Marcel Zanetti Email & Phone Number

I work as a data scientist in the financial industry, responsible for conducting quantitative research for a macro-based Brazilian asset management firm with over BRL 50bi AuM. My educational background is in statistics at UFMG (Universidade Federal de Minas Gerais), with a minor in Economics and a strong foundation in quantitative methods, including graduate-level courses on Time Series Econometrics, Natural Language Processing and Deep Learning.I've been greatly interested in the universe of economics, finance and quant methods. Some of my personal projects are available on GitHub (https://github.com/marcelzanetti). I also participated in several related competitions:- 1st place - ITA DSC Challenge 2023: a traditional DS challenge, sponsored by ITA and ICEA. In this edition, focused on the aviation sector, the objective was to develop a machine learning model capable of predicting the landing time of flights.- 3rd place - Itaú Quantamental Challenge 2023: the largest Brazilian competition on quant finance. We employed Natural Language Processing to manage a multi-asset portfolio based on geopolitical news.- 3rd place - FGV Crypto Datathon 2022: we utilized NLP to trade Bitcoin based on Reddit posts- Finalist - FGV Crypto Datathon 2023: we applied graph theory to construct a cryptocurrency portfolio- Honorable mention - Itaú Quantamental Challenge 2021: we built an integrated portfolio using Markov Chains, autoregressive momentum and Hierarchical Risk Parity optimization.

Listed skills include R, Microsoft Excel, and Python.

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  Universidade Federal De Minas Gerais

  Statistics