Ana Cristina Gonçalves
Clearing Department Operational and Market Risk Analyst at OMIClear - The Iberian Energy Clearing House- Claim this Profile
Click to upgrade to our gold package
for the full feature experience.
-
Portuguese Native or bilingual proficiency
-
English Full professional proficiency
-
Spanish Limited working proficiency
Topline Score
Bio
Credentials
-
Energy Risk Modelling
Norwegian University of Science and Technology (NTNU)Jun, 2022- Oct, 2024 -
Iberian Gas Market
MIBGASMar, 2021- Oct, 2024 -
Iberian Electricity Market
OMI - Polo Español (OMIE)May, 2020- Oct, 2024 -
First Certificate in English
University of Cambridge
Experience
-
OMIClear - The Iberian Energy Clearing House
-
Portugal
-
Financial Services
-
1 - 100 Employee
-
Clearing Department Operational and Market Risk Analyst
-
Nov 2018 - Present
+ Operational and Energy Market Risk analysis. + Development and optimization of model validation tools using Excel, SQL and VBA (back tests, stress tests, reverse stress tests and sensitivity tests). + Preparation of technical specifications for the development of new features and elaboration of tests to the system improvements - Agile methodology and Kanban projects. + Development, testing and implementation of a new risk methodology based on SPAN methodology. + Elaboration and presentation of reports for the Chief Risk Officer, Risk Committee and regulatory entities (ESMA and CMVM). + Execution of daily operational procedures (registration of positions on power and natural gas contracts, risk margin calculations and clients’ guarantees management). + Customer support. Show less
-
-
-
Mercer Portugal
-
Portugal
-
Business Consulting and Services
-
200 - 300 Employee
-
Actuarial Analyst
-
Jul 2013 - Nov 2018
+ Performing valuations of pension plans and post-retirement benefits (project and team management, data treatment and analysis, valuation handling, accounting [IFRS 19], reporting and results validation) from Germany and from the United Kingdom. + Monitoring of defined benefit pension schemes with combined assets for the United Kingdom market - position monitoring, forecasting and what-if analysis. + Development of tools to support longevity swaps risk management. + Production and simplification of standard and training materials. + Supporting the training of new co-workers. + Short term assignment in Düsseldorf, Germany (3 months in 2015) - Transition project from legacy valuation system. + Usage of Excel, SQL Server and of an internal valuation system. Show less
-
-
Education
-
NOVA IMS Information management school
Master's degree, Statistics and Information Management -
2010 - 2013
Faculdade de Ciências da Universidade de Lisboa
Bachelor's degree, Applied Mathematics
Community
