Francisco Azeredo is a financial economist with twelve years of experience working for leading financial and consulting firms in the Chicago area. He is currently a senior research scientist leading analytics and machine learning based projects across various business units. His current experience includes projects in foreign exchange revenue forecast based on trade level data for multi-years, currencies and products, options and hedging solutions, FX high-frequency spread cost and market impact analyses, research and development of FX high-frequency algorithmic executions, equity investment strategy development and analytics, securities lending time series pricing forecast models, treasury deposit modeling and digital wealth management client experience. His work experience also includes credit risk, operational risk and macroeconomic modeling for stress testing and capital planning, analysis of complex financial instruments, interest rate modeling, and econometric and predictive analysis for litigation matters involving financial institutions and multinational corporations.
His research in macroeconomics and finance was recognized by leading financial economists in the Handbook of the Equity Risk Premium, Intermediate Financial Theory, and Real-World Decision Making: An Encyclopedia of Behavioral Economics. He is the author of a recent publication The equity premium: a deeper puzzle in the Annals of Finance and several working papers. He currently teaches graduate level courses in reinforcement learning, optimization methods and linear and non-linear statistical models and has prior teaching experience at several top universities. He holds a Ph.D. in Economics from the University of California, Santa Barbara.