Welcome to Rodrigo dos Santos Targino's website!
Since September 2012, I am a PhD candidate at the Department of Statistical Science, at the University College London (UCL), under supervision of Dr. Gareth W. Peters and Prof. Pavel Shevchenko (from CSIRO). In 2014 I will also be a recepient of the Australia Award Endeavour Research Fellowship.
After a completing a BSc in Applied Mathematics and a MSc in Statistics (both from Federal University of Rio de Janeiro, Brazil) I spent 2.5 years working at 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 the Masters I also collaborated on a IMPA / Petrobras research project headed by Prof. Jorge P. Zubelli, mainly focused on Real Options problems.
My main research interest is Financial Mathematics, specifically on Monte Carlo methods for Risk Management.