Currently I am a Data Scientist working on Equities Electronic Market Making.

Previously, I held Quantitative Analyst positions in different financial institutions (sell and buy sides) in London, mainly developing pricing and risk models for FX and Equity derivatives. I have also worked as a lecturer of Mathematics at Federal University of Rio de Janeiro for more than a decade.

I hold a PhD in Applied Mathematics from Université Paris Dauphine advised by Pierre-Louis Lions (1994 Fields Medal Winner).

I am (inactive) member of the British Standard Institution C++ Panel -- the UK delegation in the ISO C++ Working Group.

See also my other profiles at Google Scholar, LinkedIn and GitHub.