Laura Jimenez Alonso

CEO

Sidcup, England, United Kingdom21 yrs 5 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Over 15 years of finance transformation expertise.
Led QRM Modelling initiatives across global banks.
Expert in regulatory compliance and risk analytics.

Stackforce AI infers this person is a Fintech professional specializing in ALM and risk management.

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Skills

Core Skills

QrmAlm

Other Skills

Risk ModelsIrrbbTeam LeadershipTrainingmodel evaluationDebuggingmodel deploymentMachine LearningGitGitHubMicrosoft ExcelSQLFinancial MarketsBankingBloomberg

About

Experienced Finance Change & ALM Specialist with a strong background in QRM modelling, interest rate risk management, and balance sheet analytics across leading global banks. Over 15 years of expertise in delivering finance transformation projects, regulatory compliance initiatives, and risk analytics solutions.

Experience

21 yrs 5 mos

Total Experience

3 yrs 6 mos

Average Tenure

7 yrs 6 mos

Current Experience

Hsbc

2 roles

QRM Modelling Team Lead

Promoted

Mar 2022 – Present · 4 yrs 2 mos · Hybrid

Lead the QRM Modelling Team, overseeing the implementation of changes driven by evolving business, regulatory requirements, and market practices.
Oversee release management and support QRM Modelling initiatives.
Lead in the Design Authority Committee, working closely with Group Treasury to discuss and agree on the most efficient QRM solutions across the organization.
Manage end-to-end delivery of assigned workstreams, including requirement gathering, model design, development in QRM, UAT testing, governance, documentation, and training.
Oversee the HUB & Spoke model for HSBC’s global operations, ensuring that any implementation for specific countries does not negatively impact the processes at other sites. Monitor quarterly reporting for over 35 countries, ensuring seamless integration and consistency across all regions.
Provide subject matter expertise in QRM BAU support, ensuring timely delivery of Finance Operations processes.
Conduct regular training sessions for Finance Operations teams, ensuring best practices in QRM usage and model governance.
Led a process optimization initiative in India, working closely with Operations teams to assess workflows, eliminate redundancies, and enhance overall efficiency.

Risk ModelsIrrbbQRMALMTeam LeadershipTraining

QRM Developer

Nov 2018 – Mar 2022 · 3 yrs 4 mos · Hybrid

Team member dedicated to:
Managing incremental changes as a result of emerging business, regulatory requirements and market practices.
Responsible for delivering task to achieve the objectives/requirements set out in the different project scope. Establish and deliver assigned workstream
deliverables: requirement gathering, design and build in QRM, UAT testing,
governance, documentation and training.
Provide input into project working groups and contribute to regional/functional discussions.
QRM BAU technical support to Finance Operations to ensure deliverable timelines are met.
Release Management support to QRM Modelling Lead.

Risk ModelsIrrbbQRMALM

Barclays

QRM Modeller

Mar 2017 – Nov 2018 · 1 yr 8 mos · London, United Kingdom

Team member dedicated to:
Work with ALM and Risk teams to develop and enhance modelling in QRM to ensure regulatory requirements are met.
Review all assumptions used in interest rate risk behavioral modelling, ensuring they are appropriate and robust, with an annual governance process in place.
Document the overall IRRBB strategy across the Group and rolling this out to each of the different entities.
Work with the line manager to ensure that the Group’s ALM and FTP systems are fit for purpose and that they are in compliance with the Model Risk Policy and
owning remediation activities as gaps are identified

Risk ModelsIrrbbQRMALM

Santander uk corporate & commercial

ALM Analyst QRM Modeller

Sep 2014 – Mar 2017 · 2 yrs 6 mos · London, United Kingdom

Interest-Rate Functions
Provide monthly regular management information and analysis of IRRBB for ALM Management and ALCO reporting based on QRM forecasting.
Perform periodic review of the ALM model assumptions. Enhance QRM models and assumptions to meet any ad hoc or stress testing requirements (ICAAP, PRA)
Other Functions and Projects
Participation and monitoring of any corporate project that may impact on ALM such as RingFencing, New Products, DQ Issues corrections.

Risk ModelsIrrbbQRMALM

Bbva

3 roles

Asset/Liability Management Unit - Financial Management Area

Feb 2012 – Aug 2014 · 2 yrs 6 mos · Madrid

The unit is in charge of maximizing the Bank’s economic value, preserving net interest income and guaranteeing the generation of recurring earnings. Also manages liquidity and funding in BBVA Group
Interest-Rate Functions
NII, EV and Fair Value and Planning Forecast calculations using QRM, including probabilistic metrics as well as calculation of sensitivities.
Interest-Rate Regulatory Reports to BdE (Bank of Spain)
Liquidity Functions
Daily and monthly liquidity reports automation using SQL (interbank positions, available collateral...)
Wholesale Funding Issuances control, including Covered Bonds Issuance Capacity and Funding
Reports elaboration.
Collaboration in preparing information to complete regulatory reports (LQ, QIS, LCR, NSFR)
Other Functions
Preparation of Annual Reports, ALCOs, Investor Relations and Rating Agencies documentation.
New Projects
Participation in a new database design to be used for ALM analysis (Liquidity, Interest Rates and Planning).

IrrbbQRMALM

Global Risk Management - Technology and Methodology Unit

Promoted

Feb 2010 – Jan 2012 · 1 yr 11 mos · Madrid

The area was responsible for managing all the technological and methodological developments needed for the BBVA Group Risk Management.
Interest-rate risk: Responsible for the QRM new version implantation, used by ALM and Structural Risk Units)
Market and credit risk: Actively participated in the management of the new technological developments in market and credit risk, managing technological developments in the area.

IrrbbQRM

Systems, Valuation and New Products - Market Risk Unit

Jun 2008 – Mar 2010 · 1 yr 9 mos · Madrid

Team member dedicated to managing measurement tools management, monitoring and market risk, counterparty, economic and regulatory capital control.
Calculating VaR, stress tests and simulations using Algorithmics.

Sabadell banca privada

2 roles

Fixed Income Portfolio Manager

Jul 2007 – Jun 2008 · 11 mos · Madrid

Fixed Income SICAVs and Investment Funds. € 500 millon AUM.

Implementation Unit

Aug 2004 – May 2007 · 2 yrs 9 mos · Barcelona

Investment strategies implementation suggested by the Portfolio Managers and successful development of computational applications to meet all the restrictions and client objectives promoting a high level of process automation.