SACHA CARVALHO DOS SANTOS
Dublin, Ireland ◆ - ◆-linkedin.com/in/sachasantos/ ◆ Eligible to work in Ireland (Stamp 4)
Data Engineer with relevant experience with big data solutions, software architecture and design, and
Process/Workflow automation. Expert in Finance/Banking industry, mainly in risk management for financial and
treasury products. Highly skilled in designing and executing data-driven solutions, involving large scale dataset, to
increase efficiency, accuracy, and utility of internal data processing. Possessing an extensive analytical skill, strong
attention to detail, and a significant ability to work in team environments, using the Scrum Methodology.
Areas of Expertise: Data Engineering, Data Science, Big Data, Statistical Data Analysis, Teradata Database, Data
warehousing, Business Intelligence, Data Analytics, Machine learning, Data Visualization, Python, PowerBi, Excel,
SAS, Hive, Hadoop, Treasury Finance, Distributed Architecture, Software Design, Market Risk Management,
Quantitative Finance, Trading, Banking, Derivatives, Fixed Income, Structured Financial Products, Loans, mortgages.
Programming Technologies: Python, SQL, C#, VB.NET, VBA, SAS, ASP.NET
Database Admin: SQL Server, MySQL, Python, Tableau, Redshift, Hive, Hadoop
Data Tools: SQL Server Integration Services (SSIS), Tableau, Alteryx, SAS, Power BI, Google data Studio
Cloud Computing: Amazon Web Services, Google cloud Platform
Methodology: Lean Six-Sigma, PM book project management and Scrum
EDUCATION
MBA in Financial Products and Risk Management, FIA – Brazil
2012 – 2013
Bachelor’s Degree in Computer Science, Bandeirantes University – Brazil
2007 – 2011
Certification: Data Science, IBM – 2019, Nanodegree Machine Learning Engineer, Udacity – 2018, Six Sigma Green
Belt – 2018, Specialization in Financial Products and Risk Management, FIA – 2013, Specialization in Risk
Management, BMF/Bovespa – 2015, MCSD.NET (Microsoft Certified Solution Developer) – 2010, MCTS (Microsoft
Certified Technology Specialist SQL 2005) – 2012, MCAD.NET (Microsoft Certified Application Developer CSharp) –
2010
PROFESSIONAL EXPERIENCE
Amundi Asset Management – Dublin, Ireland
Apr/2021
Senior Front Office Data Engineer
• Portfolio management optimization as well analysing Risk and Performance daily data.
• Tailored made Risk dashboards to make decision process.
• Validation and monitoring prices, corporate actions as well portfolio NAVs.
• Conducted data pipeline and automation projects beside financial data improvements studies.
Itaú Unibanco (The largest Brazilian bank) – Brazil
Mar/2012 – Mar/2020
Data Engineer/Market Risk Manager (Jun/2019 – Mar/2020)
• Responsible for analysing, calculating, and publishing daily P&L (Profit & Loss) reports from the Banking, ALM
and International Operations tables, while managing innovation and high impact projects through data
analysis tools
• Conducted Backtest of the Accrual, MtM calculations of the derivatives and fixed income of the inconsistent
portfolios
• Carried out hedging optimisation studies to reduce the bank's balance sheet risk
• Developed innovation and optimisation projects by creating data analysis tools for the Treasury Result area,
using Python, Alteryx, SQL, VBA, .NET, Tableau and PowerBI
• Implemented the reconciliation of information with the accounting and financial areas for the publication of
BRGAAP and IFRS9 financial statements
• Calculated and monitored the Economic Value of Equity (EVE) risk metric and validated the Prepayment Risk
of the Financing portfolios
Senior Market Risk Data Manager (Jan/2018 – Jun/2019)
• Responsible for analysing, validating, and guaranteeing quality in the information of all Treasury financial
operations, while managing the Market Risk database’s 10-people Quality team
• Conducted search and correction of inconsistencies daily in the treasury´s database with 70 Terabytes, using
statistical techniques, Machine Learning, and search engine automation
• Project management and specification of new products negotiated by the treasury
• Developed the Market Risk Data Lake project, created the data lake with risk information, including result,
capital, balance sheet and risk models of all the Bank Treasury operations
• Used various tools such as PYTHON, Alteryx, SSIS, SQL, .NET, SAS, Hadoop, Hive, providing maintenance
whenever necessary
Conducted the conciliation of BRGAAP and IFRS9 of the Treasury and monitored the operations outside the
market price
Senior Market Risk & Data Analyst (Mar/2014 – Dec/2017)
• Responsible for collecting, studying, and interpreting large datasets, conducting reports, performing
accurate and successful data management in all Treasury financial operations
• Developed an Excel VBA automation tool to calculate, validate and search inconsistencies in the treasury
operations database, and reported on the position of derivatives
• Prevented operations with miscalculations that could affect the risk and treasury result maps
• Monthly reconciliation of MtM and Accrual with the back office, and accounting system for the fixed income
and derivatives operations ONSHORE and OFFSHORE
• Monitored and validated Price Tunnel, measuring the P&L of all derivatives and identifying operations
negotiated out of the Market, focused on meeting federal income tax rules
• Conducted manual calculation of Private Securities Portfolio not treated systemically
Senior Credit Risk & Data Analyst (Aug/2013 – Feb/2014)
• Responsible for the maintenance, optimisation, and execution of new credit card approval policies for the
telemarketing channel
• Conducted analyses of new policies in a database of 200 million Individual Tax Registrations to optimise and
increase assertiveness in credit decisions with Itaucard credit cards, TAM and Hipercard
• Developed and automated credit policy models that were approved by a credit committee
• Prepared indicators and reports for the risk management and profitability of the individual credit portfolio
Software Engineer (Mar/2012 – Aug/2013)
• Support Team Leader for both the Treasury Risk management and Result System teams, monitoring the
system’s performance, refactoring, and managing sustainability demands 24/7, using the agile systems
development methodology
• Managed operational risk occurrences, identified root causes, and structured action plans for risk mitigation
in the Treasury and Market Risk systems
Senior Software Engineer, Inetx (IT Solutions for the Financial Market) – Brazil
Mar/2008 – Jan/2012
• Responsible for developing the system to process financial transactions and calculate risk and result
variables, gathered clients’ requirements, managed specifications, and architecture to be used
• Developed and implemented a solution in a SQL Server with a database of more than 70 Terabytes by using
multi-tasking, asynchronous, messaging and OLAP processing
• Managed a project with more than 500 financial product calculations, including 24/7 monitoring, highperformance processing, and critical mission with 8 Servers
• Integrated more than 20 systems using SQL Server 2008, SQL Service Broker, SSIS, Reporting Services, .NET
CLR Integration, OLAP, C #, VB.NET
Full Stack C# Developer – Brazil
Oct/2005 – Dec/2009
Procwork – Media Company (Jan/2007 – Dec/2009)
Stefanini IT Solutions – Multinational computer software consultancy (Oct/2005 – Jan/2007)
• Responsible for troubleshooting architecture issues of economic information websites, such as
InvestimentoeNoticias.com.br, Gazeta Mercantil, investnews.com.br and InvestCorporate
• Developed solutions in SQL servers as well as ASP, .NET, and ETL for information capture, inverted indexing
automation of the database and text mining
REFERENCE AVAILABLE UPON REQUEST
