Augusto Carvalho

Augusto Carvalho has been working with derivatives pricing for almost 16 years. Since 2014, he has been working with Numerix as a Solution Specialist focusing on Market and Credit Counterparty Risk for Latam and, more recently, in Southeast USA. Prior to Numerix, his experience includes modeling credit derivatives for an investment bank in Milan, credit risk management for a pioneer mobile payment startup, and pricing and R&D at the derivatives exchange in Brazil. He holds a masters’ in theoretical physics and complex systems and applications to risk management and has extensive lecturing experience on derivatives pricing in universities and financial education centers in Brazil.