Valeria Zelaya

adcxmo@r.postjobfree.com

786-***-****/ Quincy, Massachusetts 02169

Professional Summary:

Business Analyst-Finance professional with extensive experience in business analysis; risk management with a focus on credit risk and market risk; project management; data governance framework and data quality. Highly analytical and capable of building business processes & financial risk controls. Able to lead and motivate a team and skilled at linking business and technology to accomplish strategic goals.

Core Competencies: Capital Markets, Financial Risk Management (credit risk, market risk), Project Management, Data Quality & Governance, Financial and Investment Products, Team lead/relationship management, Agile and Waterfall SDLC Methodology, QA Testing

Education:

Machine Learning Certification (Part-Time)- Professional Edu-Massachusetts Institute of Technology, 02/2020 to Present

Master of Science in Finance MSF – The George Washington University- Washington, DC, 2013

Master of Business Administration MBA – Maastricht School of Management- The Netherlands, 2004

Bachelor of Science BSc in Finance –University of Mobile-AL-USA, 2002

Professional Experience:

Santander Bank, Boston MA 06/2019-01/2020

Associate Operational Risk Management Business Analyst

Led project in Quality Assurance for five Santander entities to implement risk controls and measures risk losses

Reported operational control risk metrics, risk appetite metrics and limit breaches, action plans to the board and senior managers

Managed the Operational Risk Management program across five Santander entities and led annual metrics KRI review

Gathered business requirements for risk system and created test cases, and test plans for testing the business requirements.

Santander Bank, Boston MA 04 /2016-06/2019

Associate Risk Management Data Steward Business Analyst

Skills gained: Risk and Data quality control, data governance, project management, SQL

Implemented data quality and governance tasks (business glossary, business rules, metadata definition, tech lineage, functional lineage, and recon process) to enable pass CCAR

Spearheaded projects to identify KDE (Key Data Elements) in the Risk Domain and apply data quality controls

Directed a team of 5 consultants to create risk business controls on 200 CCAR data elements for FR Y-14M & FR Y-14Q

Gathered business data requirements for CCAR regulatory reporting producing business requirement documents (BRD)

Developed approximately 700 risk controls for CCAR data elements to comply with BCBS 239

Evaluated and tested the design and efficacy of the risk controls and corrected accordingly

Created test cases, and test plans for testing the business requirements

Produced monthly dashboard on the risk controls results and socialized with line of business (model/credit/market risk team)

Performed as a project manager for retail projects to implement data quality life cycle steps

Used retail credit policies to build business controls for home equity loan, term loan and mortgages products

Produced artifacts which delineates business process from loan inception, underwriting to loan closure

Ensured business controls conform to limits, and exposure per credit policy, risk appetite statement and market risk framework. Supported KPI and KRI formulation and risk framework implementation

Worked with multiple origination systems and risk databases such as RDM (Retail Risk Data), CRDM (Credit Data Mart) to implement data quality control using SQL to extract data for testing

Collaborated with remediation department, second line of defense and auditors to close data quality gaps improving data quality by 10% each month/ Reviewed physical and logical data models

State Street, Boston MA 11/2014-04/2016

AVP-Enterprise Risk Management Systems Business Analyst

Skills Gained: Credit Risk Monitoring Best Practices, Risk Management Analysis and Risk Quantification

Performed as a product business owner under the Agile Methodology for System Development Cycle

Led business requirements prioritization per Fed regulations in the stand-up & scrum meetings, wrote user stories (business requirements)

Directed the technical team (10 people) to ensure implementation of the business requirements

Worked in the end-to-end data cycle (writing user & test cases and UAT development, SQL users in data test)

Performed UAT for changes for counterparty risk system, limits and exposure management system, trading system

Participated in brainstorming sessions to improve the Credit Risk Core Capabilities Framework to ensure compliance with BCBS 239. The core capabilities: intraday monitoring, limits and exposure monitoring, collateral management, integrated stress testing, capital management/RWA, credit risk mitigations, and regulatory audit.

Orchestrated data system migration projects of Credit Facility reducing cost by 100% and improved platforms efficiencies

Completed a data flow lineage delineating source system, enrichment process and data staging steps.

Classified approximately 400 data elements needed for risk reporting in liquidity, interest rate, intraday, market, credit, trading and counterparty risk contributing to improve the data quality efforts.

Analyzed credit risk for derivatives, fixed income and counterparty risk

Updated the Credit Risk Economic Capital Model user guide as per the current procedures (model inputs and descriptions, the Monte Carlo simulation methodology, steps and procedures, data set needed and the model outputs.)

Analyzed a re-arrangement of the legal entity company eliminating duplicative efforts, improving the exposures and limits monitoring process and enhancing the credit risk reporting.

Ensured all business requirements are in compliance with the credit and counterparty risk guidelines; risk appetite threshold and limits, and other policies on market concentration, exceptions, credit approval process, risk rating system, EAD, Collateral, and Risk Governance per fed regulations

Santander Bank, Boston MA 11/ 2013-11/2014

System Business Analyst (Compliance and Risk Management area)

Skills gained: Business Analysis, SAS Enterprise guide applicability in financial risk management

Analyzed Business Requirement for “Analytics" database linked to SAS EG that maximizes financial risk models & performed model validation (used waterfall method)

Participated in the UAT (User Acceptance Testing) workshop to test the system applicability to run risk management reports, and optimize financial risk management models including Anti-Money-Laundering (AML)

Analyzed financial data to be incorporated in the database (new feeds), & wrote business requirements for systems updates (Norkom)

Performed data mapping (financial data) for banking systems projects and develop data models

Conducted data analysis in SQL and data comparison with Norkom against local database for AML.

Conducted validations to verify changes were implemented (running frequency in SAS, SQL, data counting, data inspection, and metadata updates)

Projects Developed, Washington, DC

MSF Candidate GWU 08/ 2011-08/2013

Skills gained: Financial statements assessment, assets valuations and modeling & forecast estimations.

Fixed Income Analysis and research- calculated bond prices and derivative; Analyzed yield curve strategies in portfolio management and bond prices (flattening/stepping of the yield curve.) Quantified interest rate risk (convexity, duration, and PVBP)

Credit risk analysis Project (five C of credits): analyzed firms to determine their repayment capacity using multivariate analysis, calculated the firm’s degree of leverage, assessed additional funds needed.

Simulation Project: Simulated stock prices by using Monte Carlo Simulation, calculated loadings estimations SMB, HML using Fama French Model and SUR model (Seemingly unrelated regressions, back testing and model benchmark)

Equity Valuations Project: evaluated the firm equity value by using the Free Cash Flow method, multiple valuation and dividends model, conducted scenario analysis with sales as the key drawing indicator, estimated the VAR (value at risk)

Bank Evaluation: assessed a Bank using UBPR, and CAMELS; performed risk analysis including yield curve risk, prepayment of loans, market risk, risk weighted assets (RWA) to evaluate the capital adequacy ratios; and performed a peer evaluation

Energy-Quote, London, United Kingdom 01/2008 -01/2010

Energy Procurement Analyst

Skills gained: Data Analysis, energy procurement, negotiation, energy market research

Managed the entire energy auctions process in the company e-platform (RFP)

Increased the number of offers received by 50% (compared previous year) by providing feedback to suppliers

Negotiated contracts and improved contract terms reducing prices up to 5% (obtained competitive price for clients

Provided analytical support including processing, analysis and modeling of data using software applications

International Finance Corporation (IFC)- World Bank Group, NIC 01/2005- 01/2008

Operations Analyst

Skills Gained: project management, stakeholders’ relationship management, budget management

Designed, implemented projects in advisory services in forestry, renewable energy, carbon markets, and business management skills for small and medium enterprises

Developed and ensured that 95% of the expected project performance indicators were met

Additional Skills & Interest:

Languages: English, Spanish, French

Certifications: Industrialized Agile (Bronze and Silver) certification

Computer: Microsoft Office (Word, Excel), Bloomberg, Programming skills in SAS, MATLAB, SQL,Machine learning student

Volunteer: Cradle to Crayons/Roadman ride for Kids

Interests: Photography (Nature Scenes.) and published travel writer

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