Summary
Dino De Castro is a derivatives and LDI solutions leader with over a decade of experience designing hedging strategies, collateral frameworks, and derivatives infrastructure across major asset managers in Asia. Currently heading a team at Prudential, he has delivered tactical equity and interest-rate hedges, expanded collateral flexibility by enabling corporate bonds for variation margin, and optimized OTC collateral reinvestment. Previously at HSBC and AXA he combined front-office strategy with hands-on model development and tooling—extending C++ pricing libraries, building VBA/Mathematica trading tools, and implementing EMIR-aligned valuation dashboards. His background in quantitative finance (CQF with distinction) and real-world risk management underpins a pragmatic approach that blends model rigor with operational improvements. Based in Hong Kong, Dino pairs portfolio-level risk thinking with implementation experience that improves both trading accuracy and operational flexibility. An understated strength is his track record of turning regulatory and low-rate modeling challenges into practical tools that drive measurable efficiency gains.
9 years of coding experience
Certificate in Real World Risk Management, Certificate in Real World Risk Management at Real World Risk Institute
Certificate in Quantitative Finance (CQF) with Distinction, Certificate in Quantitative Finance (CQF) with Distinction at CQF Institute
Master of Science in Economics Major in Financial and Monetary Economics, Master of Science in Economics Major in Financial and Monetary Economics at University of Geneva
Swiss Maturity Physics and Applied Mathematics, Swiss Maturity Physics and Applied Mathematics at Sismondi
Tagalog, English, French