Hi there! I'm currently a portfolio manager at Itaú Asset Management, where I combine my enjoyment of research with the practical aspects of portfolio formation and investment strategies. When I have time, I still engage in research, often as a byproduct of my main activities.
Previously, I held a similar role at Bradesco Asset Management, where I had the unique opportunity to prove theorems and directly apply them in portfolio optimization for a fund with several billion in AUM.
Before that, I was a professor of Economics at Universidade Federal de Pernambuco (UFPE), researching derivative pricing and continuous time finance problems, and teaching a wide range of courses—from introductory economics for undergrads to advanced math and stochastic calculus for PhD students, which I really enjoyed.
If you're interested in my work or want to chat about research and finance, feel free to reach out!