Short Bio

I have been a member of the faculty and Senior Research Fellow at Insper since January 2020. Until early 2020, I was a part-time member of the faculty of the Department of Economics at PUC-Rio and a full-time member of the faculy between 2014 and mid-2018, when I held the Vinci Partners Chair. Currently, I am also Head of Latam Quantitative Investment Solutions at Santander Asset Management. My main interests are Asset Pricing, Empirical Finance, Quantitative Strategies and Portfolio Choice. Until 2019, I was Head of Alternative Risk Premia at Itaú Asset Management, where I was  responsible for a range of long-only and long-short funds applying systematic strategies in local and global markets in all asset classes.  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. ​