Curriculum
Link to my Google Scholar profile
Link to my CV Lattes (in Portuguese)
Academic Appointments
Associate Professor (with tenure), Department of Economics, Universidade Federal de Santa Catarina, Brazil, 2013-present.
Research fellow, UC3M-Santander Big Data Institute, Universidad Carlos III de Madrid, Spain, 2019-2020.
Assistant Professor, Department of Economics, Universidade Federal de Santa Catarina, Brazil, 2010-2013.
Teaching assistant, Department of Statistics, Universidad Carlos III de Madrid, Spain, 2006-2010.
Lecturer, Department of Economics, Universidade Federal de Santa Catarina, Brazil, 2003-2004.
Education
Ph.D. in Business and Quantitative Methods, 2010. Universidad Carlos III de Madrid, Department of Statistics, Spain. Supervisors: Esther Ruiz and Francisco J. Nogales. PhD committee: Timo Teräsvirta, Alfonso Novales, Pilar Poncela, Mikel Tapia, Helena Veiga. (Awarded Summa Cum Laude)
Visiting Ph.D. student, July-September 2009, Econometric Institute, Erasmus University Rotterdam, The Netherlands.
MSc in Business and Quantitative Methods, 2008. Universidad Carlos III de Madrid, Department of Statistics, Spain.
MA in Economics, 2005, Universidade Federal de Santa Catarina, Brazil.
BA in Economics, 2002, Universidade Federal de Santa Catarina, Brazil.
Teaching
Advanced Financial Statistics, Master in Finance, Universidad Carlos III de Madrid, 2020. (Taught in English).
Preparatory Course in Statistics and Econometrics, Master in Finance, Universidad Carlos III de Madrid, 2020. (Taught in English).
Business and Finance III: Risk Management in non-Banking entities, Master in Industrial Economics and Markets, Universidad Carlos III de Madrid, 2020. (Taught in English).
Financial Economics (undergrad), Capital Markets (undergrad), Mathematical Economics I (undergrad), Introductory Econometrics (undergrad), Time Series Econometrics (Master and PhD), Universidade Federal de Santa Catarina, 2010-present. (Taught in Portuguese).
Introduction to Matlab, Msc in Business and Quantitative Methods and Msc in Mathematical Engineering, Universidad Carlos III de Madrid, 2009. (Taught in English).
Introductory Statistics, Statistics I, Statistics II (undergad), Universidad Carlos III de Madrid, 2006-2010. (Taught in Spanish and in English).
Financial Markets, MBA in Financial Analysis, Universidad Carlos III de Madrid, 2007-2009. (Taught in English).
Introductory Economic Theory (undergrad), International Economics (undergrad), Universidade Federal de Santa Catarina, 2004. (Taught in Portuguese).
Honors, Fellowships and Awards
CNPQ research grant (Bolsa PQ de Produtividade em Pesquisa), 2014-2016, 2017-2019, 2020-2022.
Prêmio ANBIMA de Mercado de Capitais (ANBIMA's Capital Markets Award), 2015. Third prize.
Prêmio ANBIMA de Mercado de Capitais (ANBIMA's Capital Markets Award), 2014. Third prize.
Prêmio ANBIMA de Renda Fixa (ANBIMA' s Fixed Income Award), 2013. Second prize.
Prêmio ANBIMA de Renda Fixa (ANBIMA' s Fixed Income Award), 2012. Second prize.
Student travel award, Annual Meeting of the American Finance Association (AFA) 2010.
Captain of the winning team, Econometric Game 2009.
Member of the winning team, Econometric Game 2008.
Ph.D. fellowship, Department of Statistics, Universidad Carlos III de Madrid, 2006-2010.
First place in the entry exams for the undergrad in Economics, Universidade Federal de Santa Catarina, Brazil, 1997.
Non-Academic Professional Experience
Summer PhD intern in quantitative market risk management, Centrica Energy, Madrid, 2008.
Economist, Brazilian Telecommunications Commission (Regulatory Government Office), 2005-2006.
Junior Financial Analyst, Global Capital Resources & Finance, Brazil, 2002.