Curriculum Vitae

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Academic Positions

July 2024  -  Senior Lecturer, Department of Economics, Princeton University

Sep 2019  -  June 2024 - Lecturer, Department of Economics, Princeton University

Sep 2017 - Sep 2019  -Visiting Professor, Bendheim Center for Finance, Princeton University

Aug 2012 - Aug 2019 - Associate Professor (with tenure), Graduate School of Economics, FGV-RJ

July 2006 - Aug 2012 - Assistant Professor (tenure track), Graduate School of Economics, FGV-RJ

May 2001 - June 2006 - Assistant Professor, Depart. of Economics and Business School, IBMEC-RJ 

*Pictures from the Natural History Museum in Vienna: Neanderthalensis,  Current, Australopithecus, and Erectus versions of myself 

Refereeing

Econometrica, Review of Economic Studies, Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Quantitative Economics , Review of Finance, Review of Asset Pricing Studies, Journal of Econometrics, Journal of Financial Econometrics, Management Science, Journal of Business & Economic Statistics, Journal of Financial Stability, Journal of Banking and Finance, Journal of Empirical Finance, Quantitative Finance, SIAM Journal on Financial Mathematics, Global Finance Journal, Journal of Emerging Markets Finance, Entropy, Advances in Mathematical Sciences and Applications, International Review of Finance,  Journal of International Financial Markets, Swiss National Science Foundation, Research Grants Council (RGC) of Hong Kong, Collection Mathematics and its Applications - IMPA . 

Editorial and Academic Services

Associate Editor, Journal of Financial Econometrics , July 2015 - 

Associate Editor, Journal of Banking and Finance , 2011 - 2017

Director of Graduate Studies, Masters of Finance - Bendheim Center for Finance, Princeton University , Jul 2020 -

President, Brazilian Society of Finance , 2013-2015

Editorial Board, Brazilian Review of Finance , 2008 - 2016

Director, Brazilian Society of Finance , 2006-2010, and 2015-2017

Director of Graduate Studies, Department of Economics, EPGE/FGV , Jan 2017 - Aug 2018

Program Committee

IAAE Annual conference 2025, SoFiE Annual Conference 2012, 2020, 2021, 2022, 2023, 2024, 2025, Midwest Finance Association Meeting 2016, 2025, Northern Finance Association Meeting 2010, Joint SoFiE-EPGE 2012 Conference, Brazilian Meeting of Finance 2006-2023, 2025, Annual Brazilian Econometric Meeting 2020, 2021

Organizer or co-organizer

SoFiE Annual Conference 2024 (Rio de Janeiro), Second, Third, Fourth and Fifth International workshop in Financial Econometrics (Natal, 2015; Arraial D'ajuda, 2017; Maceio, 2019, Porto Seguro, 2023), Rene Garcia's 65th Anniversary Conference (Montreal, 2015), SoFiE-EPGE 2012 Conference, Brazilian Meeting of Finance (2006-2009, 2014-2017), Financial Economics in Rio (2010)

2022-2015 Selected Presentations

2023 FMA Conference on Derivatives and Volatility, Chicago (November, 2023)

CDI Conference on Derivatives, Montreal, (September, 2023)

HEC Montreal Brown bag seminar,  Montreal, (September, 2023)

EFA, Amsterdam, (August, 2023)

Brazilian Meeting of Finance (July, 2023)

Post-SoFiE Financial Econometrics Workshop , Seoul, (June, 2023)

Fifteenth Annual SoFiE conference,  (June 2023), coauthor presentation.

TSE Financial Econometrics Conference, Toulouse, (May, 2023)

Quantitative Finance Seminar at Kellogg, (April, 2023) 

Seminar at University of Geneva, (March, 2023) 

Seminar at Econometric Institute, Erasmus University Rotterdam, (March, 2023)

Cancun Derivatives Workshop, (March 2023)

Fourteenth Annual SoFiE Conference, (June 2022)

EEA-ESEM University of Copenhagen, Online (August 2021)

XXI Brazilian Meeting of Finance, Online (July 2021)

Thirteenth Annual SoFiE Conference, Online (June 2021, 2x co-authors' presentations)

NASMES Montreal, Online (June 2021)

Liverpool Business School joint Econ-Finance Seminar, Online (March, 2021)

SoFiE Seminar Series, Online (February 2021)

42nd Brazilian Meeting of Finance, Online (December, 2020)

XIX Brazilian Meeting of Finance, Online (July 2019)

TSE Financial Econometrics Conference, Toulouse (May 2019) 

ORFE Statistics Seminar, Princeton (April 2019)

Johns Hopkins Carey Business School, Baltimore (December 2018)

International Association for Applied Econometrics, Montreal (June 2018)

11th Annual SoFiE Conference, Lugano (June 12, 2018)

Student Finance Lunch Seminar, Princeton (April 2018)

XVII Brazilian Meeting of Finance, Brasilia (July 2017)

10th Annual SoFiE Conference, New York (June 2017)

Vienna-Copenhagen Financial Econometrics, Vienna (March 2017)

38th Meeting of the Brazilian Econometric Society, Foz do Iguacu (December 2016)

Research in Options - RiO 2016, Rio de Janeiro (November 2016)

Seminar at CIREQ, Montreal (October 2016)

XVI Brazilian Meeting of Finance, Rio de Janeiro (July 2016)

Seminar at FGV Applied Math school (EMAp), Rio de Janeiro (June 2016)

Seminar at Insper, Sao Paulo (January 2016)

Rene Garcia's 65th Anniversary Conference, Montreal (August 2015)

TSE Financial Econometrics Conference, Toulouse (May 2015)

CIREQ Financial Econometrics Conference, Montreal (May 2015)

Princeton ORFE Financial Mathematics, Princeton (March 2015)

Duke Financial Econometrics, Durham (Feb 2015)