Holds a bachelor’s degree in Applied Mathematics (2007) and a master’s in Statistics (2010), both from the Federal University of Rio de Janeiro (UFRJ), and a PhD (2016) from University College London (UCL). He is currently an Assistant Professor at the School of Applied Mathematics (EMAp) of Fundação Getulio Vargas (FGV-RJ). He has worked in the financial industry for two and a half years, holding positions as Credit Risk Modeling Analyst (Itaú-Unibanco) and Market Risk Analyst (Credit Suisse Hedging-Griffo). His research is focused on (Bayesian) statistical methods applied to financial and actuarial risk management.
Areas of interest:
- Bayesian inference
- Financial and Actuarial Risk Management
- Stochastic Simulation