Miguel Maia Ribeiro

• 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.

• 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.

• 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.

• 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.

• 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.

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

• 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).