Andersson DeGaspari has been working on CPQi’s Murex and Calypso teams for over 10 years. In that time, he’s built long-lasting friendships and worked on ground-breaking projects. We caught up with him this week to find out more about his experience at CPQi.
Andersson, thanks for joining us. What brought you to CPQi?
CPQi presented me with an extremely interesting project to work on. After speaking with the leadership team, I was impressed with the company and the challenge.
As a result, we did the fastest Murex implementation for the Brazilian onshore market. The challenge was enormous and we achieved unprecedented success.
Over time, with my help, we were able to invite other highly qualified Murex analysts who worked with me in the past at a large bank and set up a “Dream Team” with me, Enio Nagae, André Rodrigues, Caio Ferreira and others.
How have CPQi supported you through your professional journey?
I have dozens of examples, but one of them was the support that our CEO gave me for a personal project, which resulted in the development of a book about Brazilian Public Bonds with Prof Dr. Samy Dana (Professor at FGV and one of the most respected economists in the media, with daily columns on Radio and TV Jovem Pan and others newspapers).
We produced all the quantitative modelling side of the book and CPQI, represented by our CEO, had a quote in book.
Prof. Samy wrote in the introduction that without the support and knowledge of CPQi and its analysts, that book would not be possible.
What project are you particularly proud of working on during your time with CPQi?
I worked at CPQi on many projects that made me proud:
- The mentioned implementation of Murex for onshore products at Africa’s biggest lending bank.
- We developed add-ins for options calculators, curves of public bonds and investment fund data for BROADCAST from Agencia Estado. This software is the market data dissemination leader for the Brazilian market. More than 10,000 users in the financial market use the add-ins developed by CPQi, and because of this project I was approached by FGV to support the creation of a book on modelling public bonds.
- Modelling of Exotic Derivatives for Calypso at one of the world’s largest financial market infrastructure companies. I participated in one of the fronts of the project, where, with the companies most important quants, I was able to model exotic derivatives in Calypso using Local Vol, Copula and MonteCarlo.
Could you tell us about a time someone made you feel special at CPQi
CPQi has made me feel special on several occasions. On several occasions, I have proud to have Terry Boyland, our CEO, as a leader.
For example, on one of the occasions I will never forget, in one of the most difficult moments of my life, when I lost my father, Terry made a point of calling me and giving his support.
Another occasion was when I started my work in Chile, Terry gave me the necessary support so that I would not have to leave my family during this period, allowing me to do part-time work in Chile and part-time in Brazil
I had never worked in a company where the CEO provided so much kindness and worried so deeply about my welfare.
Have you made friends who will last forever at CPQi?
Yes. Many people at CPQi are very special to me, some who are still on the team and others who no longer work with us, but marked the history of the company, because they were always close and attentive to the good climate of the team, such as Nelson Silva and Cida Mendonca, among many others.
Why did you choose to work at CPQi?
I got a call from CPQi to work on the implementation of Murex at a large financial institution. I had worked for that financial institution in the past and had many friends there, because of this, the project interested me greatly.
During the project, I had a great deal of contact with Terry and Giovano, and I got to know more about the company.
I was very sad about the end of the project and had even received proposals from other companies. But, with the success of the project and the possibility of the emergence of others, the company decided to extend my contract and I, despite receiving proposals with better values, decided to stay.
It was one of the best decisions of my life.
Why do you like working at CPQi?
For the constant challenges that are presented to me, for the opportunity that the company offers so that I can learn and teach more and more about the financial markets (which I love).
For the opportunities to be among people with very high IQs, many with great knowledge of the financial market.
For the opportunity to work with large financial institutions.
For the affection and respect of the team with me.
Tell us about the best day you ever had at CPQi
It’s very hard to choose the best day.
During these ten years, I have been some bad days and countless excellent days.
One of these excellent days, for example, were when in Sao Paulo, I gave a lecture at a Hotel in Paulista Avenue for our team of functional analysts and for some important clients, where we were able to demonstrate the quality of our functional team.
Another example was during our participation in CIAB FEBRABAN, when we demonstrated our projects and our abilities to financial market executives.
What ambitions do you have for your future at CPQi?
I want to continue adding value at CPQi.
I aspire to be a reference in terms of financial market knowledge for the company in Brazil and Chile.
Currently, my main aspiration is to contribute to increase the customer base in Chile and to be able to continue work remotely in that branch.
I invested a lot of time to prepare myself for the challenges that our clients will be facing in the short term, such as the Libor Transition and the new risk modelling methodologies, such as the XVAs.
My ambition today is to continue on these projects, where I have full client’s confidence and I can participate in CPQi’s first XVA project.
Within the financial market, the area of Quant Analysis is the one that most fascinates me.
I believe working on Quant Analysis and XVA will add great value to me and CPQi and will make me better able to support and train new resources for this area.
I believe that this project will be the first in a long line of those to follow.