About me

He has been an Associate Professor of Finance at the Getúlio Vargas Foundation (FGV EAESP), Brazil, since May 2018. He received his Ph.D. in Statistics from the University of São Paulo (Institute of Mathematics and Statistics – USP) in 2011. He has held visiting scholar positions at Harvard Business School (HBS), the Einaudi Institute for Economics and Finance in Rome, and the Courant Institute of Mathematical Sciences at New York University.

From 2014 to 2018, he served as an Assistant Professor in the Economics Department at the University of São Paulo. Previously, he spent two years at CETIP as Head of Risk and Collateral Management and thirteen years at BM&FBOVESPA, where he held several leadership roles, including Head of Quantitative Modeling, Head of Asset Pricing, and Head of Statistical Risk Modeling.

His research has been published in high-impact journals such as the Journal of Financial Economics, Journal of Banking and Finance, Journal of Commodity Markets, Journal of International Money and Finance, Economics Letters, and Management Science, among others.

He has received several academic awards, including the 2012 Best Paper Award from the Brazilian Financial and Capital Markets Association (ANBIMA) and, in 2017, recognition from the National Federation of Brazilian Banks (FEBRABAN) for a thesis he supervised. In 2018, he received the Haralambos Simeonidis Award—the most prestigious economics award in Brazil—granted annually by the National Association of Graduate Centers in Economics (ANPEC) to the best economics article authored by researchers affiliated with Brazilian institutions.

He was elected Deputy Director of the Brazilian Finance Association (term 2019–2021) and served as Associate Editor of the Brazilian Review of Finance (term 2018–2020). He also served as Chairman of the Risk Committee of the Board of Directors of the Brazilian Development Bank (BNDES) from 2020 to 2023.

He currently serves as a member of JPMorgan Brazil’s Audit Committee and as an Advisory Board Member and Chair of the Risk Committee at Agibank.

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