Treasury and Financial Risk Management Specialist with extensive experience in structuring and strengthening the financial resilience of institutions. My focus is on implementing robust liquidity and capital management frameworks, aligned with Basel III regulations and market best practices. Beyond technical expertise, I have a strong background in leading high-performance squads, managing cross-functional teams using Agile methodologies (Scrum/Kanban). I focus on fostering a collaborative environment, enabling continuous delivery of value, and driving constant improvement, ensuring strategic goals are met with efficiency and agility. My core expertise includes: · Liquidity & Capital Management: End-to-end management of liquidity risk, including the calculation, monitoring, and reporting of key Basel III ratios (LCR - Liquidity Coverage Ratio and NSFR - Net Stable Funding Ratio). · Stress Testing & Modeling: Development and application of advanced statistical models and tailored stress test scenarios to assess the institution's capacity to withstand adverse market conditions. · Structural Balance Sheet Management: Management of the Asset and Liability gap (ALM) and optimization of funding costs to ensure stability and profitability. · Counterparty Risk: Analysis and control of counterparty exposure and concentration risk. · Governance & Regulatory Reporting: Preparation of the ICAAP (Internal Capital Adequacy Assessment Process) for liquidity risk and active participation in presenting results and strategies to Governance Committees and the Board of Directors.