London, United Kingdom
XVA Quant at Banco Santander
Investment Banking
Education
Ecole polytechnique 2010 — 2013
Engineer's and Master's degree, Mathematical finance, Mathematical Statistics and Probability, Applied Mathematic
Université Paris Dauphine 2013 — 2014
Master's degree (DEA) : MASEF, Financial Mathematics, Mathematical Statistics and Probability, Applied Mathematics
Universidade Federal do Rio de Janeiro 2008 — 2009
Bachelor's degree, Applied Mathematics
Experience
UniCredit August 2014 - January 2015
Collège de France April 2012 - August 2012
Dynamic Capital Management August 2011 - September 2011
Skills
Stochastic Calculus, Applied Mathematics, Algorithms, Probabilistic Models, Risk Management, R, Data Analysis, Matlab, Simulations, Structured Products, Monte Carlo Simulation, Computer Science, Programming, Mathematical Modeling, Research, Finite Difference Method, Fixed Income, Quantitative Research, Financial Markets, C++, Finite Element Analysis, VBA, Signal Processing, Machine Learning, Economics, Financial Modeling, Foreign Exchange, PDE, Statistics, Derivatives, Quantitative Finance, Equities, LaTeX, Mathematics, Financial Analysis