Vasco Capela

Vasco Capela Email and Phone Number

Quant Risk Analyst and Scrum Master at BNP Paribas @ BNP Paribas CIB
france, aquitaine, france
Vasco Capela's Location
Espinho, Aveiro, Portugal, Portugal
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.

Vasco Capela's Current Company Details
BNP Paribas CIB

Bnp Paribas Cib

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Quant Risk Analyst and Scrum Master at BNP Paribas
france, aquitaine, france
Employees:
7368
Vasco Capela Work Experience Details
  • Bnp Paribas Cib
    Quantitative Valuation Risk Analyst And Scrum Master
    Bnp Paribas Cib Apr 2024 - Present
    Porto, Portugal
  • Bnp Paribas Cib
    Quantitative Valuation Risk Analyst
    Bnp Paribas Cib Sep 2023 - Apr 2024
    Porto, Portugal
  • Iseg - Lisbon School Of Economics & Management
    Teaching Assistant
    Iseg - Lisbon School Of Economics & Management Feb 2022 - Jul 2023
    Lisboa, Portugal
    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
  • Bnp Paribas Cib
    Summer Intern
    Bnp Paribas Cib Jul 2022 - Sep 2022
    Lisboa, Portugal
    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.
  • Centro De Astrofísica Da Universidade Do Porto
    Intern Student
    Centro De Astrofísica Da Universidade Do Porto Jan 2019 - Jan 2021
    Porto, Portugal
    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.

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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