I seek to be challenged by new roles in Market and Credit Risk as well as other quant roles. 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 ...more

I seek to be challenged by new roles in Market and Credit Risk as well as other quant roles. 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. Specialties: Fixed Income Derivatives, Statistical Arbitrage, Risk Analytics, Counterparty Risk, Default Modeling, Data Science, AI, Matlab, Python, VBA, C++, R, XVA, CVAless