Rafael Aleixo Email & Phone Number

Lisbon, Portugal

Lisboa, Portugal

1) Implementation of the IFRS9 ECL Methodology for a European G-SIB Entity:Created scripts in SAS for the calculation of the PD, EAD, LGD based on the Entity's methodology and adapted to it's day-to-day.Prepared data for the calculation of required metrics.Drafted controls to assure that the calculations were well executed, and the database that served as input fullfilled quality criteria.Produced supporting documentation.Liaised with stakeholders at a local and group level, to assure on-track deliveries that met quality criteria.2) Accounting and regulatory data reporting for a European G-SIB Entity:Drafted mappings for the development team based on initial definitions provided by data consumers for different business business lines, such as Provisions, ESG, ALM.Created KPI reports based on data quality, carrying out validations focused on identifying errors and defining action plans to correct detected inconsistencies.Validated implementations carried out by the development team.Coordinated functional tests with relevant users.Created prototypes for the development team and tested the developments with the use of Oracle SQL Developer.Registered and communicated tests, initial definitions and bugs to the development team using JIRA.Supported, maintained and validated data quality with recourse to Python and the Pandas library.

Lisboa, Portugal

Asset-Liability Modelling- UK Plans:Experience with PFaroe Defined Benefit software from Moody's, to model in real time, the evolution of the plan's assets, liabilities and exposures to market risks through time according to different assumption sets and cashflows.Updated funds, to keep sensitivities up to date, both general and client specific.Produced interim actuarial reports and presentations regarding the plan's performance.

Lisboa, Portugal

Actuarial Valuations- German Plans:Performed annual actuarial valuations for German Defined Benefit Plans.Cleaned data from client files and treated it in Excel and Mercer proprietary software for Data bASES,Evaluated the current liabilities, updating required market and plan specific rates.Produced funding reports for the client and used SQL to show in the listings, each member's liabilitity,Drafted IAS 19 Disclosures for Employee Benefits.Transferred to a new Mercer proprietary software, the client's dataset, with the required derivations,

Summer Intern- Business Development:Developed future courses directed at companies. Including: Compliance Risk, Money Laundering andTerrorism Financing.Reviewed educational contents.Prospected clients through telephone and email.Translated documents to and from English to Portuguese.

Lisboa E Região, Portugal

Master'S Degree, Finance

Education record