Danilo Dib Email & Phone Number

Sao Jose Do Rio Preto, Sp, Br

São Paulo Area, Brazil

Key results:- Thinking the future in short, medium and long terms in a adaptative and agile environment dealing with new demands and change requests;- Solutions for increase of revenue with innovative solutions;- Improvement of controls to mitigate investors default;- Improvement of performance of all Risk services, mitigating intermittencies and bugs;- Regulatory projects (Bacen, CVM, B3, etc);- Increase of operational efficiency and mitigation of human errors;- Solutions for improvement of accuracy and availability of Risk Services;- Improvement and new controls for Risk Management for each brokerhouse.

São Paulo Area, Brazil

Investment in local and foreign markets focused on:- Plain vanilla options (indexes, FXs, equities and interest rate)- Equities (common stocks, UNITs and ETFs);- Funds (FIMs, FIAs, FIDCs, FIIs, etc);- Government and private bonds;- Binary options;- Real state;- Futures;- COEs.

São Paulo Area, Brazil

Consolidation of the two business units below.

São Paulo Area, Brazil

Reconciliation Processes: - Daily verifications of the quantities of assets deposited as collateral (i.e. stocks, credit letters, bank CDs, gold spot dollar spot, bonds, etc) in B3 Clearinghouses versus the quantities in all their respective Central Depositories.Internal Controls Processes: - Periodic check (daily, weekly, biweekly or monthly) of specific risk management rules in accordance with the Risk Management Manual of the Clearing BMF&BOVESPA. - This includes controls of deposit limits of several asset types accepted as collateral, concerning market, credit, liquidity and execution risks.Internal and External auditing (Business and IT auditing): - Team responsible for attending the audit teams, explaining in loco functioning of all processes, evidencing and sending to revalidation.MIS and other requests: - Team responsible for meeting internal and external demands of the board, functioning as an MIS area;- Responsible also for Collateral Management data for various committees and important councils in the company;- Responsible for collecting collateral data for the ITR of the exchanges;- Responsible for collecting data for AML for Credit Risk Committee.

São Paulo Area, Brazil

• Large experience in Risk and Collateral Management concerning operational and technical issues;• Management of a team of 5 to 9 analysts, in touch with several executives of several areas daily in B3 and external participants;• Responsible for all specifications and tests of the new Collateral Management System (NGA) project in phases 1 (Derivatives Clearing) and 2 (Equities Clearing) of B3 Post-Trade Integration Program. This includes the development of collateral functionalities to the investors and the safeguard structure to the participants of the clearinghouse, creating reports, files, messages and integration with several others B3 systems and external central depositories;• Responsible for coordinating meetings with market participants (direct participants, trading participants, clearing members, etc) to meet market demands;• Responsible for other projects like: modeling change of haircuts for government bonds in Derivatives Clearing; improvement of limit calculus in Equities Clearing, fix of defects in Equities Clearing, improvement of consults and reports in Equities Clearing, new assets accepted as collateral in Equities and Derivatives Clearings, etc;• Responsible for coordinating meetings, including conference calls with development and specification internal and external teams for the new Collateral Management System;• Meetings in Stockholm (Sweden) for discussing integrations of the Collateral Management System (phase 2), representing Risk Department;• Responsible for analysis of acceptance of instruments as collateral for all 4 clearings;• Responsible for providing collateral data for Basel III requests in Risk Department;• Active participation in Executive Committees, Technical Market Risk Committees, workshops with market participants, technical meetings, etc.

São Paulo Area, Brazil

• Responsible for business projects in Collateral Management with important local markets impact, covering simulation results, contact with market participants, internal meetings, preparation of circular letters, etc.• Responsible of modules specification, homologation and certification in the new Collateral Management System (NGA). This includes deposit, withdrawal, transfer and distribution validations in addition to other important events in the system;• Responsible for integrations of Collateral Management System with other internal and external systems for B3 Post-Trade Integration Project;• Responsible for scheduling and coordinating meetings with other managers with active participation in the decision-making process;• Improvement of routines in Operation Department, Conciliation Department and Collateral Analysis Department;• Responsible for routines of collateral valuation, collateral deposited analysis and participant analysis;• Responsible for limits calculation for acceptance of equities as collateral in Equities and Derivatives Clearinghouses, including assembly of controls and information publishing to participants;• Strong knowledge of processes of Collateral Management and Risk calculation (Margin Call) for local markets;• Active participation in Risk Committees and responsible for reports and analysis.

São Paulo Area, Brazil

• Structured operations and volatility operations in stocks, indexes, foreign exchange and interest rate local markets;• Until $ 3 million dollars under management;• Responsible for implementation of plain vanilla pricing models onshore and offshore in the trading desk;• Extensive analytical and technical knowledge in volatility markets;• Responsible for Greeks management and stop-loss controls;• Implementation of arbitrage strategies, cash and carry and funding positions;• Study of brokerage costs for all funds and implementation of saving rules. Estimated reduction above 50%;• Support for Risk and Compliance Department;• Use of Bloomberg terminals, Broadcast Feeder, Reuters Trader and TradeStation Platform.

São Paulo Area, Brazil

• Assembly of controls for monitoring of Brazilian and American legal rules (CVM, BACEN, SUSEP, CMN, SEC, etc.) for all funds;• Creation and modification of Manuals of Operating Procedures, Ethics and Conduct, Liquidity Risk and archiving of internal rules and operational errors. Responsible for internal and external due diligences;• Assembly of controls for Collateral Management, Margin Call and Leverage calculations for all funds in real time;• Specialist in Margin Call calculation for Derivatives markets;• Assembly of controls for Margin Call Backtesting for several portfolios;• Assembly of controls for monitoring of risk (pricing, greeks and stress tests) and P&L of vanilla options in real time;• Assembly and modeling of liquidity controls for funds, analyzed daily;• Assembly of controls for monitoring of operations (time, asset, price, quantity, strategy, etc) and trading desk records;• Pricing and study of bonds and interpolation methods of interest rate and volatility curves for illiquid markets;• Use of MAPS risk system and monitoring of parametric VaR, LVaR and Stress Tests in portfolios;• Studies of performance indexes for several funds;• Implementation of policies in Risk Management;• Implementation of Credit Risk controls for Private Bonds management;• Risk Management reports for several funds.

Bachelor'S Degree, Mechanical Aeronautical Engineering, Estimated Gpa: 3.2

Activities and Societies: Scientific Initiation Fellowship – CNPq - Study of nonlinear diffusion maps using Perron-Frobenius Operator.

Master Of Business Administration (M.B.A.), Capital Markets And Derivatives, Estimated Gpa: 3.84 (Pending Thesis)

Master Of Business Administration (Mba), Business And Project Management, Estimated Gpa: 3.72