Ruy M. Ribeiro

Asset Pricing · Empirical Finance · Quantitative Strategies · Portfolio Choice

Ruy M. Ribeiro

Associate Professor and Coordinator of the Master's Program in Economics at Insper. Partner at Atlantiqis Consulting. Two decades in London and São Paulo leading research on quantitative strategies, acting as a strategist in asset allocation and commodities, managing funds, and building portfolios. Now teaching, researching, and advising on how portfolios should actually be built.

Affiliations

InsperAssociate Professor · Coordinator of the Master's Program in EconomicsTeaching and research in asset pricing, empirical finance, and quantitative investing, at both the undergraduate and doctoral levels.Atlantiqis ConsultingPartnerA global investment and corporate finance advisory firm combining academic rigor with industry practice: investment solutions, asset allocation, investment technology, and corporate finance.

Projects

Finance Hub

A community and reading group connecting academics and practitioners around research in finance.

Empirical Finance Lab

An independent research initiative in empirical finance: open questions, data, and applied research beyond any single institution.

Industry experience

  1. Santander Asset ManagementGlobal Head of Investment Solutions and Asset AllocationResponsible for systematic and asset allocation funds.
  2. Santander Asset ManagementHead of Latam Quantitative Investment SolutionsResponsible for managing systematic funds.
  3. Itaú Asset ManagementHead of Alternative Risk PremiaLong-only and long-short systematic funds across local and global markets, all asset classes.
  4. J.P. Morgan, LondonExecutive Director, Head of Rule-Based Investment StrategiesResearch and development of quantitative strategies for all asset classes.
  5. HSBC Global Markets, LondonDirector, Head of Strategy Research and DevelopmentQuantitative strategies, indices, and funds.
  6. J.P. Morgan, LondonExecutive Director, Head of Global Commodity Strategy; Global Market StrategistAsset allocation and commodities research, rule-based strategies, indices and alternative investments.

Academic career

  • Faculty member and Senior Research Fellow at Insper since January 2020; currently Associate Professor and Coordinator of the Master's Program in Economics.
  • PUC-Rio, Department of Economics: part-time faculty until early 2020; full-time 2014 to mid-2018, holding the Vinci Partners Chair.
  • Visiting Assistant Professor at the Wharton School, teaching Investment Management in the MBA program.

Education

  • Ph.D. and MBA in Finance, The University of Chicago Booth School of Business.
  • BA in Economics, Pontifical Catholic University of Rio de Janeiro.
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