nofiatromulus

Managed alternative investment portfolios totaling over BRL 10 billion, covering VC, private equity, infrastructure, special situations, and structured credit. Developed investment cases, presented trade ideas, and risk analyses to the Investment Committee. Built collaborative relationships with leading asset managers in Brazil’s alternative investments sector. Led scenario analysis, risk/reward modeling, and secondary transactions for dynamic portfolio management.

Managed ALM and market risk for Brazil’s largest alternative investments fund. Coordinated major secondary and co-investment transactions (>$200MM USD). Structured investment entities across multiple jurisdictions (FIPs, Funds, LLCs), liaising with fiduciary administrators. Supported operational risk evaluation and internal/external audit processes.

Implemented IRRBB (Interest Rate Risk in the Banking Book) metrics according to Basel Committee standards within Itaú’s market risk framework. Managed a suite of market risk indicators: Value at Risk (VaR), Expected Shortfall, DV01, Net Interest Income (NII). Executed regular and ad hoc portfolio stress tests across asset classes and treasury exposures. Automated reporting and visualization of risk exposure for senior management and regulatory audits. Partnered with cross-functional teams to improve risk modeling practices and ensure regulatory compliance.