Eduardo Rodrigues Email & Phone Number

State Of São Paulo, Brazil

São Paulo, Brasil

Responsible for the team responsible for calculating PnL and market positions (FX, Rates, Credit Trading, Product structuring and Arbtration desks);Pricing New Assets;Risk Metrics Management.

São Paulo, São Paulo, Brasil

Market risk representative at Santander FI Hedge Strategies Fund - Santander Paraty QIF plc;Management of the VaR, Trading Risk Metrics (StressTest, BackTesting, Proxy Testing) and Capital Team (Interest Rates, FX, Equities, Commodities, Crypto, Linear or non-linear instruments)Evaluation of Limits of Treasury Desks;Monitoring of Corporate Risk Projects;Relationship with Local Regulators (BCB).FRTB-SA Bacen and ECB

São Paulo, São Paulo, Brasil

Data Analyst and programmer (Python, Sql, Hql …)Responsible for the daily calculation of VaR and Capital of the Treasury Desks;Performs the preparation and analysis of Risk Management reports;Evaluates and analyzes the daily PnL of the Treasury - Trading;Performs weekly Backtest;Implements information consistency controls;Participates in FRTB(Brazil) and FRTB(ECB) discussions;Performs process improvements and automation (Python).Market risk representative at Santander FI Hedge Strategies Fund - Santander Paraty QIF plc.

São Paulo, São Paulo, Brasil

Risk Control & Trading AreaData Analyst and programmer (Python, Sql, Hql …)Responsible for the daily calculation of VaR and Capital of the Treasury Desks;Performs the preparation and analysis of Risk Management reports;Evaluates and analyzes the daily PnL of the Treasury - Trading;Performs weekly Backtest;Implements information consistency controls;Participates in FRTB(Brazil) and FRTB(ECB) discussions;Performs process improvements and automation (Python).Market risk representative at Santander FI Hedge Strategies Fund - Santander Paraty QIF plc.

São Paulo E Região, Brasil

Risk Area - Local Provision (BrGaap) & IRFS9Participated in the implementation of models and calculation metrics for provisioning under IFRS9 criteria of Grupo Santander Brasil;Performed simulations and implementation of new parameters of local and global macroeconomic scenario models within the IFRS9 provision calculation of Santander BrasilCalculated the amounts of provisions for loans, guarantees and securities under the concepts pcr 416, BrGaap and IFRS9;Was responsible for publishing and disclosing PDD Expense Results (BrGaap and IFRS9) and Arrears.Developed and Implemented the Tactical Project for Traceability of Credit Operations.

São Paulo E Região, Brasil

I worked in the analysis, validation and construction of credit models (CreditScore and Behavior Score) for PF and PJ for fixed and mobile telephony in the Brazil unit.

São Paulo E Região, Brasil

Responsible for the Accounting Closing in USGAAP and for the performance reports of the Brazil Unit.

São Paulo E Região, Brasil

I worked in the area of ​​Portfolio Management and Real Estate Credit Risk Policies;Responsible for carrying out the monthly closing of the real estate loan portfolio;Participated in the Data Restructuring of the Real Estate Credit Risk area;And I developed the MIS of: Portfolio, Admission, Correspondent Banking, Credit Policy and Models, Customer Signaling and appointment of defaulters with the Commercial area.

Pós-Graduação, Gestão Financeira - Advanced Program In Finance

Objetivos do programa. Aprofundar o conhecimento em finanças empresariais e de mercado para resolver problemas de investimento.

Micromaster: Gestão De Risco E Tesouraria, Ratings, Ativos E Passivos, Swap, Hedge E Derivativos

A disciplina pretende abordar e exercitar de forma teórico-prática, os conceitos envolvendo gestão de ativos e passivos sob o ponto de.

Micromaster: Finanças, Finance, General

O foco de aprendizagem neste curso é um overview do mercado financeiro e das principais abordagens financeiras em seus diferentes.

Technologist Degree In System Analysis And Development, Information Technology

Micromaster Investimentos, Teoria E Capital Ideas

O objetivo da disciplina é abordar as principais teorias do mundo das finanças e investimentos, como a teoria do portfólio de Markowitz.