Wagner Eduardo Schuster

Wagner Eduardo Schuster

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  • Timeline

  • 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 - 2022
      Master's degree QEM - Models and Methods of Quantitative Economics

      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… 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 - 2021
      Master's degree QEM - Models and Methods of Quantitative Economics

      Erasmus 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 - 2020
      Master's degree Economics 9.2/10

      Dissertation (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 - 2023
      Master's degree QEM - Models and Methods of Quantitative Economics Weighted GPA of 3.83/4

      Erasmus 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 - 2016
      Specialization Business Consulting 9.8/10

      Final 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 - 2014
      Bachelor’s Degree Economics 8.5/10

      Final 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 2021
      • Commercial Attendant

        Jan 2011 - Dec 2016
    • Unisinos

      Jan 2019 - Jan 2020

      Lecturer 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 2020
      • Teaching Assistant

        Jan 2019 - Jan 2019
    • Complexo de Ensino Superior -IMED

      Jan 2020 - Jan 2020
      Lecturer in Economics

      Lecturer 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 2022
      Administrative Director

      Blockchain Collaborative Institute

    • ICoLab - Instituto Colaborativo de Blockchain

      Jan 2024 - now
      Fiscal Council Member

      Blockchain Collaborative Institute

    • European Central Bank

      Apr 2024 - now
      DG Macroprudential Policy and Financial Stability
  • Licenses & Certifications

    • Summer School in Network Econometrics

      Società Italiana di Econometria - Italian Econometric Association
      Jul 2023
    • Python Data Structures

      Coursera
      Oct 2020
      View certificate certificate
    • Certificado de Avaliador - ICMA/Cogecont 2022

      Even3
      Oct 2022
      View certificate certificate
    • Programming for Everybody (Getting Started with Python)

      Coursera
      Aug 2020
      View certificate certificate
    • Test of English as a Foreign Language (Score: 102 out of 120)

      The TOEFL® test
      Feb 2020
    • Servicio Internacional de Evaluación de la Lengua Española (Score: 840 out of 1000)

      SIELE
      Aug 2020
    • CPA-20

      ANBIMA
      May 2017
  • Honors & Awards

    • Awarded to Wagner Eduardo Schuster
      Honorable 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 Schuster
      Erasmus 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 Schuster
      Honorable 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 Schuster
      Honorable 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 Schuster
      CAPES Scholarship Brazil 2018 Full Scholarship for the Master Degree program in Economics at Unisinos
    • Awarded to Wagner Eduardo Schuster
      Honorable Mention in the 5th Brazilian Mathematics Olympiad of Public Schools (OBMEP) - 2010
    • Awarded to Wagner Eduardo Schuster
      PROUNI Scholarship Brazil 2010 Full Scholarship from PROUNI – Brazil for the bachelor’s degree in Economics at UPF