Laura O. Malváez-Peñaloza has ten years of experience in derivatives modeling and trading and insurance-related asset management.
Since joining FPCM in 2015, Ms. Malváez-Peñaloza has focused on derivatives overlay strategies. She is also a member of the portfolio management team focusing on interest rates and inflation markets.
Prior to joining FPCM, Ms. Malváez-Peñaloza was a senior derivatives trader at Ignis Asset Management, a Standard Life company, in the cross-assets trading group where she played a key role in managing liability driven investments for life insurance and annuity portfolios. Ms. Malváez-Peñaloza also worked at Barclays Capital in London as a Quantitative credit analyst focusing on pricing structured and exotic derivatives deals. Ms. Malváez-Peñaloza started her career as a quantitative analyst for the Sociedad Hipotecaria Federal in México City where she developed valuation and risk management models for derivatives embedded in the bank’s mortgage portfolios.
Ms. Malváez-Peñaloza earned a Master of Science degree in Mathematical Modelling and Scientific Computing from the University of Oxford, UK and a degree in Actuarial Science from the Instituto Tecnológico Autónomo de México with distinction.