About Me

Hi and welcome to my corner of the web, I'm an Applied Mathematician from UFRJ (Universidade Federal do Rio de Janeiro). Here in this place on the web I plan to showcase some works, experiences, insights and to share my journey so far.

Work Experience

Tullett Prebon:

Currently, I'm a Options Broker in Sao Paulo for Tullett Prebon, a London-headquartered company and a crucial part of the TP ICAP group. My responsibilities encompass providing infrastructural support to the chief brokers and assisting in trading operations like CPM, IDI, and USD/BRL Options. This role has enriched my understanding of Options Trading, a competency I initially cultivated at the Finance Club of UFRJ and through my undergraduate research endeavors.

EloGroup:

At EloGroup, a leading consulting firm of about 700 professionals focused on leveraging data for industrial solutions, I took on the role of Data Science Intern. Over a span of 6 months, I collaborated intimately with DASA (Diagnosticos da America SA), the pinnacle of diagnostic medicine in Brazil and Latin America and the world's fifth-largest integrated health network. My pivotal contributions centered on identifying data governance challenges and spearheading a comprehensive revamp of the company's data architecture.

Finance Club UFRJ:

Within the club, I experienced diverse rotations, spending 8 months in Equity Research, 2 months diving into Macro Research, and my final 5 months pioneering a Quant Research domain. As part of my contributions, I took the helm as the director of the hiring process, contributed two articles to the Global Report in collaboration with global Finance Clubs, redesigned and developed the club's website, and formulated quant models. My expertise in devising factor-based algorithms and performing valuations was recognized when one of my valuations secured a position in the semifinals of the renowned Brazilian LTS Challenge for students.

Beyond The Classes

Studying at UFRJ wasn't just about diving deep into applied mathematics. I've always believed in the power of sharing knowledge, this lead me to organize some events and participate in others:

SEM²AP: I was part of the SEM²AP organizing committee at UFRJ. The conference attracted international professors and a wide audience. Impressively, we managed over 3,000 live viewers on YouTube. You can check everything here
Bourbakinho: I also organized Bourbakinho, a seminar at UFRJ. This weekly event, found here, was more than just a seminar; it served as a platform for both master's and undergraduate students to showcase their work during the pandemic. Beyond academia, it was our way of staying connected and supporting each other during challenging times.
Seminars for Freshmen: For two consecutive years, 2021 and 2022, I organized seminars for freshmen, which was not just another lecture but a mandatory induction course. Setting the tone for their academic journey was a responsibility I cherished.

My talks:

"An Introduction to Numba" showcased at Bourbakinho
"Moment Method: An Application in Finance" presented during the 11º SIAC (Click on the image to watch the video in Portuguese)
"Roles for Applied Mathematicians and Mathematical Engineers" at the 2023 freshmen seminars.

Teaching: My hands-on academic engagement didn't stop at organizing and presenting. Over 7 semesters, I was a grader, focusing on subjects close to my heart: Linear Algebra (5 semesters), Scientific Computing in Python, and Introduction to Computer Science in Python. This role had me interacting with over 500 students, meticulously grading 150+ assignments, and crafting educational content, including video materials for Linear Algebra
Research: At UFRJ with Professor Marco Cabral, we developed a new method to calculate the optimal pricing of options using the Heston Model. Incorporated concepts from information theory like Entropy and statistical techniques for the reconstruction of a random variable using its moments. Awaiting publication

Hobbies

At the core, I'm a sports enthusiast. Soccer, Brazilian jiu-jitsu, tennis, and handball aren't just pastimes for me – they embody discipline, challenge, and the thrill of accomplishment. Yet, my passion isn't limited to physical fields. In the realm of technology, I'm equally engaged. I have a deep affinity for Computer Vision and Machine Learning because of its vast potential. Databases also intrigue me because they are like puzzles, to be optimized, streamlined, and enhanced. And as the digital landscape evolves, I find myself increasingly drawn to data visualization – a space where numbers transform into compelling, understandable stories. Whether it's sports or tech, it's the pursuit of mastery and the thrill of discovery that keeps me going.