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, Prof. Pavel Shevchenko (from CSIRO) and Prof. Mario Wüthrich (from ETH). In 2014 I was also 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.