Bernardo Portugal Sequeira Email & Phone Number

Galgenen, Sz, Ch

Ruggell, Liechtenstein

Fixed Income Portfolio-FX Swaps-Deposits (Call, Overnight, Fixed Term, Fiduz)-Bonds-Commercial Papers-USD, CHF, EUR, GBP, JPYInterest RatesPortfolio ManagementHedgingLiquidity ManagementRisk ManagementLeading Treasury Management System ImplementationAutomation

Zurich, Switzerland

Zurique, Zurique, Suíça

Market Risk at a Swiss systemic bank-Supporting the closing of validation issues of a Market Risk Model-Testing model changes in the market risk infrastructureOvernight Stress Models (OSM) at a Swiss systemic bank- Writing a Shock Generator Code in Python to integrate into the OSM for CR/IR/PM/FX, and 3 KMPI codes to generate different reports for OSM- Implementing changes to sensitivity analysis for cash and bond positions in Securities Financing… Show more Market Risk at a Swiss systemic bank-Supporting the closing of validation issues of a Market Risk Model-Testing model changes in the market risk infrastructureOvernight Stress Models (OSM) at a Swiss systemic bank- Writing a Shock Generator Code in Python to integrate into the OSM for CR/IR/PM/FX, and 3 KMPI codes to generate different reports for OSM- Implementing changes to sensitivity analysis for cash and bond positions in Securities Financing TransactionsDevelopment of an Interest Rate Swap valuation model for a digital bank- Using Quantlib library to build a tool that performs the valuation of single Interest Rates Swaps- Valuation of the full portfolio of the banks Interest Rate SwapsRisk-adjusted profitability at transaction level at a Swiss systemic bank- Combining multiple internal data sources and integrate Balance Sheet, P&L, RWA, Economic Capital, KPIs, leverage ratio, LCR and NSFR on a transaction level- Initial focus on banking book, but subsequently analysis was performed for Treasury and Markets P&L- Coordinate data requirements from each of the individual systems to be included in the central data warehouse- Design the data structure with which data from the various internal data sources is combined in the central data warehouse- Test the implementation of the data sourcing and integration, which was done by the banks ITIFRS9 Credit Risk Model Validation at a large Dutch Bank- Integrated a team of consultants dedicated to the 2021 validation of the IFRS9 Credit Risk Model- Performance and data testing using Python on Special Products and Residential Mortgages portfolio- Review and follow up on existing findings and observations of the Model.Internal Projects and Articles- Machine Learning applied to Credit Risk. Using both R and Python to compare traditional statistical models versus ML and Neural Networks models. Following with explainablity of ML models- Continuous improvement of an Internal Python Package Show less

Zurique, Suíça

- Working on several client risk projects regarding Suitability;- Creating and enhancing VBA/Excel for different risk projects;- Using Alteryx to decrease the computation time of several tools;- Analysing, projecting and implementing data validation projects.

Lisbon Area, Portugal

Equity Derivatives Trader Assistant in Index Flow and Index Exotics team- Analyzing risks of derivatives portfolios and P&L attribution, including greeks position;- Preparing daily market risk reports and P&L reports including impact assessment of stress scenarios on risk and P&L;- Reorganizing, standardizing and automating 15 existing Excel/VBA spreadsheet tools into one aggregate reporting tool. Programming in Python (90%) and VBA (10%) as well as testing. Writing model… Show more Equity Derivatives Trader Assistant in Index Flow and Index Exotics team- Analyzing risks of derivatives portfolios and P&L attribution, including greeks position;- Preparing daily market risk reports and P&L reports including impact assessment of stress scenarios on risk and P&L;- Reorganizing, standardizing and automating 15 existing Excel/VBA spreadsheet tools into one aggregate reporting tool. Programming in Python (90%) and VBA (10%) as well as testing. Writing model documentation;- Reporting tool for autocallables positions for Europe, Asia and US desks (Index and Stocks underlying);- Assessing and impact of new arbitrage strategies for autocallables;- Studying stochastic volatility models for Var Swaps of an index versus futures on volatility indexes;- Giving introductory Python classes to new joiners and others. Show less

Lisbon Area, Portugal

Data Science for Finance & Risk Management: Using Machine Learning techniques (carefully supervised) to estimate Credit Risk.Projects/activities developed: -- Developed a project from data cleaning to final Credit Risk Model for a United Kingdom client (data preparation and feature engineering were already completed);-- Completed 'Data Analyst in Python' path on e-learning company 'Dataquest'. Course includes data analysis using advanced Python (on Jupyter Notebook and Command… Show more Data Science for Finance & Risk Management: Using Machine Learning techniques (carefully supervised) to estimate Credit Risk.Projects/activities developed: -- Developed a project from data cleaning to final Credit Risk Model for a United Kingdom client (data preparation and feature engineering were already completed);-- Completed 'Data Analyst in Python' path on e-learning company 'Dataquest'. Course includes data analysis using advanced Python (on Jupyter Notebook and Command Line) and basic SQL;-- Developed python skills through hands on project while having constant formation with a more experienced Data Science colleague;-- Started to develop, with 2 colleagues, an internal Knowledge Base for Financial Services team;-- Helped another colleagues' project by developing some Corporate Finance ratios thanks to my financial knowledge developed through my Bachelor and Masters' degree. Show less

Lisbon Area, Portugal

Founded in 2015, LEAP is a student association that has taken the challenge to empower students from our university with a set of entrepreneurship skills not seen in the day-to-day students. We started with 5 elements and small projects, but we´ve evolved to more than 20 members, to having an association ready to launch any idea that comes to mind and we´re on the final stage of opening our unique, student association based, startup.

Lisbon Area, Portugal

Master'S Degree, Financial Mathematics, 17/20

Master Thesis: American Put Options - A comparison between Neural Networks and Least Square Monte Carlo Method Thesis Final Grade: 19/20.

Bachelor’S Degree, Economics, Ects Scale: A - Top 10%

Education record