Miguel Maia Ribeiro

Angestellt, Assistant Vice President, Deutsche Bank AG
Abschluss: Msc. in Engineering Physics, Instituto Superior Técnico
Frankfurt am Main, Deutschland

Fähigkeiten und Kenntnisse

Financial mathematics
Option (finance)
Physics
Mathematics
Mathematica
MatLab
SQL
Machine Learning
Python
Applied mathematics
Engineering physics
Pricing
C++

Werdegang

Berufserfahrung von Miguel Maia Ribeiro

  • Bis heute 2 Jahre und 7 Monate, seit Jan. 2023

    Assistant Vice President

    Deutsche Bank AG
  • 1 Jahr und 5 Monate, Aug. 2021 - Dez. 2022

    Associate - Index Management Team

    Solactive AG

    • Monitored index calculations on a daily basis, as well as their rebalances. • Optimized and automated several index calculation scripts. • Had close contact with multiple clients, handling daily client requests and inquiries.

  • 2 Jahre und 8 Monate, Dez. 2018 - Juli 2021

    Senior Quantitative Researcher

    BNP Paribas

    • Developed some of the pricing tools used by the bank to price its equity derivative products. • Created and managed multiple reports used by stakeholders to monitor the pricing engine. • Directly influenced the procedure used to calibrate the bank’s pricing models.

  • 8 Monate, Jan. 2020 - Aug. 2020

    Master Thesis Supervisor

    Instituto Superior Técnico

    • Supervised a Master Thesis student on the topic of Machine Learning Algorithms in the scope of Test Case prioritization. • Two techniques were developed, leading to the publication of two papers on the subject of Reinforced Learning and Neural Network Embeddings.

  • 1 Jahr und 3 Monate, Juli 2016 - Sep. 2017

    Trainee Consultant

    Timestamp

    • Developed a Financial Consolidation tool in a team of two people. • This tool is currently used in one of the main Portuguese banks, as well as several other large companies based in different countries.

Ausbildung von Miguel Maia Ribeiro

  • 7 Monate, März 2018 - Sep. 2018

    Master Thesis - "Volatility Models in Option Pricing"

    Instituto Superior Técnico

    • Implemented and compared several widely used volatility models for option pricing – Dupire, SABR and Heston. • Thesis done in a partnership between BNP Paribas and the University of Lisbon. • Award for best Master’s thesis in the Interdisciplinary Physics field at IST.

  • 7 Monate, Sep. 2017 - März 2018

    Engineering Physics

    RWTH Aachen University

    Erasmus Exchange Programme (6 months) - Main focus on Machine Learning and Big Data courses

  • 5 Jahre und 1 Monat, Sep. 2013 - Sep. 2018

    Engineering Physics

    Instituto Superior Técnico

    • GPA: 18/20 • Focus on mathematics, programming, and mathematical finance courses. • Received, for 5 consecutive years, the €1,000 scholarship awarded by the University of Lisbon. • Relevant courses: Introduction to Mathematical Finance (GPA: 19/20), Computational Mathematics (GPA: 19/20), Mathematical Physics (GPA: 19/20).

Sprachen

  • Englisch

    Fließend

  • Portugiesisch

    Muttersprache

  • Deutsch

    Gut

  • Spanisch

    Gut

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