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Rafael Azevedo

@rafaelazevedo

I am a portfolio manager and PhD economist specializing in asset management, quantitative strategies, and AI-driven modeling.

Brazil

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What I'm looking for

I seek senior roles leading ALM and strategic allocation, applying quantitative and AI-driven modeling in collaborative, research-focused asset management teams.

I am a portfolio manager with a Ph.D. in Economics and over a decade of experience in asset management and research, contributing to strategic allocation and ALM decisions for large pension and hedge fund mandates.

I led the development of strategic and tactical asset allocation tools, raising ex-ante Sharpe by 0.2 for defined contribution plans, and supported systematic strategy research and implementation across teams.

As part of a team of three portfolio managers I contributed to a hedge fund's growth from $1.5B to $4B AUM and presented blockchain fundamentals company-wide while maintaining an active research agenda with publications in JBES and Physical Review E.

I combine quantitative modeling, optimization, and AI integration with hands-on development experience (apps, VR, smart contract demos) and teaching, and I seek roles that leverage research-driven decision making in innovative asset management environments.

Experience

Work history, roles, and key accomplishments

Current

Portfolio Manager

Current

Itaú Asset

Oct 2023 - Present (1 year 10 months)

Lead ALM and strategic allocation for a $7B pension fund and developed a Strategic and Tactical Asset Allocation tool that increased ex-ante Sharpe by 0.2.

ALM Asset Allocation Python R Risk Management Asset Management

Partner

ASQ Capital

Jan 2022 - Jan 2023 (1 year)

Developed and implemented evaluation metrics for quantitative strategies and built a dashboard to visualize strategy, risk, and allocation performance.

Performance Attribution Dashboarding Data Visualization Python SQL

Portfolio Manager

Bradesco Asset Management

Jan 2019 - Jan 2022 (3 years)

Member of a three-person portfolio management team for a multi-billion hedge fund that grew from $1.5B to $4B AUM, increasing revenue by over 100%. Delivered firm-wide blockchain fundamentals presentations to 100+ asset management professionals.

Portfolio Management Hedge Funds Asset Allocation Risk Management Blockchain Research Presentation Python

Associate Professor

Universidade Federal de Pernambuco

Jan 2015 - Jan 2018 (3 years)

Taught and advised PhD, MSc and undergraduate students, published in JBES and Phys. Rev. E, and built an educational blockchain website with smart contract demos.