Ivan Rivera

Perform analysis for AIG’s Global Yield Currency Committee (GYCC) including the determination of foreign currency exposure for more than thirty different currencies, VaR calculation, FX derivative valuation, and FX rate forecast. • Part of a team in charge of performing the valuation of all assets and liabilities including rate shock and sensitivity analysis for all of AIG’s companies at a global level. • Documentation of procedures including reconciliation of market data for internal audit purposes.

• Part of a team that manages all derivatives and hedging activities related to credit services focused on middle market innovative financing in the US and Europe. • Develop business relationships with different counterparties (RBC, BMO, Citi, DB, Wachovia, Barclays, Dresdner, Suntrust) taking part in competitive bidding initiatives to hedge specific loans related to the healthcare, real estate, retail and communications industries. • Provide accurate and timely value adding analysis reporting on vari