MARCO PONCE

CFO position with responsibilities in the Financial Regulatory Reporting for IFRS and Local GAAP, Tax (planning, procedures and litigations), ALM (Funding and Liquidity management), MIS reporting, Budget Planning & Analysis, Accounts Payable/Cost Control. Relationship management with regulators, external auditors and rating agencies.

CFO position comprising Corporate Governance, Financial Regulatory reporting, PnL and Risk calculations, Franchise MIS, Cost Control, Budget plan, new products and Committees. Liaison with corporate areas for Market, Credit, Liquidity and Operational risks. Chair of ALCO, ICAAP (Internal Capital Adequacy) and Management Review Process (Sox) committees

Responsible for Latam MIS production considering a franchise view for Pnl and Risk. Also responsible for Credit Risk Control (Basel 2/2.5) and Internal Controls (Sarbanes-Oxley act). Assistance to CFO Latam for business plan conception, new products approvals, institutional committees, validation of Finance production and ad-hoc requests. Chair of Institutional Committee for Internal Controls – Management Review Process.

International assignment as expatriated employee. Responsible for coordination and supervision of monthly Credit Risk reporting (RWA) concerning data quality assurance and regulatory requirements for capital adequacy, risk provisions and economic capital. The aim of this international assignment was to contribute with the improvement of Credit Risk Control as result of the efforts made in this area in Brazil.

Responsible for Risk Controlling area comprising Market, Liquidity, Credit and Operational risks. Daily activities related to yield curves calculations, derivatives pricing, VaR calculation, Stress Testing, Liquidity Risk (MCO), Credit Risk (RWA) and Operational Loss control.

Daily activities related to analysis and development of IT tools for pricing and valuation. After 1995 worked jointly with an external consulting firm (as Unibanco employee) aiming at the development of a standard market risk model for Brazilian banks as per Central Bank request, sponsored by Unibanco and coordinated by Mr. Marcelo Rabbat, partner of Prandini, Rabbat & Associates.