Amaury Fonseca Junior
Dr. Junior co-founded Vision Brazil Investments with Fabio Greco in 2006. Prior to Vision, his professional experience included:
(1) Founding Partner and CIO of Capitania Asset & Risk Management;
(2) Managing Director, Head Trader, and Treasurer for Bank of America in Brazil;
(3) Head of Brazilian FX and Derivatives Market Making and Head of Brazilian Fixed Income at JP Morgan in Brazil;
(4) G7 Proprietary Trading, Mortgage Backed Securities Strategy, Derivatives and Advanced Technology Research at JP Morgan in New York; and
(5) consultant in mathematical modeling and numerical algorithms for Thinking Machines Corporation, a US supercomputer manufacturer, and for several large US oil and gas companies.
Amaury holds patents in the field of financial data visualization, and has published articles in international journals and financial magazines.
Amaury holds a PhD from MIT in Engineering and Applied Mathematics and an MSc and BSc from PUC Rio.
Mr. Greco co-founded Vision Brazil Investments with Amaury Junior in 2006. Prior to Vision, Mr. Greco was a Founding Partner of Capitania Asset & Risk Management, working there until March 2006. Earlier in his career, Fabio was responsible for the Derivatives Trading Book of Bank of America in Brazil. His management responsibilities included the following market making books: FX options, interest rate options and cross currency swaps. He was also part of the team responsible for proprietary trading. Prior to joining Bank of America, Fabio worked for two years at Banco Patrimonio (Salomon Brothers), where he was responsible for derivatives and proprietary trading. He also worked six years for Chase Manhattan Bank in the derivatives trading area.
Fabio Greco holds a MSc in Financial Mathematics from University of São Paulo, an MBA from IMD in Switzerland and a B.A. from FGV in São Paulo.