Gonçalo Faria
Visiting Lecturer
Email: g.faria@qmul.ac.uk
Website: http://sites.google.com/site/goncaloalbfaria
Profile
Gonçalo Faria consults for financial sector institutions and is a visiting lecturer at the School of Economics and Finance, Queen Mary, University of London, and at Porto Business School, University of Porto.
Gonçalo Faria's research interests include portfolio optimization, risk management, asset management and asset pricing with a focus on derivatives pricing, derivative trading strategies, hedge funds, asset allocation, volatility and correlation. Gonçalo Faria is Visiting Researcher at the Risk Management Laboratory and the Centre for Hedge Fund Research of Imperial College Business School. He is also an external researcher in the Centre for Economics and Finance of the University of Porto. His research has been recently awarded with research grants from the BNP Paribas Hedge Fund Centre at SMU, from INQUIRE Europe and from Netspar at Tilburg University.
Gonçalo holds a degree in Economics from Faculty of Economics, University of Porto, is a CFA charterholder and holds a PhD in Financial Economics by the University of Porto. Gonçalo was a Private Equity Fund consultant (2012-2013) and a Managing Partner of a Hedge Fund (2010-2011). Previously worked as an equity analyst (2001-2005) and Proprietary trader (2005-2007) at Bank BPI and as an auditor at Arthur Andersen (2000).