I’m an Associate Professor of Finance at IESEG School of Management in Paris, France, and a member the LEM-CNRS 9921. Prior to joining IESEG in 2017, I worked for about 10 years in the financial services industry in a variety of roles, including the development of quantitative trading strategies for hedge funds, model validation and risk management. My last position before rejoining academia was Chief Risk Officer of Itaú Unibanco’s New York operations, where I was responsible for the overall risk management of the New York operations of the group. I do research on empirical asset pricing, financial econometrics, financial forecasting using machine learning, portfolio construction and asset allocation, and behavioral finance.
Research Interests
My research is focused on the intersection of one (or more) of the following:
- Empirical Asset Pricing
- Financial Econometrics
- Use of Machine Learning in Finance
- Portfolio Construction and Asset Allocation
- Behavioral Finance
Education
PhD in Finance, Bayes Business School, London (previously Cass Business School), 2018.
MSc in Statistics, State University of Campinas, Campinas, Brazil, 2004
BSc in Statistics, State University of Campinas, Campinas, Brazil, 2001