Date and Place of Birth: April 20, 1991; Videira, SC, Brazil
Ph.D. in Finance, Columbia Business School, 2016-2021 (expected).
M.Phil. in Finance, Columbia Business School, 2016-2019.
M.Sc. in Economics, Getulio Vargas Foundation (EPGE/FGV-RJ), Brazil, 2014-2015.
B.Sc. in Economics, Federal University of Santa Catarina (UFSC), Brazil, 2009-2013.
Asset Pricing, Machine Learning and Text Analysis, Foreign Exchange Markets, Futures and Options, and Central Bank Policy
Common Idiosyncratic Volatility and Carry Trade Returns (Job Market Paper, 2020).
Fed Implied Market News, with Charles Calomiris, Joanna Harris, and Harry Mamaysky (2020)
FX Intervention and Carry Trade Returns, with Amanda Dos Santos (2020).
Multiscale Stochastic Volatility and Option Pricing, with Caio Almeida and Yuri Saporito (2018).
Meyer-Cirkel, A. and Tessari, C. (2017). Brazilian Market Portfolio. International Monetary Fund (IMF), Working Paper 17/51.
Ricca, B. O. G., C. Tessari and C. Almeida (2016). Idiosyncratic Moments and the Cross-Section of Stock Returns in Brazil. Brazilian Review of Econometrics, 36(2), 1880-2047.
Tessari, C., A. A. P. Santos, G. V. Moura and J. F. Caldeira (2014). Seleção de Carteiras com Modelos Fatoriais Heterocedásticos: Aplicação para Fundos de Fundos Multimercados. Revista de Administração Mackenzie (Online), 15, 127-161.
Santos, A. A. P. and C. Tessari (2012). Técnicas Quantitativas de Otimização de Carteiras Aplicadas ao Mercado de Ações Brasileiro. Revista Brasileira de Finanças (Printed), 10(3), 369-393.
Quantitative Researcher, Summer 2020, AQR Capital Management, LLC, Greenwich, CT, USA
Research Assistant for Professors Harry Mamaysky and Charles Calomiris, Summer 2018
Research Assistant for Professor Paul Tetlock, Summer 2017
Research Assistant for Professor André A. P. Santos, 2011-2012
Columbia Business School, New York, NY
Teaching Assistant, Ph.D Courses
Finance Theory I, Professor Gur Huberman (Fall 2017)
Finance Theory I, Professor Laura Veldkamp (Fall 2018, Fall 2019)
Microstructure Theory, Professor Lawrence R. Glosten (Fall 2018)
Continuous-time finance, Professor Michael Johannes (Spring 2019, Fall 2019)
Advanced Derivatives, Professor Michael Johannes (Fall 2019)
Asset Pricing I, Professor Harry Mamaysky (Fall 2019, Fall 2020)
Teaching Assistant, EMBA/MBA courses Courses
Technological Entrepreneurship, Professor Gur Huberman (Fall 2017)
FinTech: Consumer Financial Services, Professor Stephen P. Zeldes (Spring 2018)
Capital Markets, Professor Simona Abis (Spring 2019)
Teaching Assistant, Executive Education Programs
Debevoise & Plimpton, Professor Amit Khandelwal and Professor Ann P. Bartel
(Fall 2018, Fall 2019, Fall 2020)
Getúlio Vargas Foundation (EPGE/FGV), RJ, Brazil
Teaching Assistant, PhD Courses
Quantitative Finance, Professor Jorge P. Zubelli (Summer 2015)
Time-series Econometrics, Professor Joao Victor Issler (Fall 2015)
Corporate Finance, Professor Rafael Chaves Santos (Spring 2015)
Federal University of Santa Catarina (UFSC), SC, Brazil
Teaching Assistant, Undergraduate Courses
Introduction to Economics, Professor Wagner Leal Arienti (Fall 2009, Spring 2010)
Mathematical Economics, Professor Milton Biage (Fall 2010)
Macroeconomics I, Professor Maurício S. Nunes (Spring 2011)
Microeconomics I, Professor Jaylson J. da Silveira (Spring 2013)
Honors, Awards, and Fellowships
2016 Doctoral Fellowship, Columbia Business School
2014 CNPq Fellowship for Master’s Program
2013 CORECON-SC Award for the best academic performance in the B.S. in Economics
2013 UFSC Student Merit Diploma for the best grade point average in Economics
2013 Summa cum laude in Economics, total combined GPA of 9.74/10
2012 UNI Exchange Program Scholarship
2008 UFSC First Place in the entrance exam for B.S. in Economics (out of 540)
Python, R, Matlab, LaTeX, MySQL, Git, Office
Portuguese (Native), English (Fluent).