I have been in faculty of the Department of Economics at PUC-Rio since 2014. Until mid-2018, I was a full-time member of the faculy but now hold a part-time position, teaching in the Graduate programs only. I am also Head of Alternative Risk Premia at Itaú Asset Management, the largest asset management in Latin America. 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.