Rafael Porto
Risk Analyst at Abbey Capital Limited- Claim this Profile
Click to upgrade to our gold package
for the full feature experience.
-
English Native or bilingual proficiency
-
Portuguese Native or bilingual proficiency
Topline Score
Bio
Daniel Galvêas, MSc
I've studied with Rafael in Fucape (Brazil) and we also did a international summer school at SWUFE (China). By the beginning of the economics BA, he had already shown a strong quantitative ability, leading grades in mathematics and statistics classes. When the topic was investments ad capital markets, Rafael certainly was one of the most engaged both studying and working. Nonetheless, his BA thesis on GDP forecasting methods disagreement and market volatility using a GARCH model was one of the few that used such method, for that model is really hard to operate for most students. When in SWUFE, Rafael was always cheering people up and making everyone laugh in the right moments. Also, he would almost always lead our group when we could hang around the city. I've watched his professional growth closely and must say he's the type of person that take's the driver's seat, instead of relaxing on the backseat. His desire to learn and apply programming languages while people were comfortable with Excel and other less efficient tools is certainly an example of it. I'm glad I had the opportunity to study with him and being in his network. Definitely, an easy going guy with a huge potential.
Daniel Galvêas, MSc
I've studied with Rafael in Fucape (Brazil) and we also did a international summer school at SWUFE (China). By the beginning of the economics BA, he had already shown a strong quantitative ability, leading grades in mathematics and statistics classes. When the topic was investments ad capital markets, Rafael certainly was one of the most engaged both studying and working. Nonetheless, his BA thesis on GDP forecasting methods disagreement and market volatility using a GARCH model was one of the few that used such method, for that model is really hard to operate for most students. When in SWUFE, Rafael was always cheering people up and making everyone laugh in the right moments. Also, he would almost always lead our group when we could hang around the city. I've watched his professional growth closely and must say he's the type of person that take's the driver's seat, instead of relaxing on the backseat. His desire to learn and apply programming languages while people were comfortable with Excel and other less efficient tools is certainly an example of it. I'm glad I had the opportunity to study with him and being in his network. Definitely, an easy going guy with a huge potential.
Daniel Galvêas, MSc
I've studied with Rafael in Fucape (Brazil) and we also did a international summer school at SWUFE (China). By the beginning of the economics BA, he had already shown a strong quantitative ability, leading grades in mathematics and statistics classes. When the topic was investments ad capital markets, Rafael certainly was one of the most engaged both studying and working. Nonetheless, his BA thesis on GDP forecasting methods disagreement and market volatility using a GARCH model was one of the few that used such method, for that model is really hard to operate for most students. When in SWUFE, Rafael was always cheering people up and making everyone laugh in the right moments. Also, he would almost always lead our group when we could hang around the city. I've watched his professional growth closely and must say he's the type of person that take's the driver's seat, instead of relaxing on the backseat. His desire to learn and apply programming languages while people were comfortable with Excel and other less efficient tools is certainly an example of it. I'm glad I had the opportunity to study with him and being in his network. Definitely, an easy going guy with a huge potential.
Daniel Galvêas, MSc
I've studied with Rafael in Fucape (Brazil) and we also did a international summer school at SWUFE (China). By the beginning of the economics BA, he had already shown a strong quantitative ability, leading grades in mathematics and statistics classes. When the topic was investments ad capital markets, Rafael certainly was one of the most engaged both studying and working. Nonetheless, his BA thesis on GDP forecasting methods disagreement and market volatility using a GARCH model was one of the few that used such method, for that model is really hard to operate for most students. When in SWUFE, Rafael was always cheering people up and making everyone laugh in the right moments. Also, he would almost always lead our group when we could hang around the city. I've watched his professional growth closely and must say he's the type of person that take's the driver's seat, instead of relaxing on the backseat. His desire to learn and apply programming languages while people were comfortable with Excel and other less efficient tools is certainly an example of it. I'm glad I had the opportunity to study with him and being in his network. Definitely, an easy going guy with a huge potential.
Credentials
-
Certificate in Chinese Economy & Business Environment
西南财经大学Jul, 2017- Nov, 2024 -
Certificate in Investments & Portfolio Risk Management
ANBIMASep, 2020- Nov, 2024
Experience
-
Abbey Capital Limited
-
Ireland
-
Financial Services
-
1 - 100 Employee
-
Risk Analyst
-
Jun 2022 - Present
-
-
-
Órama
-
Brazil
-
Investment Management
-
300 - 400 Employee
-
Risk Analyst
-
Jan 2021 - Apr 2022
• Leading the evolution of reporting that evaluates asset allocation, rebalancing, performance, portfolio, funding and liquidity, liquidity risk and market risk, and policy adherence of trust assets. • Analysing the risk profile of the group trust's assets and liabilities in custom platforms, overseeing over $1.1 billion in 26 funds.• Deploying statistical modelling and optimisation techniques most suited for the business problem (using Python, SQL, and other relevant tools) to improve risk management decision making.• Measuring, monitoring, analysing and reporting funding, market and liquidity risk. Creating action plans to manage covenant breaches and minimise impact/risks.• Generating sophisticated analysis to support insights on key portfolio drivers and areas of concern.• Documenting procedures to generate reoccurring analytics and reporting content to support transparency and a robust internal control environment.• Interpreting outputs of statistical models and results with the team to translate input from quantitative analyses into specific and actionable business recommendations, including providing detailed documentation of modelling techniques, methodologies and process steps.Achievements:• Led continuous process of assessing and enhancing investment risk modelling techniques across asset classes.
-
-
Back Office Operations Associate
-
Oct 2020 - Dec 2020
• Performing daily reconciliation against the funds' counterparts on the listed account and between the funds' proprietary and their administrators. • Supporting portfolio optimisation initiatives (i.e., model maintenance and enhancements, correlation analysis, sensitivity testing).• Tracking quarterly holdings for hedge funds and performing concentration, performance, and benchmarking analysis.• Assisting Investment Risk, Asset Management, and Trading teams in automating various investment/risk processes.• Overseeing the investment reporting system, including recording and reconciling transactions and valuations via manual data entry or digital uploads.Achievements:• Automated and streamlined process applying VBA to enhance the equity investment process and minimise operational risk.• Successfully partnered with stakeholders to support the equity business and manage risks - Product Managers, Risk management, Legal and Compliance, Operations, Technology and Back office.
-
-
-
-
Junior Investment Associate (Equity)
-
Nov 2017 - Jun 2018
• Supporting senior investment team members, analysing companies' balance sheets, assets, accounting statements, financial indicators, and proposing calculations and asset pricing techniques. • Coordinating with internal and external counterparts to complete ad hoc and ongoing special projects.• Analysing new investments by filling out credit models and utilising proprietary underwriting methodology.• Monitoring news, market information and industry publications. • Supporting senior investment team members, analysing companies' balance sheets, assets, accounting statements, financial indicators, and proposing calculations and asset pricing techniques. • Coordinating with internal and external counterparts to complete ad hoc and ongoing special projects.• Analysing new investments by filling out credit models and utilising proprietary underwriting methodology.• Monitoring news, market information and industry publications.
-
-
-
Peixe Piloto Investimentos
-
Brazil
-
Insurance
-
Junior Investment Associate (Equity)
-
Jun 2016 - May 2017
• Developing and maintaining automatic systems for short- and medium-term investment operations and client databases, using Excel (RTD and DDE functions), Access, VB and VBA.• Acquiring deep knowledge of financial, capital markets, margins, fundamental and technical analysis (chartists) and risk management.Achievement:• Led the design and implementation of the Master Account management system, improving report accuracy on accounts and file maintenance. • Developing and maintaining automatic systems for short- and medium-term investment operations and client databases, using Excel (RTD and DDE functions), Access, VB and VBA.• Acquiring deep knowledge of financial, capital markets, margins, fundamental and technical analysis (chartists) and risk management.Achievement:• Led the design and implementation of the Master Account management system, improving report accuracy on accounts and file maintenance.
-
-
Education
-
2015 - 2018
FUCAPE Business School
Bachelor's degree, Economics
Community
