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Work Experience
Risk Analyst
Itau Unibanco• October 2011 - September 2020
- Developed and validated VBA Excel and SAS automations for steps in the test plans of the internal controls from the Financial Control (Finance) Area during internal Hackaton of the Models, Finance and Operations Validation Superintendence; - Performed analysis and cross-checking of Securities (TVM) bases in Access and Excel to mitigate operational risks during the implementation of the IFRS9 project, verifying the procedures for applying the Business Model and Exclusive Payment of Principal and Interest (SPPI) concepts; - Assisted and guided the internal control teams of international units in matters of financial control, in partnership with the Superintendence of Internal Controls of International Units; - Prepared queries in SQL / SAS to extend and improve quality indicators related to regulatory information sent to Central Bank Risk Center (Doc 3040); • Developed and implemented an economic capital allocation model, in SAS, for insurance, pension and capitalization companies - creation of macros and SQL queries to integrate data from different systems; • Prepared capital allocation optimization studies for new products and portfolio changes (M&A) using the solver / Excel tool to optimize the allocation between the different insurance groups of Itaú Seguros and Itaú Previdência. Potential to reduce R $ 80 MM of allocated capital; • Developed SAS tests for analysis and validation of retail and wholesale RAROC calculators (IBBA) within the scope of the Credit Basel project, with an emphasis on methods for calculating Allocated Economic Capital (CEA);
Education
PUC-RJ
Computer Information Systems, B.Tech• May 1999 - December 2020
This course was an specialization in System Analysis and Project Management, not exactly a bachelor's degree (shorter than).
FGV-RJ / EPGE
Business Administration, MS• January 2007 - October 2010