David Boavida

Background

About David Boavida

As a seasoned Consultant, I have amassed extensive experience in the modelling and management of Market Risk, with a particular focus on Interest Rate Risk in the Banking Book (IRRBB), Credit Spread Risk in the Banking Book (CSRBB), and Asset and Liability Management (ALM). My proficiency in multi-purpose programming languages such as Python, R, and MATLAB enables me to effectively analyze complex data sets and derive insights to inform strategic decision-making. Moreover, I possess comprehensive knowledge of Basel Regulatory Reporting, Liquidity and Funding Risks, and Stress Testing, allowing me to provide well-informed advice to clients on matters related to risk management. Additionally, my expertise in Data Science, Statistical Analysis, Quantitative Finance, and Machine Learning enables me to leverage advanced analytical tools to develop sophisticated risk models that align with clients' specific business objectives. I hold a MSc in Economics and a MSc in Economic Studies from Nova SBE (New University of Lisbon) and Maastricht University, respectively. The former with a major in Macroeconomics and Financial Markets. With my diverse skill set and academic background, I am well-equipped to provide clients with the strategic guidance they need to navigate complex market conditions and achieve their financial goals.