I'm a Quantitative Analyst having held positions in different financial institutions (sell and buy sides) in London, mainly developing pricing and risk models for FX derivatives. I have also worked as a lecturer of Mathematics at Federal University of Rio de Janeiro for more than a decade.

I hold a PhD in Applied Mathematics from Université Paris Dauphine advised by Pierre-Louis Lions (1994 Fields Medal Winner).

I am (inactive) member of the British Standard Institution C++ Panel -- the UK delegation in the ISO C++ Working Group.

I have derived and implemented calendar algorithms in C and C++ for libstdc++, the GNU implementation of the C++ Standard Library (part of GCC), and the Linux Kernel.

See also my other profiles at Google Scholar, LinkedIn and GitHub.