Management Engineer

Flávio César S. A. Costa

Brazilian, ** years old

São Paulo - SP

Cell Phone: 55-11-987**-****

E-mail: ******.**********@*****.***

Background

Bachelor: Computer Engineer– Universidade de São Paulo 2012 Summary of Qualifications

Experience with Market Risk, market risk modeling and quantitative models. Recently I am working with Risk Management covering different types of risk: market, credit, and counterparty, fiduciary on discretionary accounts. Experience with local Regulation of Central Bank and CVM – Comissão de Valores Mobiliarios.

Knowledge on market products: bonds, derivatives (options, swaps, futures), structured products.

Strong quantitative skills.

Local Professional Certification: CPA-20 Anbima.

Programming languages: VBA, C, C++, Matlab, SAS e R.

Advanced English

Professional Experience

J. P. Morgan – (Jun/15 – Present)

Role: Risk Management Analyst – Private Banking: Global Wealth Management

Responsible for developing and execution of daily routines of risk control covering Market Risk, Credit, Liquidity, Counterparty and Fiduciary Risk. Implementation of new methodologies and metrics to improve risk management.

Build materials for Local/Global Committees and present to the respective forum.

Regulatory analysis of new rules/controls of local regulator.

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Banco Bradesco S.A. - (Jan/2014– May/15)

Role: Market and Liquidity Risk Modeling Analyst

Main Responsabilities:

Modeling Market and Liquidity Risk;

Support trading desks with quantitative models for pricing and risk.

Development, study and implementation of new models of marker risk

Execution of studies requested by local Central Bank or BIS Banf of International Settlement

(QIS – Quantitative Impact Study);

Banco Bradesco S.A. - (Jun/2012 – Dec/2013)

Role: Jr. Analyst Jr. Market and Liquidity Risk Modeling Analyst Bradesco S.A. - (Dez/2011 – Jun/2012)

Role: Market and Liquidity Risk Modeling Inter

Extra Courses

Economics and FInancial Markets– FIPE.

Valuation – Anbima.

Market Risk Modeling and Management – FEBRABAN.

SAS Programming – Fundamentals, Intermediate, Macro e SQL – Brainworks.

Counterparty– Analitix

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