Marco Pereira
Partner at QuantSapiens Energy
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolMarco Pereira is a quantitative finance partner and risk specialist with 11+ years of experience designing and implementing fixed income derivatives pricing, CVA/XVA frameworks, and counterparty/default modeling for global banks and hedge firms. He blends deep academic training in physical chemistry, photonics and nuclear physics with practical quant experience—having rebuilt CVA calculators at Citigroup, led LATAM derivatives infrastructure projects, and developed statistical-arbitrage trading systems. As a consultant and adjunct professor in credit risk modeling, he advises on model validation, regulatory frameworks and predictive analytics while building energy-technology ventures on the side. Technically fluent in Python, C++, Matlab, R and cloud/AI fundamentals, he is comfortable moving between hands-on model coding and strategic risk architecture. Notably, his background spans seemingly disparate domains—from molecular biophysics to LBOs—giving him a rare ability to translate complex science into robust financial models.
11 years of coding experience
17 years of employment as a software developer
MSc, Nuclear Physics, MSc, Nuclear Physics at Instituto Tecnológico de Aeronáutica - ITAWilmott's Certificate of Quantitative Finance, Quantitative Finance, Distinction, Wilmott's Certificate of Quantitative Finance, Quantitative Finance, Distinction at CQF with DistinctionHS, High School, HS, High School at Instituto de Educacao Estadual CanadaMBA, Finance, MBA, Finance at New York University - Leonard N. Stern School of BusinessPost-Doc, Photonics and Molecular Biophysics, Post-Doc, Photonics and Molecular Biophysics at University of RochesterStatistical Arbitrage Course, Statistical Arbitrage, Statistical Arbitrage Course, Statistical Arbitrage at Alpha Quant ClubPhD, Physical Chemistry, PhD, Physical Chemistry at University of Pennsylvania
Portuguese, Spanish, German, Italian, Korean
Stackoverflow
3reputation
1kreached
0answers
1question
Github Skills (35)
plugin10
portrait10
obs9
onnxruntime9
image-segmentation9
computer-vision8
obs-studio8
mysql-workbench6
python-scripts6
abaqus6
onnx6
recording6
universe6
theory6
database-connection6
Programming languages (5)
Github contributions (5)
ny2292000/TheHypergeometricalUniverse
Nov 2017 - Nov 2020
Contributions:17 commits, 35 pushes, 1 branch in 3 years
ny2292000/CMB_HU
Mar 2024 - Mar 2025
Contributions:15 pushes in 11 months
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