
Wagner Eduardo Schuster

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About me
ECB | PhD student | Quantitative Finance | 10+ years in Banking
Education

Goethe-Universität Frankfurt a. Main
2024 -Doctor of Philosophy - PhD Economics
Università Ca' Foscari Venezia
2022 - 2022Master's degree QEM - Models and Methods of Quantitative EconomicsErasmus Mundus Joint Master Degree (EMJMD)Second semester courses at Università Ca' Foscari Venezia:- Macroeconomics 2: Prof. Stefano Colonnello and Prof. Pietro Dindo (Grade A)- International Financial Regulation: Prof. Andrea Minto (Grade A)- Microeconomics 2: Prof. Fabio Michelucci and Prof. Piero Gottardi- Econometrics: Prof. Davide Raggi- R Coding And Finance Analytics: Prof. Andrea Pastore (Grade A-)- Object-Oriented Programming (OOP) in Python: Prof. Bernard… Show more Erasmus Mundus Joint Master Degree (EMJMD)Second semester courses at Università Ca' Foscari Venezia:- Macroeconomics 2: Prof. Stefano Colonnello and Prof. Pietro Dindo (Grade A)- International Financial Regulation: Prof. Andrea Minto (Grade A)- Microeconomics 2: Prof. Fabio Michelucci and Prof. Piero Gottardi- Econometrics: Prof. Davide Raggi- R Coding And Finance Analytics: Prof. Andrea Pastore (Grade A-)- Object-Oriented Programming (OOP) in Python: Prof. Bernard Kouakou at Sorbonne University (Grade A+)- Italian as Foreign Language 1: Prof. Sarah Zilio Show less

University of Paris I: Panthéon-Sorbonne
2021 - 2021Master's degree QEM - Models and Methods of Quantitative EconomicsErasmus Mundus Joint Master Degree (EMJMD)First semester courses at University of Paris 1 Panthéon-Sorbonne:- Probability & Statistics: Prof. C. Chorro (Grade A)- Optimization: Prof. J.-M. Bonnisseau- Microeconomics 1: Prof. A. Mandel (Grade A)- Macroeconomics 1: Prof. F. Fontaine- French as Foreign Language: Prof. S. Bolant

Universidade do Vale do Rio dos Sinos
2018 - 2020Master's degree Economics 9.2/10Dissertation (in English): RISK-ADJUSTED RETURN: Banking Sector Analysis through the RAROC ModelIn this work, a methodology was suggested for the analysis of risk-adjusted return in the banking sector, aiming to assist the decision-making process in relation to bank capital issues.

Universitat Autònoma de Barcelona
2022 - 2023Master's degree QEM - Models and Methods of Quantitative Economics Weighted GPA of 3.83/4Erasmus Mundus Joint Master Degree (EMJMD)M2 (third and fourth semester) courses at Universitat Autònoma de Barcelona:- Money and Banking: Prof. Hugo Rodríguez (Grade A+)- Macroeconometrics: Prof. Luca Gambetti (Grade A+)- Microeconometrics. Prof. Hanna Wang (Grade A-)- Spatial Economics: Prof. Andre Groeger (Grade A-)- Economics of Identity. Prof. Esther Hauk (Grade A-)- Networks. Prof. Pau Milan- Spanish course

Universidade Norte do Paraná
2015 - 2016Specialization Business Consulting 9.8/10Final project (in Portuguese): The Importance of Business Consulting in the Financial Management of Micro and Small EnterprisesIn this work, entrepreneurs from the southern region of Brazil were interviewed about the tools they use to manage their businesses and their perceptions in relation to consultants.

Universidade de Passo Fundo
2010 - 2014Bachelor’s Degree Economics 8.5/10Final project (in Portuguese): The Effect of Fiscal Policy on Interest Rates: An Analysis of the Fiscal Impulse from 1995 to 2013 for countries that use the Inflation Targeting System.In this work, the impacts that government discretionary expenditures may have on countries' interest rates were analyzed.
Experience

Banrisul
Jan 2011 - Sept 2021• Development of mathematical and statistical models for risk management, in particular:-Value at Risk (VaR) models for credit and operational risk stress tests;-Internal models for calculating economic capital;-Time series models for bank business variables projections;-Logistic regression models and decision trees for credit scoring;-Impairment models for provision calculations via IFRS9.• Periodic reports to the bank's top management committees, with presentations to directors and board of directors;• Extraction of databases (Big Data) such as customer track records, payment habits and financial information, etc.;• Monitoring the performance of models, with analysis of predictive power and goodness of fit. Show less
Risk Analyst - Stress Test Modelling
Dec 2016 - Sept 2021Commercial Attendant
Jan 2011 - Dec 2016

Unisinos
Jan 2019 - Jan 2020Lecturer at the MBA program in "Strategic Management in Banking" Teaching Assistant for the course "Financial Mathematics and Investment Analysis" within the "Bachelor in Accounting and Administration" program
Lecturer in Finance
Jan 2019 - Jan 2020Teaching Assistant
Jan 2019 - Jan 2019

Complexo de Ensino Superior -IMED
Jan 2020 - Jan 2020Lecturer in EconomicsLecturer for the course "Economic Systems and Sources of Global Growth" within the "MBA in Executive Banking" program

ICoLab - Instituto Colaborativo de Blockchain
Mar 2021 - Mar 2022Administrative DirectorBlockchain Collaborative Institute

ICoLab - Instituto Colaborativo de Blockchain
Jan 2024 - nowFiscal Council MemberBlockchain Collaborative Institute

European Central Bank
Apr 2024 - nowDG Macroprudential Policy and Financial Stability
Licenses & Certifications

Summer School in Network Econometrics
Società Italiana di Econometria - Italian Econometric AssociationJul 2023- View certificate

Python Data Structures
CourseraOct 2020 - View certificate

Certificado de Avaliador - ICMA/Cogecont 2022
Even3Oct 2022 - View certificate

Programming for Everybody (Getting Started with Python)
CourseraAug 2020 
Test of English as a Foreign Language (Score: 102 out of 120)
The TOEFL® testFeb 2020
Servicio Internacional de Evaluación de la Lengua Española (Score: 840 out of 1000)
SIELEAug 2020
CPA-20
ANBIMAMay 2017
Honors & Awards
- Awarded to Wagner Eduardo SchusterHonorable Mention certificate in the III International Conference in Management and Accounting (COGECONT 2021) III International Conference in Management and Accounting Oct 2021 Honorable Mention certificate for the paper “The Role of Leadership in Organizational Learning and Organizational Performance: Analysis in a Financial Institution” awarded to the best works of the III International Conference in Management and Accounting-Brazil. October 2021.
- Awarded to Wagner Eduardo SchusterErasmus Mundus Scholarship (EMS) European Union 2021 Full Scholarship from Erasmus Mundus for the QEM master’s degree program. The Erasmus + Erasmus Mundus Joint Master Degree (EMJMD) scholarships are provided with the support of the Erasmus+ EMJMD programme of the European Union.
- Awarded to Wagner Eduardo SchusterHonorable Mention certificate in the XX Internacional Finance Conference (IFC 2020) Universidad Católica del Uruguay Nov 2020 Honorable Mention certificate for the paper “RISK-ADJUSTED RETURN: An Historical and Forescasted Banking Sector Analysis through the RAROC Model” awarded to the six best works of the congress.
- Awarded to Wagner Eduardo SchusterHonorable Mention certificate in the XX International Finance Conference (IFC 2020) Universidad Católica del Uruguay Nov 2020 Honorable Mention certificate for the article “OPTIMIZING CAPITAL ALLOCATION: Banking Sector Analysis through the RAROC Model” awarded to the six best works of the congress.
- Awarded to Wagner Eduardo SchusterCAPES Scholarship Brazil 2018 Full Scholarship for the Master Degree program in Economics at Unisinos
- Awarded to Wagner Eduardo SchusterHonorable Mention in the 5th Brazilian Mathematics Olympiad of Public Schools (OBMEP) - 2010
- Awarded to Wagner Eduardo SchusterPROUNI Scholarship Brazil 2010 Full Scholarship from PROUNI – Brazil for the bachelor’s degree in Economics at UPF
Languages
- poPortuguese
- spSpanish
- enEnglish
- geGerman
- frFrench
- itItalian
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