At Millennium BCP, I led the Internal Liquidity Adequacy Assessment Process under ECB supervision, testing the bank’s ability to meet payment obligations under adverse liquidity scenarios. This work strengthened the liquidity risk framework.
I audited ECB Own Funds Certification under Basel III, CRR and CRD IV, closing the review with zero outstanding findings. I also audited market risk management and identified FX exposure vulnerabilities under a 10% devaluation stress scenario.
At Millennium BCP, I standardised evidence templates across audit workstreams, cutting reporting cycle time by 15%. Earlier, during my Summer Internship - Trading Floor at Novo Banco, I assisted with sovereign debt and interest rate derivatives and supported execution of FX swaps and forwards.
I developed and published an Actuarial Quantitative Finance study guide for the Student Association of ISEG - Lisbon School of Economics and Management, covering topics including Capital Equivalence, Loan Repayment and Leasing. I also built a Bloomberg-style market terminal and independently built and maintain a Dixon-Coles Poisson forecasting model, both published on GitHub.
