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São Paulo Area, Brazil Brazil

Head of Pricing, Market and Credit Risk at Santander Securities Services Brasil DTVM

Finance / Banking / Insurance

Specialties: Market Risk (VaR, CFaR, stress testing, backtesting) and Credit Risk (KMV, CreditRisk+), Asset Pricing, Financial Modeling , Structured Investments, Private Equity Funds. User of Bloomberg, Broadcast, Eikon (Thomson Reuters), Maps / Luna (Maps), Mitra (Luz Engenharia Financeira), SAP, SPSS, Eviews and Matlab.