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Daniela Sofia Alberto

@danielasofiaalberto

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Risk & Valuation Analyst at BPI Asset Management who automated portfolio KPI reporting and developed risk models.

United Arab Emirates

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At BPI Asset Management, I built quantitative risk models and automated analytics and Power BI reporting for portfolio monitoring across €6.6B AUM. I automated daily KPI reporting in Python and R, improving portfolio analysis efficiency by 400%, and developed and back-tested VaR, Expected Shortfall, and factor models.

I also developed a TCFD/ESG evaluation pipeline integrating MSCI data into dynamic reports. My work draws on financial mathematics, portfolio risk, stress testing, and statistical modelling, including a project migrating a predictive machine-learning factor model from SPSS to Python.

Experience

Work history, roles, and key accomplishments

Risk & Valuation Analyst

BPI Asset Management

Sep 2022 - May 2026 (3 years 8 months)

Enhanced portfolio risk monitoring by building quantitative risk models and automated analytics, covering €6.6B AUM. Boosted portfolio analysis efficiency by 400% through automation and developed VaR, Expected Shortfall, and factor models.

Python R Power BI SQL VARs Expected Shortfall Factor Modeling Performance Testing scenario analysis TCFD ESG MSCi Liquidity Risk Portfolio Risk KPI Reporting Sharpe Ratio Ratio Drawdown

Mathematics Teacher

St. John de Britto Private School

Sep 2021 - Sep 2022 (1 year)

Augmented course and instructional materials, boosting average student grades. Created logic challenges to enhance reasoning, integrated into the curriculum through teacher collaborations.

Teaching Curriculum Development Logic Reasoning

Assistant Professor

University of Lisbon

Sep 2019 - Aug 2021 (1 year 11 months)

Promoted analytical thinking by emphasizing algorithm-oriented resolutions in Linear Algebra and Calculus classes. Achieved a 96% faculty and students' satisfaction by delivering clear and structured problem approaches.

Teaching Linear Algebra Calculus Algorithmic Thinking

Accountant Intern

Herdade da Comporta

Jun 2019 - Sep 2019 (3 months)

Supported semester-end closing activities by performing lawful account reconciliations. Contributed to budgeting by analyzing and reconciling financial data for accurate forecasting.

Accounting Reconciliations Budgeting Financial Analysis

Education

Degrees, certifications, and relevant coursework

University of Lisbon

Master of Financial Mathematics, Financial Mathematics

2016 - 2021

Grade: GPA: 4.0

Activities and societies: Top Student in the class; Champion of the National Enterprise Management Competition.

Master of Financial Mathematics with a minor in Mathematics, completed in December 2021. Dissertation on patterns of skewness risk, proposing a skewed generalized-t distribution for Value-at-Risk modelling.