Vitor Gomes Email & Phone Number

São Paulo, Brazil

São Paulo, São Paulo, Brazil

São Paulo E Região, Brasil

Rio De Janeiro

• Evaluated the creditworthiness of middle and large corporate clients in the portfolio (~$600M) by using advanced financial analysis, accounting skills, cash flow forecasting and quantitative risk modeling• Covered Latin American companies, focused at sectors: real estate, construction, food and beverage, paper and pulp, automotive, and retail • Conducted conference calls and meetings with clients in order to extract relevant information for the analysis• Presented the credit… Show more • Evaluated the creditworthiness of middle and large corporate clients in the portfolio (~$600M) by using advanced financial analysis, accounting skills, cash flow forecasting and quantitative risk modeling• Covered Latin American companies, focused at sectors: real estate, construction, food and beverage, paper and pulp, automotive, and retail • Conducted conference calls and meetings with clients in order to extract relevant information for the analysis• Presented the credit evaluation and recommendation to the bank’s board of directors in the weekly credit committee• Supervised interns in the Credit Analysis Department Show less

Rio De Janeiro

• Estimated default probability (PD) and loss given default (LGD) of loan operations using an advanced proprietary model developed by the Risk Department • Calculated the risk adjusted return on capital (RAROC) of loan operations in portfolio using simulated capital requirements from a Monte Carlo-based model• Researched and implemented features in order to improve the model's accuracy ratio and facilitate the model's calibration• Performed the bank's cash flow and liquidity… Show more • Estimated default probability (PD) and loss given default (LGD) of loan operations using an advanced proprietary model developed by the Risk Department • Calculated the risk adjusted return on capital (RAROC) of loan operations in portfolio using simulated capital requirements from a Monte Carlo-based model• Researched and implemented features in order to improve the model's accuracy ratio and facilitate the model's calibration• Performed the bank's cash flow and liquidity projection, applying different scenarios• Prepared the liquidity risk report and presented to the board of directors in a weekly basis Show less

Rio De Janeiro

• Developed an integrated online risk management system using C#, R and SQL which reported the client and trading desks V.A.R. and Stress reports at real time• Monitored daily risk exposure and reporting any pertinent information• Calculated all market risks related required capital based on Basel II concepts• Sent daily risk reports to Brazilian Central Bank

Rio De Janeiro E Região, Brasil

Rio De Janeiro E Região, Brasil

Master’S Degree, Finance

Bachelor’S Degree, Computer Engineering