picture of Amilcar Chavarria

Amilcar Chavarria

Former Director, Portfolio Analytics Group, BlackRock

• Analytics Product Manager overseeing team of Quants & Portfolio Analysts responsible for Risk, P&L analysis and cross-functional projects for $280Bn in assets among 176 model-based fixed income Hedge Funds, CTFs and ETFs. Aladdin & Calypso expert.

• Independent Controller for a $1Bn multi-asset class Hedge Fund.

• Hands on Fixed Income expertise in cash and derivative products (ABS,MBS,CDS,IRS, Futures), FX, equity derivatives (TRS, Futures) and alternative assets (R/E, Hedge Funds). Also various broad index ETFs.

• US lead to design and build Fixed Income P&L System (PALM) for daily linked returns to support all US model-based fixed income active funds including $Bn hedge funds. Part of BlackRock Solutions Group, the $Bn/Year Financial Technology (FinTech) division of BlackRock.