Geraldo Filgueiras

Geraldo Filgueiras is the Founder & CEO at BAM.Money. Prior to BAM.Money, Geraldo was at Goldman Sachs from January 2006 to December 2008 as the Firmwide Market Risk Manager for the Global Credit and EM businesses. In this role, Geraldo was responsible for conceiving, launching, and managing new metrics (ES, WoWs, etc), early warning/backtesting tools covering all tradeables. This also included identifying & measuring emerging risks, flashing multibn $ potential losses. Additionally, Geraldo measured hedge effectiveness and portfolio of risks which positioned senior management to make sound decisions (e.g., 3x risk swing on short notice) and led FICC/Credit save multbn $. Furthermore, Geraldo persuaded partners, head traders to make critical & timely risk appetite changes (via new risk shocks & budgets e.g., Principal Investment business doubled its stress test - some desks flipped their contributions). Lastly, Geraldo managed new and led the overhaul of old risk systems and processes allowing greater trading efficiency (frequency of reporting increased by 5x) – with bootstrapped (data, systems and quant) resources. As a result of all these efforts, Geraldo produced more accurate risk models (hedge, scenario and market analyses based) which also led to the doubling of FICC/Credit’s ROE while VaR/same regime and Stress Tests/same shocks increased by 50%.

Geraldo Filgueiras earned their PhD in market microstructure from Stanford University, where they also earned their MS in engineering economic systems. Geraldo earned their eng MSc in mechanical engineering from Pontifícia Universidade Católica do Rio de Janeiro.

Holta Stojku - Data Analyst, Jialu Sun - Quant & Tech Researcher, and Colin Reilly - Data Scientist report to Geraldo Filgueiras.