Quantitative Valuation Risk Analyst And Scrum Master
Current
Apr 2024 - Present
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Vasco Capela Email & Phone Number
Quant Risk Analyst and Scrum Master at BNP Paribas
at
BNP Paribas CIB
LinkedIn matched
✓ Verified August 2026
3 data sources
Profile completeness 86%
Current company
Role
Quant Risk Analyst and Scrum Master at BNP Paribas
Location
Espinho, Aveiro, Portugal
Company size
Who is Vasco Capela? Overview
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Quick answer
Vasco Capela is listed as Quant Risk Analyst and Scrum Master at BNP Paribas at BNP Paribas CIB, a with 7368 employees, based in Espinho, Aveiro, Portugal. AeroLeads shows a matched LinkedIn profile for Vasco Capela.
Vasco Capela previously worked as Quantitative Valuation Risk Analyst and Scrum Master at Bnp Paribas Cib and Quantitative Valuation Risk Analyst at Bnp Paribas Cib. Vasco Capela holds Master'S Degree, Mathematical Finance, 19/20 from Iseg - Lisbon School Of Economics & Management.
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Email format at BNP Paribas CIB
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BNP Paribas CIB
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Profile bio
About Vasco Capela
Hello!Currently, I am a Quantitative Risk Analyst at the Valuation Adjustments team of BNP Paribas. We are the owners of the methodologies and regular calibrations of the bank's Fair Value Reserves and Prudent Value Adjustments.I hold a Masters in Mathematical Finance at ISEG - Lisbon School of Economics & Management, with a final GPA of 19/20 My thesis was on the pricing of renewable enercy certificates, with a final score of 20/20. I also have two Bachelor's degrees: in Mathematics (GPA: 16/20) and in Physics (GPA: 15/20), at the Faculty of Sciences of the University of Porto.
Current workplace
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5 roles
Vasco Capela work experience
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Quantitative Valuation Risk Analyst
Sep 2023 - Apr 2024
Teaching Assistant
Tutor and Grader of the courses in:S2 2021/2022: Mathematics II, of the first year of the degrees in Economics and Management;S1 2022/2023: Statistics I, of the second year of the degree in ManagementS2 2022/2023: Quantitative Finance, of the first year of the degree in Management
Feb 2022 - Jul 2023
Summer Intern
Summer Intern at the BNP Paribas Electronic Business and Markets group, a transversal business line within Global Markets. The team is responsible for managing all aspects of Electronic Business from Product Strategy and Distribution, Automated Market making, Client and Sales solutions as well as Client Service.
Jul 2022 - Sep 2022
Intern Student
Centro De Astrofísica Da Universidade Do Porto
The title of my project at the Centre of Astrophysics of the University of Porto was "Tests of the Universality of the Laws of Physics with ESPRESSO and ELT", under the supervision of Dr Carlos Martins. This internship was integrated into an international project which used the ESPRESSO spectrograph to test the standard cosmological model, LambdaCDM. The work developed was both analytical and computational. I used cosmological and astrophysical data to test models alternative to the current paradigm and that explain the recent acceleration of the Universe. As a result, I co-authored a publication in Physics Review D.
Jan 2019 - Jan 2021
3 education records
Vasco Capela education
Master'S Degree, Mathematical Finance, 19/20
Bachelor'S Degree, Mathematics
Bachelor'S Degree, Physics
FAQ
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What company does Vasco Capela work for?
Vasco Capela works for BNP Paribas CIB.
What is Vasco Capela's role at BNP Paribas CIB?
Vasco Capela is listed as Quant Risk Analyst and Scrum Master at BNP Paribas at BNP Paribas CIB.
Where is Vasco Capela based?
Vasco Capela is based in Espinho, Aveiro, Portugal while working with BNP Paribas CIB.
What companies has Vasco Capela worked for?
Vasco Capela has worked for Bnp Paribas Cib, Iseg - Lisbon School Of Economics & Management, and Centro De Astrofísica Da Universidade Do Porto.
How can I contact Vasco Capela?
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What schools did Vasco Capela attend?
Vasco Capela holds Master'S Degree, Mathematical Finance, 19/20 from Iseg - Lisbon School Of Economics & Management.
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