Experience

Tokyo Institute of Technology

• Japan
• Higher Education
• 500 - 600 Employee

• Visiting Associate Professor

  • Sep 2020 - Present

  The dynamics of bankruptcy of companies as a result of ‘Punctuated Equilibrium’ eventsThe research adopts a framework where companies are equivalent to nested organisms which are released into the wider environment upon bankruptcy. When comparing to real data, we aim to quantify and to better understand the impact of such dynamics to the resilience of the economic and financial systems.



Imperial College London

• Research Services
• 700 & Above Employee

• Associate Member - Centre for Complexity Science

  • May 2017 - Present

  Current Research: "An evolutionary theory for the development of resilient economic systems"Three-year collaborative research between Teikoku Data Bank and the Tokyo Institute of Technology in Japan and Imperial College London. Borrowing from methods and ideas derived from life and biological sciences, the research adopts an ecosystem perspective to evaluate and quantify resilience, fragility and fitness of economic systems. As a result, the research is preoccupied with developing frameworks and methods that identify early warning signals, and mechanisms, that may lead to potential economic imbalances, the lower levels of fitness and resilience, and - ultimately - crises. This is done through applying evolutionary dynamic principles to the analysis of very long term data windows from multiple datasets. Although some of the mathematical methods may fall within the popular usage of the term “big data”, the research is distinct from these methods: It is centred on the measurements of the interaction among agents as well as the adaptation and mutation mechanisms associated with the evolutionary dynamics of the (economic) system.



RISK AND COMPLEXITY LABORATORY LIMITED

• Owner

  • Dec 2016 - Present

  Eduardo is also the founder of Risk and Complexity Laboratory Limited, an advisory firm that specialises in supporting businesses on the development of advanced mathematical models and data analytics for:- quantifying risk, - pricing and valuing of financial instruments (funding and derivatives); and- measuring financial performance. Currently, he is also an external advisor to Lehman Brothers International Europe on risk management and hedging, portfolio disposal strategies and cost of funding methods and concepts.



Lehman Brothers International Europe (in Administration)

• Head of Risk, Valuation and Governance Division

  • Sep 2008 - Nov 2016

  Headed the Risk, Valuation and Governance Division (formed by the consolidation of the equity derivatives and fixed income trading divisions) of Lehman Brothers International Europe managing a team of traders, IT and (credit and market) risk specialists.



PwC

• Professional Services
• 700 & Above Employee

• Head of PwC Quantitative Analytics and Business Solution Team

  • May 1991 - Nov 2016

  Directly managed and developed a team of around 20 risk professionals (including 12 PhDs / Mathematical Finance Quants), and defined the protocols and practices for the deployment of the broader banking modelling community within PwC’s risk consulting practice. Responsible for the model development and data analytics, validation, review framework and methodologies across all risk and asset classes (except for actuarial risk).Until 2007, responsible for the development and delivery of PwC Structured Finance projects in Continental Europe and the Middle East. Acted as the central expert and network hub among the various PwC territories and offices as well as the co-ordinator of the service offerings for the audit, tax, consulting and corporate finance practices. Worked with capital markets teams in investment banks together with rating agencies on the methodology development, structuring and execution of transactions.