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.

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

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.

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.

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.

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.

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

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.