André Pastore Fogagnoli, Msc Email & Phone Number

State Of São Paulo, Brazil

São Paulo, São Paulo, Brasil

Responsible for developing models capable of translating macroeconomic scenarios to asset allocation.

São Paulo, Brazil

Quantitative Model Development:• Black-Litterman, regime identification, yield curve modelling, equity factor models and macroeconomic surprise indexes. Unstructured Data:• Implemented deep learning models capable of generating investing insights based on text data.User Experience:• Built front-ends with Python to foster usability of aforementioned tools.

As a Teaching Assistant during one semester of my master's program, I facilitated two undergraduate Econometrics classes:• Fostered comprehension of Ordinary Least Squares (OLS) methodology through the creation of targeted theoretical problem sets.• Promoted data-driven reasoning by orchestrating applied projects using real-world data, incorporating programming for practical applications.• Ensured grasp of the discipline's core concepts through regular Q&A sessions, providing support to students.

São Paulo, São Paulo, Brazil

Trading:• Documented and proposed improvements to the trading processes across Itaú Asset ManagementInvestor Relations:• Mapped key agents (consultancies, platforms, and placement agents) in major pension fund and sovereign wealth fund markets and proposed a commercial approach.

Collaborated with the Chief Economist to develop and update models for economic activity, inflation, and interest rates. Stayed abreast of Brazil's political agenda, particularly focusing on Social Security Reform and Fiscal Spending Cap discussions.

Master Of Science - (Msc.) In Economics, Game Theory

Bachelor'S Degree In Economics

6th out of 91 students

Visiting Student, Economics