William Pereira

Trabalho há 10 anos com a gestão de riscos financeiros: risco de mercado, liquidez e gestão de capital. Também atuo na gestão de ativos e passivos (Asset and Liability Management).

SAS Institute Brasil LTDA (Jan 2023 - now) Position: Senior Advisor / Manager

Main responsibilities:
• Responsible for implementation of ALM and Risk Management systems in one of the top 10 largest Brazilian Banks whose scope is Regulatory Risk, Dynamic and Static ALM, Managerial methodologies (pricing, Value-at-Risk, Earning-at-Risk etc.). Acting as the project functional leader and risk expert.
• Helping internal and external clients hereby scoping of new functionalities in the future releases and supporting the current pipeline of development.
 
China Construction Bank (BRASIL) S.A. (May 2015 – Jan 2023) 

Position: Head (Manager) of Liquidity, Market & Capital Risks Division
 

Main responsibilities:
• Responsible for Market Risk and Interest Rate exposure control: calculation of mark-to-market for financial instruments and allocation per each market risk factors, improvement of models to reduce capital consumption, development of market risk potential losses by VaR, EVE and NII and other methodologies such as DV01, stress test and FX exposure control.
• Responsible for Cash and Liquidity Risk Management: modelling and calculation of minimum cash requirements, cash forecast, budget and run-off scenarios, stress test, duration, funding concentration and cash quality control, etc.
• Responsible for Capital Management: development of new models in order to have a forward and backward looking for Bank’s capital situation.
• Responsible for Middle-office of Treasury business activities: Derivatives default control, Bonds price and CDS oscillation, limits and trader behavior management, profit & loss results, trader errors and operational risk management and intraday FX and DV01 exposures.
• Development of new ratios and models to strengthen the internal controls.
• In charge of Regulatory and Head Office requirements and reports: DDR, DRL, DRM, DLO, DLI, IRRBB, Pilar 3, LCR & NSFR, OTC, Gap management, etc.
• Responsible for the development and implementation of Pricing and Risk models according to Brazilian and Chinese markets specifities.
• Responsible for Risk Appetite Statements management related to Liquidity, Market & Capital risks.
• Validation of risk models and Central Bank requirements.
• Attendance at external and internal risk Committes (Internal Monthly Risk Committee, Weekly ALM Meeting, Febraban, ABBC, ABBI) in order to update the methodologies of control.
• Training and supervision of a team composed by four analysts.
• Backup of Risk Department activities and tasks.
• Support to different departments in their tasks: Accounting, IT, ALM and FMD, Backoffice, Audit, Compliance, Credit etc.
 

Maps S.A. Soluções e Serviços (Dec 2012 – May 2015) 

Position: Product Analyst II

• External consultant working at MAPS system implementation
• Client attendance and homologation
  Development of Risk and Pricing system for Investment Fund
Financial Market consultant in order to specify software framework for risk and
pricing management
Validation of pricing and risk calculation: mark-to-market and accrual (Fixed
and Floating products, Bonds and Debentures, Derivatives (Option, Swap, Future
Market)

BM&F Bovespa – Bolsa de Valores Mercadorias e Futuros (Nov 2011 – Dec 2012)
Position: Intern.

Academic Background:

• Graduation: Universidade Estadual de Campinas – UNICAMP, B.S. in Economics, 2008 – 2012
• High School: Colégio EMBRAER Engenheiro Juarez Wanderley, Social Project supported by Instituto EMBRAER de Educação e Pesquisa, 2005 - 2007
 

Extracurricular courses:
• Professional Formation in Derivatives – Saint Paul Business School and B3 – conclusion: in course (2023).
• Finance Management in Banks – Associação Brasileira de Bancos Internacionais (ABBI) – conclusion: 2021
• Stress Test Course – Methodologies, Practices and Regulation – FEBRABAN – conclusion: 2021
• Asset and Liability Management Banks: Liquidity, Pricing, Banking Book & Funding Gap - Associação Brasileira de Bancos Internacionais (ABBI) – conclusion: 2020
Risk Management Specialization – Instituto Educacional BMF Bovespa –
Pricing and Statistic models, market risk, credit risk, operational risk, liquidity and
capital risks and sustainability risk – conclusion: 2014
Derivatives Course – MAPS S.A. Soluções e Serviços – conclusion: 2014
Finance Mathematics Course – Instituto Educacional BMF Bovespa –
conclusion: 2012
Finance Statistics Course – Instituto Educacional BMF Bovespa