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Jose Melo
PO D&A Front Office at Itaú Chile
Santiago, Chile
Currently working as an ALM trader at Itaú in Santiago, Chile. Interested in challenging opportunities. Core Knowledge 1. Bast experience programming with Python, C++ for software development, data management, modeling and automation, with over 7 years of working in finance related applications. 2. Solid knowledge managing and pricing institutional and corporate fixed income, derivatives and FX products in LATAM markets and significant experience working in ALM, mainly in liquidity and FTP, but with participation in the IRRBB and capital adequacy management. 3. Comfortable and enjoys working in strong teams and fast-paced environments. Email: jmelo@live.cl Tel (Chile): +56966763522 https://github.com/jmelo11
CodersRank Score
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2,103.8
CodersRank Rank
Top 1%
Based on:
2 eventsTop 5
C++
Developer
Chile
Top 1
Jupyter Notebook
Developer
Chile
Top 5
Python
Developer
Chile
Highest experience points: 0 points,
0 activities in the last year
C++
365.9
exp.
JSON
317
exp.
Jupyter Notebook
379.9
exp.
Python
379.6
exp.
C
75.1
exp.
TypeScript
86.6
exp.
HTML
77.5
exp.
CSS
26.8
exp.
JavaScript
76.6
exp.
Rust
309.9
exp.
List your work history, including any contracts or internships
Itaú Chile
Feb 2023 - Present (1 year 10 months)
PO D&A Front Office
Itaú Unibanco
7 years 9 months
Senior ALM Trader
Jan 2022 - Jan 2023 (1 year)
- Design and participation of the development of a new information platform for front office use, including React dashboards and data storage in AWS ecosystem management.
- Design, development and deployment of several microservices in multiple languages, but mainly C++/Python with functionalities related to the front office department (pricing, analytics, balance sheet management and reporting).
- Responsible for the development and/or implementation of a pricing tool capable of calculate XVA's and their sensitivities.
- Design, development and deployment of several microservices in multiple languages, but mainly C++/Python with functionalities related to the front office department (pricing, analytics, balance sheet management and reporting).
- Responsible for the development and/or implementation of a pricing tool capable of calculate XVA's and their sensitivities.
ALM Trader - FTP
Nov 2018 - Sep 2022 (3 years 10 months)
·Pricing and modeling of corporate, wholesale and retail products, in line with the IRRBB risk appetite.
·FTP curves definition and development of pricing tools and methodologies.
·Development and execution of the long-term funding strategies.
·Implementation of rate monte-carlo models and Python tools for XVA pricing and sensitivity calculations. Investigation regarding hedging strategies in the local market.
·FI portfolio manager of local bank credits, with aproximate AUM of 600 million USD.
·FTP curves definition and development of pricing tools and methodologies.
·Development and execution of the long-term funding strategies.
·Implementation of rate monte-carlo models and Python tools for XVA pricing and sensitivity calculations. Investigation regarding hedging strategies in the local market.
·FI portfolio manager of local bank credits, with aproximate AUM of 600 million USD.
ALM Trader - Liquidity
Apr 2015 - Nov 2018 (3 years 7 months)
•Development of an LCR/NSFR forecasting and strategy software/application.
•Development and execution of short term funding strategies.
•Investment of cash surplus in a range of local and foreign fixed income products and a multi-currency FX swap portfolio.
•Supervision and compliance of the local regulatory limits and Basel III norm.
•Development and execution of short term funding strategies.
•Investment of cash surplus in a range of local and foreign fixed income products and a multi-currency FX swap portfolio.
•Supervision and compliance of the local regulatory limits and Basel III norm.
Rabobank
Dec 2014 - Feb 2015 (2 months)
Middle Office
Intern working for the MOPC team. I helped developing tools in VBA (MS Excel) for the automation of tasks related to product control and reporting.
IESE Mindset Digital
Mar 2022
Advanced Algorithms and Complexity
Nov 2021
Build a Modern Computer from First Principles: From Nand to Tetris (Project-Centered Course)
Nov 2021