Founder & Head of Trading
Water Dam Capital – A boutique proprietary trading start-up
Established a successful operation of algorithmic trading on Globex/CME
• Developed a in-house C++ software platform for backtesting (using Level I/II market data) and trading (execution through R API+ from rithmic.com)
• Optimized trading strategies using statistical tools (e.g. Monte Carlo simulation, MCMC, Bayesian analysis) with focus on US treasuries and indexes
• Launched a $1.2 million fund, achieving an annualised average return of 9.1% with Sharpe Ratio of 1.1
Jun 2013 –
Sep 17
Portugal
Managing Director
NorWind – A wind power firm, owned by The Quifel Group, a private equity company
Turned a 40.000 ha farm in Bahia, Northeast Brazil, into one of the biggest wind farms in Brazil
• Led the development of a greenfield wind project with 800 MW capacity in Brazil, from land scouting and acquisition, property regularization, wind measurements, environmental licensing, topographic mapping, preliminary civil and electric studies, turbine selection; business plan and financial modelling
• Successfully qualified 205.8 MW for the 2011 Brazil wind energy auction, a landmark for the feasibility and legal status of the project
• Negotiated and sold the project in September 2012 to a leading European utility for a gross investment multiple of 15x
Apr 2008 –
May 2013
Brazil
18 Cubitt Apartments,
36 Chatfield Road
London SW11 3SE
ac7j1v@r.postjobfree.com
• Derivatives Trading
• FX Trading
• Technical Analysis
• Trading Concepts
• Risk management
• Algorithmic Trading
• Statistical Modeling
• Market microstructure
• Creative thinking
• Problem solving
• Analytical thinking
• Project Management
• Startups
• Strategic marketing
• Team Building & Training
• Leadership
MBA – General
Management • The
Lisbon MBA (Nova
School of Business and
Economics)
Ph.D. & MSc. Chemical
Engineering • Instituto
Superior Técnico, Lisbon
Languages • English
(proficient), Portuguese
(native), Spanish
(working knowledge)
Luis Gonilho
CORE COMPETENCIES
EDUCATION
VP of Product Development and Marketing
Tranquilidade Insurance – A leading insurance company Led a team of 21 people; responsible for life and non-life product portfolio; member of Board and Leadership Team
Jan 2006 –
Mar 2008
Portugal
Regional Director of Sales
Tranquilidade Insurance
Led a team of 184 people from 25 area branches located in Lisbon and centre & south of Portugal, €140 million premium
Apr 2004 –
Dec 2005
Portugal
Head of Strategic Marketing
Tranquilidade Insurance
Led a team of 5 people. Drive marketing strategy of the company for all client segments (personal and business) and products (P&C, health, leisure and life) distributed through a multi-tiered distribution
Apr 2003 –
Mar 2004
Portugal
Senior Associate / Project Manager
Oliver Wyman
Led several projects in Financial Services and Telecommunications. Sep 2001 –
Mar 2003
Portugal &
Spain
Consultant
Accenture
Engaged in several projects in FMCG, Government and Transportation industries May 1998 –
Sep 2000
Portugal
A seasoned professional and a passioned entrepreneur with endless energy to push ideas and projects forward and deliver results; focused and analytical, with strong leadership and communication skills, performing autonomously and/or collaboratively in rapid-paced, high-pressured environments PROFESSIONAL EXPERIENCE
Trader
Self-employed
Developed in C# a multi-instrument FX strategy based on support and resistance prices, with pairs EUR/USD, GBP/USD, USD/CHF, AUD/USD and XAU/USD
• Compounded annual return: 15.9%;
• Sharpe ratio: 1,7
• MAR (Jan/12 - Oct/18) = 3.1; Calmar (Nov/15 – Oct/18) = 4.7 Jan 18 –
Present
Portugal
& UK