- Commodities, FX derivatives pricing (vanilla, barriers, asian, digital, american options);- Risk metrics analysis (historical VaR, greeks, DV01);- New Products studies and specifications;- Econometric models validation (backtest, RMSE, hedge simulation);- Database modelling and analysis (settle prices, rates, volatilities, spreads, etc).

Asset and hedge funds pricing control: NAV calculation and monitoring of hedge funds with multiple strategies and investors targets; Fixed income, stocks and derivatives price verification; Operation fees, expenses and incomes control; Real State and Venture Capital funds analysis; Multiple tasks automation projects; Led a internal profitability calculator project (written in Python).