
BarCap lures Aguais from Algorithmics
His work will provide a focal point for improving risk models at Barclays Capital and extending credit data capabilities, according to Julian Shaw, global head of market risk, and head of risk analytics and research at Barclays Capital - Aguais' new boss.
Aguais is joining Barclays from Algorithmics, where he was a senior director in Toronto, and worked in the Canadian company's credit capital solutions unit. Barclays Capital approached him as it was specifically trying to hire someone with Basel II expertise, Aguais told RiskNews.
“This was essentially an unsolicited opportunity to really come in and solidify the top of the credit risk team, and a chance to get onto the practitioner side after 14 years of consulting and building advanced credit risk models,” he added.
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