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.

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.

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.

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