Felipe Almeida Email & Phone Number

Rio De Janeiro, Brazil

• Algorithmic Trading Development: Created the process of prototyping, coding, and backtesting algorithmic trading strategies to compose hedge funds overall exposure. Continuouslyresearched and explored new strategies and methods until successfully deployed systematicstrategies that delivered uncorrelated performance improving overall risk adjusted returns.• Alternative Data Utilization: Researched and integrated alternative data sources to enhanceinsights and… Show more • Algorithmic Trading Development: Created the process of prototyping, coding, and backtesting algorithmic trading strategies to compose hedge funds overall exposure. Continuouslyresearched and explored new strategies and methods until successfully deployed systematicstrategies that delivered uncorrelated performance improving overall risk adjusted returns.• Alternative Data Utilization: Researched and integrated alternative data sources to enhanceinsights and decision-making for long-only invested companies. Developed web scrapingprototypes and algorithms, including data cleaning processes, to ensure accuracy. Collaboratedwith IT to deploy these solutions into production, providing actionable intelligence and acompetitive edge.• Automation and IT Collaboration: Collaborated closely with IT teams to automatecomprehensive data collection and processing workflows, with a particular emphasis onautomating Performance Attribution reports. This initiative significantly enhanced operationalefficiency and data accuracy, ensuring timely delivery of critical insights Show less

Rio De Janeiro Area, Brazil

• Design and implement software solutions that constitutes the Market Risk framework of data analysis. This job includes automation of gathering information from multiple sources, clean and transform it to fit database models, make it available in systems and reports with the best possible performance and presentation.• Training and supervision of new hires, detection and elimination of process bottle necks and optimization of performance of legacy code base.• Most recent projects:… Show more • Design and implement software solutions that constitutes the Market Risk framework of data analysis. This job includes automation of gathering information from multiple sources, clean and transform it to fit database models, make it available in systems and reports with the best possible performance and presentation.• Training and supervision of new hires, detection and elimination of process bottle necks and optimization of performance of legacy code base.• Most recent projects: Inclusion of the VaR EWMA metric, Virtual Portfolio evolution to include daily trades import, inclusion of drawdown metrics to back test module, connection of Paris to online maket data feeders and online P&L calculation. New feature of historic P&L. Liquidity information which includes, margin and collateral info, best way to generate cash to attend to share redemptions in stress scenarios. Show less

Rio De Janeiro Area, Brazil

• Responsible for monitoring and reporting risk metrics of proprietary Interest Rate/FX and derivatives trades.• Fine-tuned the simulations and monitoring systems: Yield curve analysis, simulated P&L volatility and hedging, historical and hypothetical stress testing scenarios and simulations, reported P&L reconciliation, liquidity analysis of funds’ portfolios.• Overall optimization of the data collection and data quality processes. Created and maintained data models targeted… Show more • Responsible for monitoring and reporting risk metrics of proprietary Interest Rate/FX and derivatives trades.• Fine-tuned the simulations and monitoring systems: Yield curve analysis, simulated P&L volatility and hedging, historical and hypothetical stress testing scenarios and simulations, reported P&L reconciliation, liquidity analysis of funds’ portfolios.• Overall optimization of the data collection and data quality processes. Created and maintained data models targeted performance enhancement of monitoring system. Show less

Rio De Janeiro Area, Brazil

• Individual position Portfolio VaR contribution: Made it possible to access historic value at risk on each instrument of any portfolio and make aggregations accordantly with analysis and simulation objectives. Programming Languages: VB.NET Technologies: High Performant Distributed Cache.• Extreme Value Theory: Utilized distributed computing to optimize the calculation of this metric to the huge number of instruments in the bank’s and clients’ portfolios. Extension of traditional VaR… Show more • Individual position Portfolio VaR contribution: Made it possible to access historic value at risk on each instrument of any portfolio and make aggregations accordantly with analysis and simulation objectives. Programming Languages: VB.NET Technologies: High Performant Distributed Cache.• Extreme Value Theory: Utilized distributed computing to optimize the calculation of this metric to the huge number of instruments in the bank’s and clients’ portfolios. Extension of traditional VaR methods compute tail distributions and provide good estimate losses for high confidence level (crisis) for several asset classes; Programming Languages: VB.NET, MSMQ, C++ and VBA.• Virtual Portfolio and P&L Evaluation: Created a new module on risk monitoring system to simulate risk and return on virtual positions for hedging and optimization in a simulated portfolio or on existing real ones. Programming Languages: C#, VB.NET and SQL. Show less

Rio De Janeiro Area, Brazil

• Collect requirements and design software solution blueprint and models to support different business segments.• Develop, test and deploy systems’ releases. Conduct technical research and propose extensions and improvements to systems.• Prepared test plans and data, user documentation and training materials.

Rio De Janeiro Area, Brazil

Sr. Software ConsultantActed in projects in the fields:- Investment Bank- Retail- Telecom- Pension

Rio De Janeiro Area, Brazil

Master Of Business Administration (Mba), Finance And Financial Management Services

Main Interests: Portfolio management, Derivatives, Risk Management.

Bachelor Of Science (B.Sc.), Computer Science

Undergraduate final work: Knowledge Discovery in Web with Data Mining Advisor: Ronaldo Ribeiro Goldsmith Research Interests: Data mining.

High School, Computer Programming