Marco Pereira

Greater New York City Area United States

CEO at QuantSapiens Capital LLC

Finance / Banking / Insurance

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. I seek to be challenged by new roles in Market and Credit Risk as well as other quant roles. Specialties: Fixed Income Derivatives, Statistical Arbitrage, Risk Analytics, Counterparty Risk, Default Modeling, ...