Pedro H. Milet

Pedro H. Milet, PhD, is a seasoned professional in quantitative modeling and risk management, currently serving as Partner and Head of Quant Modelling and Proprietary Risk at XP Inc. since September 2016. In this role, Pedro is responsible for creating and maintaining a unified environment for market data and developing pricing and risk models for traded instruments. Additionally, Pedro has experience as Product Owner, focusing on business demands related to derivatives pricing and risk assessment, and previously worked as a Structured Products Developer and Sales Trader, where Pedro H. developed quantitative models and tools for trading. Prior to XP Inc., Pedro was a Market Risk Analyst at BTG Pactual, working on quantitative modeling projects, and a Graduate Researcher at the Applied Computational Intelligence Lab, where tools for uncertainty quantification in oil production were developed. Pedro holds a PhD, a Master’s, and a Bachelor’s degree in Mathematics from Pontifícia Universidade Católica do Rio de Janeiro, along with experience as an International Exchange Student at UC Santa Barbara.