I am a finance professional with more than seven years of experience across Brazilian credit, private equity, public equity, and quantitative finance. I specialize in building systematic investment research and production-ready analytical solutions for financial markets.
I have designed and maintained systematic index strategies across equities, fixed income, and multi-asset portfolios. My work covers the full research lifecycle, including methodology design, market-data sourcing, backtesting, production implementation, risk measurement, performance attribution, and client delivery.
I bring deep experience in credit risk, capital structure, corporate valuation, and investment analysis. I have led issuer credit assessments, developed cash-flow and covenant models, stress-tested exposures, and advised clients on ratings and refinancing strategy.
I am an advanced Python and SQL practitioner focused on quantitative modeling, data engineering, automated research workflows, and AI-enabled financial analysis. I build ETL pipelines, market-data systems, statistical models, LLM research tools, and agent-based applications.
My recent independent work includes reproducible financial research, volatility-model audits, Brazilian fund fraud-signal screening, stock-bond correlation research, and data infrastructure for CVM, BACEN, and B3 datasets. I value rigorous validation, reproducibility, transparent methodology, and production-quality systems.
I am fluent in English and native in Portuguese, with intermediate French. I am interested in quantitative research, systematic investing, financial data infrastructure, risk analytics, and applied AI roles in finance.
