Open to opportunities

João Reis

@jooreis1

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PhD in Applied Mathematics specializing in quantitative research and risk analysis.

Portugal

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What I'm looking for

I am seeking opportunities that allow me to apply my quantitative skills in innovative environments, particularly in risk management and data analysis.

I am a PhD in Applied Mathematics with a strong focus on computational mathematics, probability, and statistics. Currently, I serve as a Quantitative Research Senior Analyst at BNP Paribas, where I leverage my expertise to address market and counterparty risk. My role involves developing algorithms in C++ and performing data analysis using Python, which has allowed me to contribute significantly to the FRTB development plan of SIGMA.

Throughout my career, I have published several articles and developed methodologies that enhance market risk assessments. My experience spans equity and commodity asset classes, and I am well-versed in ECB regulations. I am also passionate about the evolving landscape of crypto and DeFi, actively working on a personal trading bot that utilizes historical data indicators and market sentiment analysis.

Experience

Work history, roles, and key accomplishments

Current

Quantitative Research Senior Analyst

Current

BNP Paribas

Mar 2025 - Present (2 months)

Promoted to senior quant, adding responsibilities within the FRTB development plan of SIGMA. Focuses on market and counterparty risk, equity and commodity asset classes, and ECB regulations.

Sigma Equity ECB Python C++

Quantitative Research Analyst

BNP Paribas

Jan 2022 - Present (3 years 4 months)

Worked at SIGMA team, quantifying uncertainty associated with market and counterparty risk through mathematical modeling and algorithms. Provided live support for trading and developed market risk methodologies into C# libraries.

Algorithms C++Python Data Analysis

Visiting PhD Student

Stanford University School of Engineering

May 2019 - Present (6 years)

Learned Legion programming language to exploit the parallelism of the algorithm developed at Inria. Focused on advanced computational techniques for research.

Legion Parallel Computing Algorithm Development

MSCA-ITN Early Stage Researcher

Inria

Oct 2017 - Present (7 years 7 months)

ITN Marie-Curie research fellow in the Platon team under the UTOPIAE project. Developed cutting-edge numerical methods in Optimisation and Uncertainty Quantification applied to Aerospace Engineering.

Numerical Methods Uncertainty Quantification Machine Learning C++

Education

Degrees, certifications, and relevant coursework

Ecole Polytechnique

Doctor of Philosophy - PhD, Applied Mathematics

Undertook a PhD in Applied Mathematics, focusing on advanced mathematical concepts and their practical applications. The program spanned from October 2017 to October 2021.

King Abdullah University of Science and Technology

MS in Applied Mathematics and Computer Science, Numerical Analysis

Grade: 3.58 GPA

Completed a Master of Science degree with a specialization in Numerical Analysis. Achieved a GPA of 3.58 during the program, which ran from 2016 to 2017.

University of Warwick

Erasmus Year, Mathematics

Participated in an Erasmus Year program at the Warwick Institute of Mathematics, focusing on advanced mathematical studies. This exchange program took place from 2014 to 2015.