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Augusto Carvalho

Augusto Carvalho

Sales Engineer

Numerix | miami

Technologies

My Portfolio Highlights

My New Course

Introduction to PySpark

Data conductor, orchestrating the symphony of insights with precision.

My Work

Take a look at my latest work.

course

Intermediate SQL Queries

course

Introduction to Deep Learning in Python

course

Introduction to PySpark

DataCamp Course Completion

Take a look at all the courses I’ve completed on DataCamp.

My Work Experience

Where I've interned and worked during my career.

Numerix | Jan 2022 - Present

VP Latam and Florida

-Managing Partnerships in the region for supporting Numerix journey in the region by offering state-of-the-art quant and risk technology. -Leading Sales (also from a sales engineering perspective) for Pricing and Risk (Market and Counterparty) Analytics for derivatives, fixing income, and structured notes. -Technical Solution Training for LATAM and USA/East clients including derivatives (vanilla and exotic) derivatives pricing, XVAs calculation (CVA, DVA, FVA, ColVA, KVA, and MVA), Curve Construction Framework. -Leading customer proofs of concept (and Proof of Value) -Leading RFI/RFP's.
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Numerix | Aug 2018 - Jan 2022

Sales Engineer Regional Director

Enterprise Solutions for Pricing and Risk Analytics of derivatives: Market and credit counterparty risk modeling and XVA Analytics. Latam and USA. Quantitative Modeling, Public Speaking, Market Research. AWS Certified Cloud Practitioner

Numerix | Mar 2016 - Jul 2018

Sales Engineer for LATAM and US Southeast.

Sales engineer for Pricing and Risk (Market and Counterparty) Analytics for derivatives and structured products as well as Solution Training for LATAM and USA/East clients. Building and delivering product demonstrations, Leading customer proofs of concept and assisting in the response to RFI/RFP's.

Emerging Manager Forum | Dec 2017 - Dec 2017

Public Speaking

Outsourcing... What Determines the Right Choice in Service Provider Selection? For the Emerging Manager selection of the Service Providers they use can be a critical element in raising AUM. The panelist will focus on factors managers should consider when selecting Service Providers and what should those managers expect from the Service Providers they select.

ASBANC - Asociación de Bancos del Perú | Aug 2017 - Aug 2017

Public Speaker

Riesgo de Contraparte e los nuevos Ajustes en el mercado de América Latina: http://www.felabanclar.com/

Universidad del Pacífico (PE) | Apr 2017 - Apr 2017

Public Speaking

"Retos de una implementación de CVA/DVA y los nuevos ajustes" presented at the Universidad del Pacifico organized by the Peruvian Quant Group. Dada la importancia que esta teniendo cada día la administración de  libros de derivados con respecto al CVA (Credit Value Adjustment)  he presentado los lineamientos generales en la administración y cobertura de riesgo de Contraparte en derivados, específicamente los retos que representan  la metodología actual de calculo que se requieren para una implementación completa. Durante la presentación tocamos temas  sobre los requerimientos típicos de un proyecto de CVA teniendo en cuenta la manera de operar en América Latina.

Asobancaria | Feb 2017 - Feb 2017

Public Speaking

El 19º Congreso de Tesorería incluye los temas más relevantes para la gestión de Tesorería y para la acertada toma de decisiones del día a día en los mercados financieros. GESTIÓN DE RIESGO DE CRÉDITO EN PORTAFOLIO DE DERIVADOS En esta sesión fueron presentaados los lineamientos generales en la gestión y operaciones de cobertura de riesgo de CVA/Riesgo de Contraparte en derivados, así como los retos en gestión de garantías generados en la implementación de Basilea III.

BM&FBOVESPA | Apr 2010 - Feb 2017

Lecturer

N/A

Numerix | Mar 2014 - Feb 2016

Sales Engineer LATAM

Pricing and Risk analytics for derivatives: Market and credit counterparts risk (XVAs) modeling.

FAAP | Jul 2012 - Dec 2015

Derivatives Lecturer

2012-2014: Theory of Finance I, II and III : -Portfolio Theory / Fixed Income Pricing / Derivatives / Option Pricing / Behavioral Economics 2015 on: Structured Derivatives

SAS | Jun 2012 - Mar 2014

Sales Engineer

Risk and Analytics Pre-Sales Consultant. SAS Tools - SAS Enterprise Miner - SAS Enterprise Guide - SAS Forecast Multidisciplinary SAS Applications : - Market Risk - Credit Risk Modeling Data-Mining: - Anti-fraud Analytics - Health Insurance Analytics - Big Data Exploration and visualization Market Risk / Liquidity Risk (ALM) / Credit Risk Modeling / Anti-fraud Analytics / Health Insurance Analytics / Big Data Exploration and visualization for Insurance, Retail, Risk and Fraud. Short-term data-mining/analytics projects for Risk (Provision Calculations), Anti-Money Laundering (AML), Accounting Forecast, Geo-Analytics, Marketing Segmentation and Anti-Fraud for Health Insurance.

BNP Paribas | Mar 2011 - Jun 2012

Listed Derivatives Project Manager

N/A

FGV - Fundação Getulio Vargas | Dec 2006 - Dec 2011

Tutor

Courses: Statistics, Financial Mathematics, Banking Products, Credit Risk Management. Courses were attended online, through Moodle application. Additionally, there were undergraduate courses held at one of FGV campi in São Paulo and Curitiba.

BM&FBOVESPA | Mar 2010 - Mar 2011

Derivatives Coordinator

-Product management, Research and Development of Derivatives (Exchange and OTC) products. Focus on FX and credit derivatives. -Credit Derivatives Framework and Statistical Report Development. -Technical specification with regards to risk factors and exposures computation as well as documentation of Derivatives Exposure Data Base project, known as CED (Central de Exposição de Derivativos).

BM&FBOVESPA | Apr 2008 - Mar 2010

FX Derivatives Coordinator

-Research and Development of Derivatives products. -Options Pricing, FX Derivatives Pricing, -Credit Derivatives Framework and Pricing Methodologies. -Product management. Statistical Report Development.

PAGGO | Mar 2008 - Apr 2008

Credit Risk Manager

Mobile Payment Statistical Analysis, Credit Models, Report Development, Credit Policies, Mobile Payment Consumer Behavior, Development of operational tasks and of projects regarding the Risk Department, Data Mining, Neural Networks. skills: MySQL, Knime, R.

PAGGO | Jun 2006 - Mar 2008

Data Scientist

Mobile Payment Statistical Analysis, Credit Models, Report Development, Credit Policies, Mobile Payment Consumer Behavior, Development of operational tasks and of projects regarding the Risk Department, Data Mining, Neural Networks. skills: MySQL, Knime, R.

Gapminder Foundation | Jan 2008 - Jan 2008

Volunteer Trasnlator

N/A

UniCredit | Sep 2005 - Feb 2006

Model Validation

Partnership between the Master Program in Complex Systems UBM Investment Bank. Model Testing for Pricing Credit Derivatives, in particular Collateralized Debt Obligation via Monte Carlo and Semi-analytical methods. Skills: Matlab / Excel / Copula / Multivariate Statistics

My Education

Take a look at my formal education

Certificate of Quantitative Finance - LEVEL 1 Complete, Quantitative Finance7city Learning | 2014
MSc, Complex Systems and Its Interdisciplinary Applications - Financial Risk ManagementIstituto Universitario di Studi Superiori, Pavia | 2005
Master's degree, PhysicsUniversidade Federal de Pernambuco | 2004
Bachelor's degree, PhysicsUniversidade Federal de Pernambuco | 2002

About Me

Augusto Carvalho

-AWS Certified Cloud Practitioner -Risk and Data #Analytics Professional #Python #MachineLearning #DataMining #TensorFlow #Tableau #SQL-Transact, #PowerBI, MySQL, Scikit Learn, Keras, Logistic Regression, Gradient Boosting, decision Tree, Random For

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