Daniel has been active in the financial services sector since 2016 and as part of his role, performs risk analysis of complex hedge fund portfolios to meet risk measurement and regulatory reporting requirements under AIFMD and the UCITS regulations. Daniel has particular expertise in modelling VaR, stress scenarios, liquidity and quantifying fund exposures for different types of risks (Interest rate Risk, Spread Risk, Counterparty Risk, FX Risk, Equity Risk and Concentration Risk).
Previously, Daniel was a Market Risk Manager at State Street GX Analytics where he was responsible for researching, designing and implementing the Solvency II regulatory solution (Tripartite Template) and the Solvency Capital Requirement calculations (SCR).
Daniel holds a Master of Science (Hons) in Investment, Treasury and Banking from Dublin City University. He also holds a Bachelor of Business Studies from the National University of Cordoba in Argentina.
