Marcelo Figueroa
Greenwich,CT
Summary
Dynamic Executive Director with extensive experience at JP Morgan, specializing in data strategy and optimization. Proven track record in risk management and cross-functional leadership, successfully reducing the impact of financial metrics through innovative strategies. Adept at strategic planning and fostering relationships, driving impactful results in financial resource management.
Overview
18
18
years of professional experience
Work History
Executive Director
JP Morgan
New York, NY
07.2019 - Current
- Head of Data Services in the Markets Portfolio Management Team.
- Responsible for designing the data strategy.
- Responsible for the product development of strategic toolsets and optimization strategies for financial resource management.
Executive Director
JP Morgan
New York, NY
03.2018 - 07.2019
- Head of Portfolio Optimization in Collateral Management and Optimization.
- Responsible for the management of optimization strategies for the reduction of non-cleared margin for bilateral and inter-entity requirements.
- Responsible for the management of optimization strategies for notional compression.
Executive Director
JP Morgan
New York, NY
01.2016 - 03.2018
- Responsible for the creation of the Portfolio Risk Optimization team in Credit Risk.
- Responsible for the design of optimization strategies for the reduction of non-cleared margin.
- Responsible for the design of optimization strategies for notional compression.
Vice President
JP Morgan
New York, NY
04.2010 - 01.2016
- As part of the Credit Portfolio Solutions team, responsible for the relationship between the XVA desk and marketers in Commodities.
- Responsible for the structuring and pricing of XVA for complex derivative transactions in commodities.
Vice President
JP Morgan
London
07.2008 - 04.2010
- Risk Manager for the Metals Desk in Commodities.
- Responsible for risk analytics in Commodities.
Quantitative Analyst
BP
London
11.2006 - 07.2008
- Development of benchmark models for risk validation.
Education
Ph.D. - Applied Mathematics
University of London, Birkbeck College
London, England07-2006
Master of Science - Mathematical Finance
Oxford University, Christ Church College
Oxford, Englad03-2003
Bachelor of Science - Theoretical Physics
Universidad De Buenos Aires
Buenos Aires, Argentina01-2000
Skills
- Data strategy
- Optimization strategies
- Risk management
- Financial resource management
- Cross-functional team leadership
- Project management
- Effective communication and decision making
- Adaptable and flexible
- Talent recruitment
- Vendor relations
- Analytical and critical thinker
- Effective communicator and public speaker
- Strategic planning and execution
- Relationship and team building
- Self motivation
- Team leadership, training, and development
- Results orientation
Affiliations
- Cycling, tennis, padel, soccer
- Enjoy outdoor life and traveling, learning from different cultures
- Reading, classical and traditional folk music
Accomplishments
Peer reviewed Publications
- Modelling Electricity Prices with Forward Looking Capacity Constraints - Applied Mathematical Finance · Jan 1, 2009
- Pricing in Electricity Markets: a mean reverting jump diffusion model with seasonality - Applied Mathematical Finance · Dec 1, 2005
- The Effects of the Asian Crisis of 1997 on Emergent Markets Through a Critical Phenomena Model - International Journal of Theoretical and Applied Finance · Sep 1, 2003
Languages
English
Native/ Bilingual
Spanish
Native/ Bilingual
Portuguese
Full Professional
Timeline
Executive Director
JP Morgan
07.2019 - Current
Executive Director
JP Morgan
03.2018 - 07.2019
Executive Director
JP Morgan
01.2016 - 03.2018
Vice President
JP Morgan
04.2010 - 01.2016
Vice President
JP Morgan
07.2008 - 04.2010
Quantitative Analyst
BP
11.2006 - 07.2008
Ph.D. - Applied Mathematics
University of London, Birkbeck College
Master of Science - Mathematical Finance
Oxford University, Christ Church College
Bachelor of Science - Theoretical Physics
Universidad De Buenos Aires
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