About me

He is an Associate Professor of Finance of Getúlio Vargas Foundation (EAESP/FGV), Brazil, since May/2018.  He is currently visiting The Einaudi Institute for Economics and Finance, Rome.

He received his Ph.D. in Statistics from the University of Sao Paulo (Institute of Mathematics and Statistics - USP) in 2011. During 2012 he was a visiting scholar in the Courant Institute of Mathematical Science at New York University. He was an Assistant Professor of the Economics Department at the University of Sao Paulo between 2014 and 2018.  Previously he  spent 2 years with CETIP as head of Risk and Collateral Management and 13 years with BM&FBOVESPA where he held different roles, such as head of quantitative modeling, asset pricing and statistical risk modeling. 

He has published his work on journals of high impacts Journals, such as the Journal of Financial Economics, Journal of Banking and Finance, Journal of International Money and Finance, Economics Letters, Management Science among others. 

In 2012 he was awarded the Brazilian Financial and Capital Markets Association (ANBIMA) best paper award, in 2017 a thesis under his supervision was awarded by the National Federation of Brazilian Banks (FEBRABAN). In 2018, he was awarded the Haralambos Simeonidis Award- the most important Economics award in Brazil - the prize is awarded annually by the National Association of Centers of Graduate Studies of Economics (ANPEC) to the best article in economics, written by economists affiliated to Brazilian institutions. 

He was elected deputy director of Brazilian Finance Association (Term 2019-2021) and also served as an Associate Editor for the Brazilian Review of Finance (term 2018-2020).  

He served as chairman of the Risk Committee of the BoD of Brazil's National Bank for Economic and Social Development - BNDES, (term 2020-2023)

He has also been acting as a referee for Journal of Financial Econometrics, Journal of Banking and Finance and International Journal of Theoretical and Applied Finance, the Sao Paulo State Research Foundation (FAPESP) and Chilean National Commission for Scientific and Technological Research.

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