Futures and derivatives ALM trading (Interest Rate, Coupon, DI, Currencies, Swaps).Participate on the committee to discuss and decide BRL rates positions.Assets and Liabilities pricing and management via Funding Transfer Price (Interest Rate and Liquidity risks).Management of the inflation books (IPCA/IGP-M) positions/risks (DV01, Gaps, V@R).Management of the BRL Interest Rate Risk (products: Loans, LFs, CDBs, and others).Trading of Government Bonds (LTN, LFT, NTN-B) to match the Bank’s balance sheet needs.Pricing of Structured Trades for the sales desk (large corporate clients).Management of PnL (Forecasting, set budget targets, reporting performance, propose trades).Report PnL, positions and trades executed to the Asset and Liabilities Committee (ALCO).Modeling new products (Set curve methodology, hedging strategy, price disclosure)Management of liquidity indicators (LCR, HQLA, NSFR) and Risk (EVE, NII, etc)

Last Position: Trader ALMAssets and Liabilities pricing and hedging using derivatives (DOLF, DI, DDI, currency swaps) Arbitrage of ON/OFF USD rates using hedge accounting strategy. Responsible to define policy of internal funding prices for Loans and Deposits for the Corporate Banking and Transaction Banking departments. Manage assets allocation: Gov Bonds (LTN, LFT, NTN-B and NTN-F), repos, debentures, corporate loans, etc. Daily cash management of BRL, USD and G10 currencies Responsible to manage the bank's balance sheet and report to the board of directors in the monthly ALCO meeting. Manage tax risk on the bank’s Balance Sheet (PIS/COFINS) Manage funding policy: established contingency funding plan, monthly report of Balance Sheet to head office, manage off-shore funding, revision of liquidity stress test. Monitor and control Daily ALM limits: A/L Gaps limit, PV01 exposure, Volcker, Maturity Ladder, credit/ market risk limits, funding concentration, survival time, investment limits. Responsible for reaching ALM’s desk profit target. (monthly report to senior management the main impacts ALM’s PnL and explain main strategies). Elaborate balance sheet forecast to define necessity of funding, loan disbursement plans and forecast of ALM’s revenue. Achievements: America’s Top Producer award 2016 & 2018 for exceeding ALM profit target and implementation of new products and strategies. Previous Experiences: FX Trader: Manage risk of the FX Book. Market making for G10 currencies providing prices to both Corporate and FI Customers. Derivatives Trader: Manage risk of the Derivatives Book (CCY Swaps, IRS and NDFs) pricing trades for the sales desk, executing hedges with derivatives and managing the Books position (PV01, Gaps and V@R).