María R Nogueiras
About María R Nogueiras
María R Nogueiras serves as the Head of Traded Risk Model Development for FX-EM and GEQ at HSBC, where she has worked since 2021. With extensive experience in quantitative analysis and risk management, she has held various positions in leading financial institutions, including HSBC and Banco Santander.
Current Role at HSBC
Currently, María R Nogueiras serves as the Head of Traded Risk Model Development for FX-EM and GEQ at HSBC. She has held this position since 2021 in London, United Kingdom. In this role, she oversees the development of risk models that are essential for managing foreign exchange and emerging market risks.
Previous Experience at HSBC
María R Nogueiras has extensive experience at HSBC, where she worked in various capacities. From 2019 to 2021, she was the Global Head of Collateral Risk Analytics. Prior to that, she served as a Quant at Traded Risk Model Validation from 2015 to 2017 and as a Quant at Traded Portfolio Analytics, Collateral Risk from 2017 to 2019. Her roles involved model risk management and validation, ensuring the accuracy of financial models.
Career Background in Finance
Before her tenure at HSBC, María R Nogueiras worked as a Quantitative Analyst at Analistas Financieros Internacionales from 2005 to 2009 in Madrid, Spain. She also held positions at Banesto (Santander Group) as a Quantitative Analyst in the Risk Department from 2009 to 2012 and at Banco Santander as a Senior Analyst in the Internal Risk Validation Team from 2014 to 2015. Her career spans over a decade in quantitative finance.
Education and Expertise
María R Nogueiras earned her Doctor of Philosophy (PhD) in Mathematics from Universidad de Santiago de Compostela. She specializes in numerical methods applied to finance, particularly in interest rate models and curves. Her expertise includes the Libor Market Model, market risk management, and counterparty risk, including XVAs and collateral modeling.
Specializations in Risk Management
María R Nogueiras has a strong focus on model risk management and validation, ensuring the reliability of financial models. She is experienced in market risk management, particularly in relation to the Fundamental Review of the Trading Book Internal Models Approach (FRTB IMA). Her knowledge encompasses counterparty risk and the IMM model, which are critical for effective risk management in financial institutions.