I am a quantitative trader and analyst with over 10 years of banking experience, focusing on developing strategies for government and corporate bonds, interest rate futures, and equities.My background includes trading in these instruments, as well as pricing interest rate swaps and illiquid assets. Skilled in programming and automating data processes, I turn research into practical models.Currently, I’m integrating machine learning to deepen market analysis and refine strategies. I bring a strong analytical mindset, attention to detail, and problem-solving skills.Explore my projects on GitHub: https://github.com/rafaelgbo
Self-Employed
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Quantitative Analyst | Algorithmic TraderSelf-Employed Apr 2023 - PresentFortaleza, Ceará, Brazil- Conceived, developed, and deployed algorithmic trading strategies on Brazilian equities using Python and MetaTrader.- Collected data and programmed backtesting algorithms.- Developed production-grade code, using version control, and deployed it to the cloud for execution.- Monitored execution metrics, responding swiftly to unexpected behavior.- Implemented continuous improvements to optimize trading algorithms and performance.- Designed hedging strategies and rebalancing mechanisms to manage risk and ensure portfolio stability.- Achieved an annualized Sharpe ratio of 5.10 with a maximum drawdown of 0.48% over the 10-month period from December 2023 to October 2024.- Currently focusing on enhancements through machine learning techniques.- Working on migrating from Python to MQL5 (C++ based language) to improve performance.
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It Team CoordinatorStella Energia Sustentável Jun 2022 - Mar 2023Rio De Janeiro, Rio De Janeiro, Brazil- Led a data migration between Salesforce orgs.- Improved system reliability with a stable data model.- Automated data processes using Python, achieving 100% accuracy in billing updates.- Built custom Salesforce solutions using Apex (Java-like).- Implemented cloud storage integrated with Salesforce for efficient document management.- Optimized billing with automated invoice generation.- Developed Python-based microservices on a serverless architecture.- Created data-driven reports and dashboards.- Contributed to a successful M&A, leading to Stella Energia's acquisition by Ultragaz in October 2022. -
Quantitative AnalystBndes Nov 2013 - Jun 2022Rio De Janeiro, Rio De Janeiro, Brazil- Programmatically identified opportunities across Brazilian bonds and rates futures markets, generating returns above the risk-free rate.- Managed corporate bond portfolios, executing trades and hedging strategies.- Experienced in electronic and over-the-counter trading using Bloomberg Terminal.- Developed and maintained a company-wide dashboard for corporate bonds data.- Estimated market prices for new or illiquid instruments.- Built financial models for bond emission insights and swap rate estimation.- Adapted academic methodologies for performance attribution, interest rate curves, and pricing bonds with embedded options.- Worked with Risk Management to develop methodologies for valuing illiquid corporate bonds.- Collaborated with IT on corporate databases and systems.- Automated data collection using Python, SQL, and VBA.- Optimized reporting through automation.Note: Starting in June 2022, I began an unpaid leave from BNDES. -
Financial AnalystZ3M Feb 2013 - Oct 2013Rio De Janeiro, Rio De Janeiro, Brazil- Consulted with clients seeking financing or fair value assessments.- Conducted market research and defined key assumptions with clients.- Built financial models using Excel and VBA for DCF Valuation.- Produced reports to support clients' decision-making processes.
Rafael Oliveira Education Details
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Economics -
High School Diploma
Frequently Asked Questions about Rafael Oliveira
What company does Rafael Oliveira work for?
Rafael Oliveira works for Self-Employed
What is Rafael Oliveira's role at the current company?
Rafael Oliveira's current role is Quantitative Analyst | Algorithmic Trader | CFA.
What schools did Rafael Oliveira attend?
Rafael Oliveira attended Fgv Epge, Ibmec Business School, Colégio Santo Agostinho - Leblon.
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3avalara.com, thomsonreuters.com, gmail.com
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3hotmail.com, mckinsey.com, mckinsey.com
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Rafael Oliveira
Brazil -
Rafael Oliveira
São Paulo, Sp
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