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Alberto Valle is a director at Accuracy. He has more than 12 years’ experience in finance, mainly executing projects related to capital markets. Alberto started his career at Accenture, within the Banking division. He moved to London in 2006, where he worked in the ALM division of Sungard, in charge of projects in various countries. From 2010 to 2018, Alberto worked at NFQ, a Spanish boutique firm advising on the Spanish capital markets. There, he was head of ALM, and ran the NY office, managing treasury, risk and finance projects.
Alberto specialises in finance & risk in the banking industry. He has dealt with quantitative modelling issues, managing interest and liquidity risk, market risk and credit risk across many projects in EMEA and North America. He also has experience in FTP, budgeting and planning, and treasury projects. He has a complete view of how a financial entity works, from the front office to the finance and accounting departments.
Alberto speaks Spanish and English.
- Business administration and management degree (ICADE E-3 2004)
- Law degree (ICADE E-3 2003)
- Financial Risks diploma (IEB 2014)
Alberto has significant experience dealing with ALM projects throughout the EMEA region, covering Tier 1 to Tier 3 entities, data quality considerations, the generation of reporting, behavioural modelling, etc. He is an expert in interest and liquidity risk management, FTP and financial budgeting planning projects. Throughout his career, Alberto has closely monitored regulation and has been able to anticipate major challenges and define solutions for clients.
Market & Credit Risks
Alberto has also created models to calculate metrics for market risk areas: VaR, EaR, Greeks, P&L Estimation and Explanation, Sensitivity analysis.
Alberto has experience in the organisation of treasury departments and in the definition and implementation of new trading desks in banks in the US.
ALM: Several engagements in different types of projects
- In charge of defining the needs of an ALM solution and implementing it for certain clients in Spain and Europe.
- Definition and implementation of an analytical tool to generate LCR and NSFR for a Tier 1 bank in Spain.
- Definition of the new strategic ALM model to generate interest risk and liquidity reports for the ALCO and the Board.
- Methodological definition of a cash-flow recovery process for the financial (NPL) and real estate portfolio of a special local entity.
Corporate and Investment Banking
- Full definition of a new organisational model for the CIB business of US entity. Review of tasks, control and processes; identification of gaps and definition of a full road map to make the organisation efficient and strengthen its lines of defence.
- Strategic definition and implementation plan to start a new STM and ALCO trading desk for a Tier 1 bank in the US.
- New back-office process definition and implementation in an American investment company (NY) for fixed income products.
Market & Credit Risk
- Definition of a new market-risk reporting model to provide the Market Risk Department with regulatory and management metrics (sensitivities, VaR, positions, etc.) in Mexico and the US.
- Generation of reporting and control procedures required for Volcker regulation in an international bank based in NY.
- Definition of a new process to obtain various management P&Ls for a Spanish branch in NY.