Juan Pablo Moreno is a senior risk management professional with over two decades of experience in capital markets, infrastructure finance, and complex cross-border financial transactions. His expertise spans bonds, corporate and project finance, mortgages, and derivatives, with a strong focus on integrated risk management, portfolio analytics, and the development of robust risk frameworks.

Juan Pablo currently serves as Portfolio Risk Analytics Senior Director at Freddie Mac, where he leads advanced risk analytics efforts for large-scale investment portfolios. Over his tenure at Freddie Mac, he has held progressive leadership roles, contributing to the evolution of portfolio risk management practices and supporting institutional decision-making through data-driven analysis and oversight.

Prior to joining Freddie Mac, Juan Pablo held senior leadership roles at Legg Mason, where he served as Director and Vice President of Enterprise and Investment Risk Management. In this capacity, he oversaw investment risk for multiple fixed income funds, introduced innovative risk visualization tools, and led the implementation of regulatory frameworks, including liquidity risk management requirements for U.S. mutual funds.

Earlier in his career, JP spent a decade at CIFI, where he played a pivotal role in building and strengthening the institution’s risk management capabilities. As Chief Risk Officer, he defined risk policies and tolerance frameworks while contributing to a sustained credit loss rate below 1% over nearly a decade. During his tenure, he led the structuring and implementation of credit and market risk methodologies, including liquidity risk models based on advanced quantitative techniques, interest rate hedging strategies, and Basel II-aligned credit rating systems. He also contributed to the development of core banking systems and financial models to support portfolio monitoring and forecasting.

Juan Pablo began his career at the Central Bank of Ecuador, where he managed a short-term investment portfolio of over USD 1 billion, consistently outperforming benchmarks. He developed investment strategies across fixed income markets, implemented Value-at-Risk and duration models for international portfolios, and contributed to the design of asset and liability management strategies during a critical period for the Ecuadorian financial system.

He holds a Master of Science in Finance from The George Washington University, a Certificate in Financial Engineering from Columbia Engineering, and a Bachelor’s degree in Economics and Finance from Universidad San Francisco de Quito. He is also a certified Professional Risk Manager (PRM), with strong technical expertise in quantitative modeling and risk analytics.