Summary
Overview
Work History
Education
Skills
Piano Training
Timeline
Generic
Cláudio Dos Santos Machado

Cláudio Dos Santos Machado

Risk Advisory Consultant
Lisbon,11

Summary

Finance professional with a Master of Science in Mathematical Finance from the University of Lisbon, specializing in derivatives pricing and risk management. With a strong foundation in financial theory and quantitative analysis, completed a dissertation titled "Implied Risk-Neutral Distribution: Parametric Approaches," focusing on deriving risk-neutral distributions from market prices of financial derivatives. Proficient in statistical software such as SAS, Matlab, and Python, with academic experience in financial instruments and a strong aptitude for problem-solving. Holds a bachelor's degree in Physics and possesses valuable customer service and teamwork skills from prior experience at McDonald's, demonstrating the ability to excel in fast-paced environments. Results-oriented achiever with proven ability to exceed targets and drive success in fast-paced environments. Combines strategic thinking with hands-on experience to deliver impactful solutions and enhance organizational performance.

Overview

5
5
years of professional experience
4
4
Languages
2
2
years of post-secondary education

Work History

Risk Advisor

Deloitte
03.2022 - Current
  • Designed and implemented data quality controls to improve LGD estimations.
    Extracted and transformed data for LGD modeling, including setting up LGD/ELBE RDS.
    Reviewed and implemented processes to estimate LGDs of secured portfolios based on ECB inspections and internal validations.
    Analyzed and improved restructuring/refinancing tracking process for LGD estimation at a major financial institution in Portugal.
    Conducted quantitative analysis of cash flows and loss trends under different closure scenarios for a leading Portuguese bank.
    Assessed RWA impact of transitioning to Standard-IRB risk models.
    Implemented optimization processes for Credit Risk Mitigation Techniques.
    Analyzed coverage rates of secured portfolios to assess capital impact.
    Built models for credit ratings, enhancing accuracy and reliability of risk assessments.

Operator

McDonald's
09.2021 - 03.2022
  • Provided excellent customer service and resolved complaints.
  • Accurately processed orders and managed cash transactions.
  • Maintained cleanliness and followed food safety standards.
  • Collaborated with team members and trained new employees.

Supermarket Worker

Alves Cardoso
09.2019 - 06.2021
  • Greeted an average of 100 customers daily, providing prompt, courteous service.
    Assisted team during peak times, ensuring smooth operations and reducing wait times by 20%.

Education

Bachelor - Physics

Universidade De Coimbra (UC)
Coimbra, 06

Master of Science - Mathematical Finance

ISCTE-IUL
Lisbon, Portugal
09.2022 - Current

Skills

Data Analytics

Piano Training

Studied piano at the Conservatório de Música de Águeda for 5 years during adolescence. Developed strong musical skills, discipline, and dedication through regular practice and performances.

Timeline

Master of Science - Mathematical Finance

ISCTE-IUL
09.2022 - Current

Risk Advisor

Deloitte
03.2022 - Current

Operator

McDonald's
09.2021 - 03.2022

Supermarket Worker

Alves Cardoso
09.2019 - 06.2021

Bachelor - Physics

Universidade De Coimbra (UC)
Cláudio Dos Santos MachadoRisk Advisory Consultant