Ivan Cubas Marin

• Lead projects to support clients in addressing complex business challenges, ensuring high-quality deliverables and client satisfaction.
• Apply technical skills to design and implement innovative, well-structured solutions to complex financial risk management problems.
• Develop strong client relationships and build robust internal and external networks.
• Oversee end-to-end project management, including engagement and stakeholder management, while sharing best practices in the industry.
• Assist or review clients in designing, implementing, and validating credit risk and valuation models, from conceptualization to execution.
• Perform valuation of financial instruments in compliance with IFRS 13 requirements.
• Conduct GAP analyses against regulatory standards, IFRS 9, ERM frameworks, or industry best practices.
• Supervise independent reviews and validations of credit risk models, ensuring alignment with Model
• Risk Management policies, regulatory guidance, and industry standards.
• Develop and validate credit risk rating methodologies, macroeconomic forecasts, and scenario frameworks.
• Analyze data quality for model development and validation purposes, ensuring robust and accurate model inputs.
• Design and validate statistical and econometric models aligned with best practices.
• Support clients in designing and implementing their credit risk appetite frameworks, from strategy development to reporting processes.
• Manage project teams effectively, including coaching, resource planning, coordinating scopes and fees, monitoring progress, and ensuring timely delivery.
• Oversee project execution, including data gathering, requirements analysis, process documentation, solution design, and creating executive-level presentations.
• Drive business development by identifying opportunities and assessing risk processes to enhance the firm's offerings.
• Support the growth and professional development of junior team members through mentorship, training, and guidance.

Multidisciplinary Risk Validation Analyst whose objective is to carry out a comprehensive, consistent, critical and independent evaluation of all the essential elements of risk measurement and management systems, in the different stages of construction, implementation, monitoring, parameters estimation and calculation of capital to which the activity of the Credicorp Group and BCP is exposed through quantitative and qualitative tools.

Validation of Credit Risk Models:
• Validate the Scoring models

• Estimation of PIT or TTC parameters (PD, LGD, EAD), in their different stages of construction, implementation and monitoring for the products of retail banking (credit cards, BT / EP, cash credit, vehicular credit and mortgage credit) and SMEs (Campaigns, Revolving and Non-Revolving), among others, as well as their respective Pricing and Profitability models (CLV - Customer Lifetime Value).

Validation of Market Risk Models and ALM: 

• Validate the quality of the databases, technological environment used in the risk management processes of the Market Risk and Treasury Risk Management.
• Validate the different processes and methodologies of Trading Management: Valorization, Value at Risk (VaR), Stress Test, Backtesting, Economic Capital, Specific Risk, among others.
• Validate the follow-up processes to the alerts and regulatory and internal limits in the financial operations associated with the metrics and limits of market and liquidity risk within the framework of corporate policies and methodologies (ALM), as well as models that measure the structural risk of interest rates, exchange risk, liquidity and regulatory risk.

Other:
• Preparation of reports and presentations for the areas reviewed and the Senior Management of the Credicorp and BCP group.
• Preparation of proposals for improvement action plans.
• Investigate, Innovate, Train Internally on risk management.

• Support the execution and monitoring of investment strategies.
• Rebalancing of investment portfolios.
• Analyze portfolio valuation.
• Analyze the cost / performance of the funds.
• Analyze the structuring of new products.
• Monitor the investments limits according to investment policy.
• Monitor the limits of commissions according to participation regulations.
• Monitor the limits of investments in securities or operations issued or guaranteed by persons linked to GRUPO CORIL SAF.
• Supervise the registration of investment orders to the internal application and closing of funds.
• Prepare reports of investment funds.
• Prepare the Participating Investment Statements.
• Monitor liquidity and the daily balance of the funds in the internal application.
• Perform periodic reconciliation of the list of participants with the custodian.
• Perform periodic reconciliation of the list of participants with Cavali.
• Support in the preparation in register of operations to elaborate reports for the FIU and the elaboration of the risk matrix.
• Preparation of presentations and negotiation with clients to invest in funds.
• Follow up on the positions of debt instruments of participants' portfolios.
• Participate in meetings of the management of the economic group.
  

• Supervise compliance with the rules and regulations of the supervised entities (brokers, mutual funds, investment funds) through on-site and ex-situ inspection.
• Hold meetings with the different units and Management of the supervised companies in order to know their processes and functions.
• Monitoring the valuation of the investments of the supervised entities.
• Monitoring and control of the investment and negotiation processes of the supervised entities.
• Monitoring and evaluation of the risk matrix of the supervised entities.
• Analyze and evaluate the financial and non-financial indicators, and the content of the reports submitted by the supervised entities.

• Research on stock market issues, bond issuance, leasing, national finance, international finance, national and world financial system, etc.
• Provide information on statistics and monitoring reports of liquidity, credit and internal financing.
• Support in the preparation of monetary and credit statistics, direct intermediation in the capital market and institutional investors for their publication.
• Perform the BCR adjustment, interbank adjustment and adjustment of the investments of the financial system companies.
• Support in the monitoring and control of the exchange rate and monetary operations of the BCRP.