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.