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Marcos Costa Santos Carreira
PhD Candidate at École Polytechnique

Profile

Marcos C. S. Carreira, a PhD candidate at École Polytechnique, is the co-author of the book "Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets". He was Derivative Products Officer and later Technical Modeling Officer at BM&FBovespa, where he contributed to risk management, derivatives pricing, exchange fees, microstructure and HFT functions. At Credit Suisse Brazil, he was a Managing Director in charge of the FX and IR Options desk, after being the Risk Manager responsible for Market, Counterparty and Liquidity Risks. Marcos holds an engineering degree from Instituto Tecnológico de Aeronáutica (ITA) and a Masters in Economics at Insper. Marcos also lectured for the MECAI Professional Masters course in Mathematical Finance at ICMC-USP and is a regular speaker at quantitative finance conferences.

Marcos Costa Santos Carreira's Network

Agenda Sessions

  • Learning Interest Rate Interpolation

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