Juan Piedrahita
Senior Consultant @EY
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WORK HISTORY
Senior Consultant @EY
New York, NY, US
Quantitative Advisory Services- Executed 200+ derivative valuations across 10+ institutional clients for EY’s Derivative Valuation Center (DVC), covering an array of products including interest rate, credit, FX, commodity, equity, and exotic derivatives with notional values exceeding $50M- Performed quantitative Hedge Effectiveness Testing for 3+ clients through regression analysis and hypothetical par rate tests in accordance with ASC 815/820- Improved model accuracy 15% by benchmarking against historical valuations and reconciling pricing discrepancies with independent market data (S&P Global, Refinitiv, ICE Data, and Bloomberg); served as the primary liaison between senior auditors and client valuation teams- Oversaw the end-to-end governance of market data inputs (yield curves, inflation curves, volatility surfaces, and credit curves) feeding valuation models, ensuring full alignment with internal valuation policies and model control standards.Financial Risk Management, Banking & Capital Markets- Supported analytical workstream identifying ~$300M in Risk Weighted Asset (RWA) discrepancies for a Global Systemically Important Bank (GSIB); synthesized quantitative findings into actionable capital optimization strategies to executive stakeholders- Automated logic-driven validation models to test 100+ credit risk controls, verified correct integration of control logic into SACCR RWA calculators uncovering 30+ systemic issues; collaborated with client stakeholders across 50+ workshops to drive remediation- Analyzed complex transaction data across a $2B portfolio—cleaning, restructuring, and synthesizing high-volume records to identify operational inefficiencies and root-cause drivers—ultimately reducing aged balance-sheet exceptions by 25%- Developed Power BI dashboards and pipeline tracking tools for EY Parthenon’s firmwide “Transactions to Transformation” initiative enabling partners to coordinate cross-practice solutions
EDUCATION
High School for Environmental Studies
High School Diploma
Cornell University
Bachelor's degree, Applied Economics & Management
ABOUT JUAN PIEDRAHITA
I\'m a Financial Risk & Capital Markets Consultant with experience supporting global banks across derivatives portfolios, banking regulations, and balance-sheet integrity. I bridge technical analysis with strategic advisory — assessing market and balance-sheet risk profiles, enhancing capital reporting transparency, and helping leadership make data-driven decisions in regulated markets.Currently exploring opportunities in capital markets and related finance roles where I can continue applying valuation, regulatory, and analytical expertise to solve complex financial problems and support critical decisions.
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