
Miguel Maia Ribeiro
Fähigkeiten und Kenntnisse
Werdegang
Berufserfahrung von 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.
- 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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