Vasco Capela Email and Phone Number
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.
Bnp Paribas Cib
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Quantitative Valuation Risk Analyst And Scrum MasterBnp Paribas Cib Apr 2024 - PresentPorto, Portugal -
Quantitative Valuation Risk AnalystBnp Paribas Cib Sep 2023 - Apr 2024Porto, Portugal -
Teaching AssistantIseg - Lisbon School Of Economics & Management Feb 2022 - Jul 2023Lisboa, PortugalTutor 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 -
Summer InternBnp Paribas Cib Jul 2022 - Sep 2022Lisboa, PortugalSummer 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. -
Intern StudentCentro De Astrofísica Da Universidade Do Porto Jan 2019 - Jan 2021Porto, PortugalThe 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.
Vasco Capela Education Details
Frequently Asked Questions about Vasco Capela
What company does Vasco Capela work for?
Vasco Capela works for Bnp Paribas Cib
What is Vasco Capela's role at the current company?
Vasco Capela's current role is Quant Risk Analyst and Scrum Master at BNP Paribas.
What schools did Vasco Capela attend?
Vasco Capela attended Iseg - Lisbon School Of Economics & Management, Faculdade De Ciências Da Universidade Do Porto, Faculdade De Ciências Da Universidade Do Porto.
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Vasco Capela
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