Manager Management
Resume:
VALERIANO S. REYES, FRM, CPA
Mobile Number: +639*********
Email Address: *********.*.*****@*****.***
Profile:
Val is currently working as a Portfolio Manager handling fixed income securities including several
structured products. Aside from his 2 years experience in trading, he has an extensive experience in risk
management, accounting and consulting.
Certifications and Professional Qualifications:
Financial Risk Manager (FRM) issued by GARP last January 2009
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Certified Public Accountant (CPA) – issued by PRC last October 2006
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Certified Fixed Income Market Salesmen – issued by SEC last Dec. 2010
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Treasury Certificate Program (TCP) Passer – last June 2011
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Produced 13% return on investment in Fixed Income Trading for 2011
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Achieved 11% return on investment in Fixed Income Trading for 2012
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In depth knowledge in Asset and Liability Management (ALM), Market and Credit Risk of a
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financial institution
o Lead consultant in IAS 39 Conversion Project of Big Banks in Indonesia lead by EY Philippines with
coordination with EY Indonesia
o Previously member of Ernst and Young Far East Area Accounting Standards Group (FEA ASG)
o Knowledgeable in valuation of various financial products and relevant accounting treatment.
o Knowledgeable in Bloomberg
o Part time College Professor teaching financial management and accounting subjects
Work Experience:
Aug 2010 to Jan 2013 Bank of Commerce – Senior Manager / Department Head, Structures and
Investment Division
o Manages bank’s investment portfolio composed of fixed income bonds
and other structured products such as CLN’s and CDO.
Generated income of P150M twice the budget or an equivalent of 13%
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return on investments in 2011.
Produced income of P130M twice the budget or an equivalent of 11%
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return on investments in 2012
Performed other adhoc jobs on top of fixed income trading such as
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Addressing the Central Bank’s audit findings, Creating Product Manuals,
Participating in IT transformation/conversion project for treasury
Mar 2010 to Present Ateneo Professional School – Part time Lecturer handling Finance and Risk
Management subjects
Oct 2010 to Mar 2012 San Sebatian College Recoletos De Cavite Inc. – Part time Instructor handling
Financial Management and Accounting subjects
Dec 2009 to Aug 2010 Maybank Philippines Inc. – Executive Market Risk Officer (Acting Head)
o Monitored bank’s daily market risk exposure through several measures
such as VAR, Duration and DV01 for FX, Fixed Income and other
derivative transaction of the Bank
Calculated bank’s Profit and Loss derived from trading and investment
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securities
Performed sensitivity analysis to changes in FX rates and interest rates
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Monitored bank’s liquidity risk exposure through Maximum Cumulative
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Outflow (MCO)
Performed Earnings at Risk (EAR) Analysis on a monthly basis
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Monitored bank’s compliance to Central Bank’s regulation based on
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several ratio such as liquidity asset ratio and reserve requirement
Performed quarterly stress testing
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Developed risk limits, policies and procedures related to market and
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liquidity risk
Performed secretarial function to the Asset and Liability Management
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Committee
Assisted Treasury Operation Support unit in accounting related queries
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Sep 2009 to Dec 2009 Ernst and Young Philippines (SGV) – Senior Associate Financial Services and
Risk Management (FSRM) and Quantitative Assurance Services (QAS)
o Lead IAS 39 Conversion project for largest banks in Indonesia
Conducted workshops in Credit Risk and Impairment of IAS 39
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Conducted external and internal trainings on IAS 32, 39 and IFRS 7,
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Derivatives, Market and Credit Risk Management.
Participated in various ICAAP engagements focusing on credit risk
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Jan 2007 to Sep 2009 Ernst and Young Philippines (SGV) – Associate Financial Services and Risk
Management (FSRM) and Quantitative Assurance Services (QAS)
o Performed several derivatives valuation advisory engagements.
o Conducted trainings on valuations of Derivatives
Assisted clients in building model in valuation of derivatives
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Involved in setting up a risk management unit of a government institution
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Assisted clients in accomplishing Hedge Documentation and Hedge
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Effectiveness Testing and resolving related to hedge accounting
Performed IFRS conversion project with focus on IAS 32, 39 and IFRS 7
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for the largest home financing institution in the Philippines.
Performed treasury operations and finance risk controls audit of treasury
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departments for the Firm’s top clients as part of assurance
engagements.
Education and Trainings:
o Graduated with honors (Cum Laude) from San Sebastian College Recoletos de Cavite, Inc
(SSCR) taking up Bachelor of Science in Accountancy last March 2006
o Attended the following seminars:
o Basic Derivatives and ISDA Documentation Seminar
o Technical Analysis
o VaR Validation Framework/ Quantitative foundations of VaR
o Introduction to Internal Capital Adequacy Assessment Process
o IFRS Intermediate and Advanced Courses and IFRS Issues in the Banking Industry
Personal Background:
Born on April 13, 1986; a Filipino Citizen. Fluent in English, knowledgeable in Microsoft Word, Excel, and
PowerPoint. Interested in programming. Willing to learn, adaptable and hard working.
Contact this candidate