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Enrique Reina

Partner

About

Enrique Reina is a partner at Accuracy. He advices banks and financial institutions on areas such as risk management, liquidity and capital optimisation. He joins Accuracy after having developed his professional career in important institutions and investment funds such as the Bank of Spain, Banco Alcalá, Banesto (now Santander), Blue Oak Capital and the association of banks and savings banks CECA.

Enrique speaks Spanish (native) and English (fluent).

Qualifications

  • MS Financial Engineering from Columbia University
  • Business Administration; Actuarial & Financial Sciences; Economics BSc & MSc from Universidad Carlos III

In-depth expertise

Enrique has extensive expertise in financial management, risk management, structured finance and asset valuation:

  • Financial analysis
  • Risk management: market risk, counterparty credit risk, operational risk, ALM and liquidity risk
  • Risk management framework and governance
  • Internal capital and liquidity adequacy assessment processes
  • Valuation of complex financial instruments
  • Quantitative and qualitative analysis of hedge funds

Example of engagements

Banking

  • Stress test at different levels, assessing the weaknesses of the main risks to capital and risks to liquidity
  • Leadership, coordination and review of internal capital and liquidity adequacy assessment processes
  • Internal metrics implementation and automatization (LCR, NSFR, CET 1, RWAs)
  • Risk management framework definition and development
  • Validation reports for decision-making, in relation to the internal models of Pillar I
  • Participation in different international work groups, mainly from SSM, EBA and Basel
  • Project management on risk data aggregation and risk reporting (RDA & RRF) for the market risk area

 

Asset management

  • Assistance with independent judgement to boards of directors
  • Validation of valuation models and risk measurement methodologies of financial instruments
  • Design and implementation of an SQL-based validation system for implied volatility surfaces
  • Funds report development used by the BoD to evaluate portfolio of €5 billion in AUM