Ph.D. in Statistics and Decision Sciences from the Institute of Statistics and Decision Sciences at Duke University in 2000. Became an M.Sc. in Statistics from the Institute of Mathematics at the Federal University of Rio de Janeiro in 1994. Before joining Insper in 2013, he spent 10 years at the University of Chicago as an Assistant and Associate Professor of Econometrics and Statistics at the Booth School of Business.

His research focuses on Bayesian statistics, factor analysis, computational methods, time series and dynamic models, multivariate stochastic volatility, extreme value theory, particle filters, spatial statistics, microeconometrics, and macroeconometrics. Recently, he has been promoting data science and is currently the coordinator of the Center for Statistics, Data and Decision Sciences at Insper.

He has over 70 scientific articles published in some of the world's most prestigious journals, such as the Journal of the American Statistical Association and the American Economic Review. A reviewer for over 30 international journals, he has given 200 lectures and 25 short courses and tutorials in the past decade.