Market Data (Prices and Curves) defining requirements and deployment to IBM Algorithmics Risk Solution.Fungible Products (Common Stock, ADR, BDR, Futures, etc) supervising development and deployment to Algorithmics Risk Solution.Non-Fungible Products (LFIN, Swap plain vanilla, Commodity Forward, etc) supervising development and deployment to Algorithmics Risk Solution.Non-Fungible Products (Swap, Bonds, FX Barrier Option, Swapion, IR Barrier Option, Equity and Index Barrier Option… Show more Market Data (Prices and Curves) defining requirements and deployment to IBM Algorithmics Risk Solution.Fungible Products (Common Stock, ADR, BDR, Futures, etc) supervising development and deployment to Algorithmics Risk Solution.Non-Fungible Products (LFIN, Swap plain vanilla, Commodity Forward, etc) supervising development and deployment to Algorithmics Risk Solution.Non-Fungible Products (Swap, Bonds, FX Barrier Option, Swapion, IR Barrier Option, Equity and Index Barrier Option, etc) supervising development and deployment to Algorithmics Risk Solution.Market and Client session first level supervising generation to verify Mark to Market calculation in RiskWatch and Algo Risk Application (ARA) . Show less

Options of Bovespa/BMF coordinating design and deployment volatility trading strategies.Cash and Carry trading monitor level designing, developing and implementation.Researching and coordinating Vanilla trading strategies TWAP, VWAP mathematical modeling solution.Market Making strategy design, coordination, development and deployment using local single names, BDRs and off-shore.Helped Risk team to develop risk, P&L and position solutions.Planning Basket MOC strategy with odd… Show more Options of Bovespa/BMF coordinating design and deployment volatility trading strategies.Cash and Carry trading monitor level designing, developing and implementation.Researching and coordinating Vanilla trading strategies TWAP, VWAP mathematical modeling solution.Market Making strategy design, coordination, development and deployment using local single names, BDRs and off-shore.Helped Risk team to develop risk, P&L and position solutions.Planning Basket MOC strategy with odd lots development solution using with GL Sungard and MegaBolsa system. Show less

Designing Workflow to link, via automated connection, Local Trade Desk with Bovespa and NYSE.Researching and developing the appropriate tools needed to handle Local x ADR’s.Automated Long/Short development solution using bait concept and stop order level signal.Helped Risk team to develop standalone risk, P&L and position monitor to Local x ADRs book .Developing basket trade solution to Brokerage House using Mega-Bolsa infrastructure.Developing vanilla option pricing… Show more Designing Workflow to link, via automated connection, Local Trade Desk with Bovespa and NYSE.Researching and developing the appropriate tools needed to handle Local x ADR’s.Automated Long/Short development solution using bait concept and stop order level signal.Helped Risk team to develop standalone risk, P&L and position monitor to Local x ADRs book .Developing basket trade solution to Brokerage House using Mega-Bolsa infrastructure.Developing vanilla option pricing solution. Show less

Managed outsource contracts with software development, data-center and web-design vendors.Designing and developing custodian reconciliation solution.IT management including all network and system infrastructure, on-site software solution development and database management as well.Planning solution to provide appropriate support for receiving orders and ability to route them out accordingly.Provided workflow design and automation to link Local Hedge Fund to Brokerage… Show more Managed outsource contracts with software development, data-center and web-design vendors.Designing and developing custodian reconciliation solution.IT management including all network and system infrastructure, on-site software solution development and database management as well.Planning solution to provide appropriate support for receiving orders and ability to route them out accordingly.Provided workflow design and automation to link Local Hedge Fund to Brokerage House.Coordinated and designed equity derivatives pricing and derivatives portfolio risk management system to allow trade vanilla options.Index Bovespa’s Future trade solution. Show less

Designing workflow and creating automated solution to link Equity Trade Desk to Bovespa via port 500/300. Developed a Trading solution holding sensitive data, running all calculations and send orders to exchanges (Bovespa/NYSE).Measuring risk through a solution to calculate FX exposure.IT Floor Support providing support to local Unix and PC users.