Marcelo Agapito Fernandes
Managing Director and Division Chief of Financial and Operational Risk @BID Invest
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WORK HISTORY
Managing Director and Division Chief of Financial and Operational Risk @BID Invest
Washington, DC, US
Responsible for providing early guidance to different business areas to remain within limits and optimize capital utilization. Developed, implemented, and maintained key financial risk policies (risk appetite, capital adequacy, and liquidity) approved at the Board level, followed by respective reports and controls, including the approach towards the G20 CAF recommendations. Implemented the Model Validation framework with a dedicated team. Implemented the Economic Capital Model and subsequent migration to a robust platform. Responsible for stress testing, and credit rating agencies, in partnership with Financial Planning. Implementation and maintenance of the market risk framework, including system, limits, and governance. Implementation of CECL and responsible for quarterly loss allowance calculation. Developed credit portfolio management tools and reports to monitor credit portfolio and steer credit origination towards defined metrics (concentration, growth, asset allocation, and other limits). Implementation of RAROC tool, processes, and governance. Participation in several key institutional projects, creating partnerships with IT. Implemented the Operational Risk function, including risk control assessments, KRI, policies, and governance. Development of the team to cover information security and cyber risk. Participation in key institutional projects to mitigate operational risk. Implementation of the internal control unit, as part of the operational risk team. Provided institutional training and advice to senior management on several topics. Member of the Portfolio Supervision Committee and the Extended Leadership Management Team. Frequent interactions and presentations to the Board of Executive Directors. Hiring, developing, and management of a growing diverse high-performance team.
EDUCATION
USP - Universidade de São Paulo
Bachelor, Production Engineering
FGV - Fundação Getulio Vargas
Professional Master’s Degree in Business Administration
SKILLS
ABOUT MARCELO AGAPITO FERNANDES
Seasoned risk manager with a 30-year career in international commercial banks and multilateral development banks contributing in several areas such as capital management, market risk, ALM, treasury, XVA, pricing, credit risk portfolio management, risk modeling, model validation, operational risk, and MIS.SUMMARY OF QUALIFICATIONS Broad risk management knowledge and senior management exposure. Experienced in the design, modeling and implementation of risk parameters, tools, processes, policies, and strategic initiatives for business and risk areas. Financial risk management specialist, being responsible for the design and implementation of the financial risk framework of IDB Invest and the capital management framework of ABN AMRO Brazil, leading strategies to optimize capital utilization. Active management of wholesale bank’s balance sheet through the sale of credit assets and derivatives in the secondary market, use of credit derivatives, management of bonds, trading and hedges, structured deals, pricing and incentive models. Project skills to design and implement new departments and projects: market risk, operational risk, credit ratings, CECL, Basel II, capital framework, credit portfolio management, and XVA desk. Teamwork and collaborative behavior to build long-term productive relationships, a track record of creative and innovative solutions, with outstanding results, especially in international and multicultural environments. Recruitment and development of high-performance teams.
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