Zürich
Responsible for generating revenue opportunities by providing effective investment advice and solutions to Family Offices in Latam.
7 Jahre und 5 Monate, März 2013 - Juli 2020
Fixed Income Trader, Treasury ALM - HQLA Portfolio Management
UBS AG, Zurich + Singapore
Trader responsible for the management and optimization of the Firm's HQLA portfolios, and investment of capital and excess cash. In-depth investment management skills with experience in EGB, SSA, CP/CD, CB, Repo and use of derivatives for hedging. Quantitative skills in trading, risk management, asset allocation, market and credit risk, ALM, reporting, and benchmarking.
2 Jahre und 5 Monate, Nov. 2010 - März 2013
Market Risk Officer, Treasury Risk Control
UBS AG
Market Risk Officer responsible for Group Treasury managed Liquidity Portfolios, Senior Funding and Capital Instruments.
3 Jahre und 5 Monate, Juni 2007 - Okt. 2010
Manager, Financial Services Consulting
KPMG + Deloitte
Support financial institutions comply with regulatory requirements, with focus on market and liquidity risks.
3 Jahre und 10 Monate, Aug. 2003 - Mai 2007
Operational Risk Modelling Analyst
Santander
Responsible for the Implementation of the BIS II AMA methodology at Santander Global Markets.
Ausbildung von Carlos Duque
2007 - 2008
Specialisation Programme in Options and Futures
Instituto de Estudios Bursátiles (IEB)
1996 - 2002
Telecommunications engineering
Universidad Europea de Madrid
Sprachen
Spanisch
Muttersprache
Englisch
Fließend
Deutsch
Gut