Javier Márquez
QUANTITATIVE RISK ANALYST | MARKET, LIQUIDITY & CREDIT RISK | MODELING
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Sobre mí
Actuary with experience developing, implementing and monitoring quantitative risk models for investment portfolios across Market, Liquidity and Credit Risk. Skilled in fixed-income valuation, interest rate modeling, portfolio sensitivity analysis, stress testing and financial risk reporting within the insurance sector. Strong analytical background combining actuarial science, quantitative finance and programming (Python, R, SQL and Excel) to automate reporting processes, improve risk monitoring and support investment decision-making.
Experiencia
Financial Risk Specialist - Insignia Life-MAPFRE - CDMX
(2024-04 - 2026-04)
- Developed and calibrated quantitative models for Market, Liquidity and Credit Risk measurement across investment portfolios.
- Monitored portfolio risk exposures through sensitivity metrics including Duration, Convexity and DV01.
- Participated in the valuation of fixed-income securities and financial derivatives.
- Built and maintained interest rate curve models using stochastic methodologies, including the Vasicek model.
- Produced risk dashboards and management reports supporting Investment Committees and senior management decision-making.
- Automated ETL workflows and financial reporting processes using Python, R, SQL and Excel, significantly improving operational efficiency.
- Developed internal tools for large-scale regulatory and risk reporting.
- Performed liquidity analysis and stress testing for investment portfolios under multiple market scenarios.
Audit Analyst - Cotiviti - CDMX
(2023-06 - 2024-04)
- Analyzed large-scale financial and transactional datasets supporting post-payment audits for major U.S. retail clients.
- Identified inconsistencies, anomalies and recovery opportunities through quantitative data analysis.
- Prepared audit findings and supporting documentation in compliance with internal control and regulatory standards.
- Performed data validation and quality assurance to support financial decision-making.
- Strengthened expertise in operational risk assessment, data analytics and internal controls within high-volume environments.
Financial Risk Intern - Insignia Life - CDMX
(2022-09 - 2023-05)
- Supported the valuation and daily monitoring of fixed-income and equity investment portfolios
- Processed pricing vectors, discount curves and market risk factors obtained from Valmer.
- Assisted in daily portfolio valuation and price variation analysis.
- Prepared Market and Liquidity Risk reports for internal monitoring and regulatory purposes.
- Conducted portfolio sensitivity analysis under interest rate movements.
- Extracted and processed financial data using SQL, Excel and quantitative analysis tools.
Educación
Bachelor's Degree - Actuarial Science - Facultad de Estudios Superiores Acatlán - UNAM (2019 - 2023)
Course - R Programming - FES Acatlán (2020)
Diploma - Insurance - CONDUSEF (2023)