I am currently in the faculty of the Department of Economics at PUC-Rio. My main interests are Asset Pricing, Empirical Finance, Quantitative Strategies and Portfolio Choice. Previously, I was Executive Director and Head of Rule-Based Investment Strategies at J.P. Morgan in London, where I was responsible for research and development of quantitative strategies for all asset classes. Prior to that, I was Director and Head of Strategy Research and Development for HSBC Global Markets in London, where I was responsible for the development of quantitative strategies, indices and funds. Before joining HSBC, I was an Executive Director for JPMorgan in London (yes, twice), where I was Head of Global Commodity Strategy and also also a Global Market Strategist conducting research on asset allocation, developing rule-based strategies and being responsible for research in alternative investments. Before going to the financial industry, I was a visiting assistant professor at the Wharton School where I taught Investment Management (MBA). I received both Ph.D. and MBA degrees in Finance from The University of Chicago Booth School of Business in 2004. I hold a BA in economics from the Pontifical Catholic University in Rio de Janeiro.