My experience spans fixed income derivatives, credit value adjustment (CVA), Credit Risk Analytics, modeling risk on exotic trades, Fixed Income Derivatives, LATAM products.
In the past, I worked a variety of fields: middle market MA, LBO, equity trading, molecular biophysics/genetics, physical-chemistry and nuclear physics.
High among my interests are statistical arbitrage, automated trading engines, fixed income derivatives, exotics pricing and credit derivatives risk modeling.
I seek to be challenged by new roles in Market and Credit Risk as well as other quant roles.
Specialties: Fixed Income Derivatives, Statistical Arbitrage, Risk Analytics, Counterparty Risk, Default Modeling, ...
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