I am an assistant professor of econometrics and statistics at The University of Chicago Graduate School of Business . Before coming to Chicago, I was part of the Department of Statistical Sciences at Duke University, first as a Ph.D. student followed by a Post-doc under the supervision of professor Mike West . My research focuses on Bayesian statistics in complex, high-dimensional problems with applications ranging from finance to genetics. Some of my current projects include work on large-scale factor models, graphical models, Bayesian model selection, particle filtering and stochastic volatility models.

I am from Rio de Janeiro, Brazil and before coming to the U.S. I received my Bachelor degree in Economics from IBMEC Business School (Rio de Janeiro) followed by a Masters degree in Statistics from the Federal University of Rio de Janeiro (UFRJ).