Emerson Argueta Belloso
About Emerson Argueta Belloso
Emerson Argueta Belloso is a Senior Risk Manager at CIBC, specializing in Trading Floor Risk Management in Toronto, Canada.
Title
Emerson Argueta Belloso currently holds the title of Senior Risk Manager, Trading Floor Risk Management at CIBC.
Company
Emerson Argueta Belloso has been working at CIBC in Toronto, Canada Area since 2013. His roles have included Junior Analyst positions, eventually advancing to Senior Risk Manager, Trading Floor Risk Management. His tenure at CIBC spans multiple areas of financial risk management and quantitative analysis.
Education and Expertise
Emerson Argueta Belloso studied at McMaster University, where he completed a Master of Science in Financial Mathematics from 2012 to 2013. He also holds a Bachelor's degree in Mathematics and Economics from the same institution, achieved in 1970.
Background
Emerson Argueta Belloso began his career at CIBC as an Analyst in Market Data Integrity from 2013 to 2015. He then transitioned to a Senior Analyst in Model Risk Control from 2015 to 2016, before taking up his current role as Senior Risk Manager, Trading Floor Risk Management in 2016.
Achievements
Emerson Argueta Belloso has developed a quantitative methodology for capitalizing risks not captured in the VaR Stress VaR engine, known as RNIV. He also set up a framework for risk capture and limit monitoring in a new complex derivatives business with life insurance companies, trading over three billion dollars in notional. Additionally, he provided expertise in testing the Fundamental Review of the Trading Book (FRTB) risk framework using front office models.