Dr. Diego Fiorito

Responsible for credit, market and operational risk. Internal control and Business Continuity. Risk Manager in-charge of 8-30 risk professionals. Member of the following Committee’s: Credit, ALCO, Technology, Investment, Finance and Risk, Internal Control, BCP, Compliance, Provisions and Prohibited Counterparties.

VP – Head Distribution Desk (2008-2009) Responsible for creating and leading the Distribution Desk for third parties (financial products, loans and derivatives). • Started a new business line offering structured tailored-made products to clients. • Responsible for providing advice for the investment decisions (US$1bn fixed income Latam portfolio) and the Interest Rate and Liquidity Risks.

Managed Market Risk (FX, Interest Rate, Liquidity, Fixed Income and Credit Derivatives). VaR, Stress Testing, Backtesting, Simulations and Sensitivity Analysis. • Responsible for leading, developing and implementing Basel II. Calculation of the optimal capital required according to the bank’s risk profile (credit, market, operational, liquidity, counterparty, interest rate and creditor and country concentration). • Responsible for designing and implementing a limit structure for the Interest Rate Risk.

Fixed Income Trader (1998–1999) Responsible for the daily flow and strategic positioning in local government bonds (US$ and local currency bonds). • Managed the investment portfolio (USS400MM). Team Leader - Corporate Trading Desk (1996–1998) Led a team of 5 sales persons offering financial products to institutional investors. • Developed investment strategies for the institutional investors (pension and hedge funds and insurance companies). • Responsible for setting asset transfer prices.

Junior Analyst • Assisted the portfolio manager in managing the mutual funds (fixed income, equities and money market funds). • Performed large companies and investment projects credit risk analysis.

Juris Doctor

MBA

Master in Finance

Lic. en Economics