David Pires Tavares Martins

David Pires Tavares Martins is a Portuguese mathematician and quantitative professional based in Baar, Zug, Switzerland. He holds an MSc in Mathematics from the University of Oxford and a doctorate in mathematics (financial mathematics) from ETH Zurich, completed in December 2023 under the supervision of Prof. Martin Schweizer on quadratic utility, mean-variance hedging in rough volatility models, and CAPM-type equilibria. He was an IMO competitor for Portugal in 2013 and 2014 (silver medal 2014) and is an International Master in chess. His professional roles are in quantitative finance/risk: Quantitative Analyst (Structured Products Services) at Avaloq (2025) and Quantitative Risk Analyst at Zurich Insurance (from 2025). Earlier non-industry roles were academic (ETH Zurich PhD position, University of Oxford studies, and a 2017 summer research internship at IST Austria). Most role details at Avaloq and Zurich Insurance come from LinkedIn/index enrichment; public primary sources confirm his education, doctorate, publications and Olympiad record.

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• Quant employment verification: CONFIRMED. He holds actual past/present quantitative roles - Quantitative Analyst (Structured Products Services) at Avaloq (2025) and Quantitative Risk Analyst at Zurich Insurance (from 2025) - on a supported identity (the ETH financial-mathematics PhD and IMO competitor David Pires Tavares Martins). Employer classification: neither Avaloq (Swiss banking-software/services) nor Zurich Insurance (global insurer) is a quantitative investment, trading, market-making, or hedge-fund firm; no evidence of any role at a trading firm, bank trading desk, asset manager, energy trader, or crypto trading firm. The confirmed quant work is quantitative analysis/risk at a software/services provider and an insurer. Identity/role evidence is index/aggregator-based (LinkedIn enrichment); education, doctorate, publications and Olympiad record are confirmed by public primary sources.2025
• Identity anchor: the IMO competitor 'David Pires Tavares Martins' for Portugal is the same person as the ETH Zurich financial-mathematics PhD and Zurich Insurance Quantitative Analyst - the LinkedIn/ETH record matches the IMO participant's full four-part name, Portuguese origin, and birth year 1997; the Swiss/Portuguese academic and chess record also uses the identical full name.Jul 2014
• Index-sourced employment: Quantitative Analyst (Structured Products Services) at Avaloq, Zurich (2025). Avaloq is a Swiss banking-software/services firm (IT Services/IT Consulting per indexed company data), not itself a quantitative investment or proprietary trading firm - the role is quantitative work inside a software/structured-products-services context.2025
• Index-sourced employment: Quantitative Risk Analyst at Zurich Insurance, Baar/Zug, Switzerland (from 2025). Zurich Insurance (zurich.com) is a global insurer; the role is quantitative risk analytics, not investment/trading.2025
• PhD in mathematics (financial mathematics) at ETH Zurich, doctorate passed December 2023; thesis 'Aspects of quadratic utility: mean-variance hedging in rough volatility models, and CAPM-type equilibria'.Dec 5, 2023
• IMO 2014 (Cape Town): ranked 69th overall (87.9%), 27 points, silver medal, competing for Portugal.Jul 2014
• Doctoral supervisor was Prof. Martin Schweizer (ETH Zurich); the thesis is listed on Schweizer's PhD-students page as completed December 2023.Dec 2023
• Education: MSc in Mathematics, University of Oxford (per his ETH doctoral thesis title page, 'DAVID PIRES TAVARES MARTINS, MSc in Mathematics, University of Oxford, United Kingdom, born on 12.05.1997').Dec 2023
• Founded 2024 co-authored q-fin paper 'Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets' with Christoph Czichowsky and Martin Herdegen (arXiv:2408.03134, submitted 6 Aug 2024).Aug 6, 2024
• Summer 2017 research internship at IST Austria (ISTern program): worked on convex geometry, specifically the Barany-Gruenbaum conjecture, together with another intern and a professor; listed in the IST Austria 2017 Annual Report.2017
• Undergraduate: Worcester College, University of Oxford; awarded the IBM Prize for the Preliminary Examination in Mathematics.Jun 2015
• IMO 2013: competed for Portugal; team page lists him with 15 points, rank 250 (bronze-medal-level score at that contest).Jul 2013