Head of Product, Loans at Reali @ San Mateo, California
Working with React, Node, Typescript and GraphQL.
Previously, I have been working as a Quantitative Analyst on Credit Hybrid financial products and models. I worked for several derivatives trading and structuring desks including Credit, Equities, Fixed Income, FX and Counterparty Risk Management, more specifically for Emerging Markets. I developed a strong knowledge of each specific asset class, with focus on how to associate them in a generic cross-asset modeling and pricing framework. I have been leading the developments in this area and the interaction with IT counterparts for systems integration (booking and reporting), as well as Market Risk and Model Validation teams.
I am also an experienced C++, C# and Python (for data science) software engineer.