Scholar
Rodrigo S. Targino
Google Scholar ID: MzsSCe4AAAAJ
Associate Professor, EMAp/FGV
Citations & Impact
Citations
88
H-index
6
i10-index
3
Publications
20
Co-authors
21
list available
Publications
Resume (English only)
Research Experience
- [{'Position': 'Associate Professor', 'Institution': 'Getulio Vargas Foundation (FGV)', 'Period': 'Mar 2025 – Present', 'Location': 'Rio de Janeiro, RJ, Brazil'}, {'Position': 'Visiting Associate Professor', 'Institution': 'University of California, Santa Barbara (UCSB)', 'Period': 'Sep 2022 – Jun 2023', 'Location': 'Santa Barbara, CA, USA'}, {'Position': 'Assistant Professor', 'Institution': 'Getulio Vargas Foundation (FGV)', 'Period': 'Jan 2017 – Mar 2025', 'Location': 'Rio de Janeiro, RJ, Brazil'}, {'Position': 'Market Risk Analyst', 'Institution': 'Credit-Suisse Hedging-Griffo', 'Period': 'Mar 2011 – Aug 2012', 'Location': 'São Paulo, SP, Brazil'}, {'Position': 'Credit Risk Modelling Analyst', 'Institution': 'Itaú-Unibanco Bank', 'Period': 'Mar 2010 – Mar 2011', 'Location': 'São Paulo, SP, Brazil'}]
Background
- Associate Professor in Statistics at the School of Applied Mathematics (EMAp) at the Getulio Vargas Foundation (FGV). Since 2021, he has been an Associate Editor of the Brazilian Review of Finance (RBFin). For the academic year 2022/23, he was on sabbatical from FGV EMAp, working as a Visiting Associate Professor at the Department of Statistics and Applied Probability (PSTAT) at the University of California, Santa Barbara (UCSB). His research interests include Bayesian Statistics and Financial and Actuarial Risk Management.
Miscellany
- Spent 2.5 years working in the financial industry in Brazil, first as a Credit Risk Modelling Analyst at Itaú-Unibanco Bank and then as a Market Risk Analyst at Credit-Suisse Hedging-Griffo. During his Master's, he also collaborated on an IMPA / Petrobras research project, mainly focused on Real Options problems.
