At PSR since 2000, he has been a technical director, working in research and development of advanced analytical tools based on non-linear and stochastic optimization, game theory/economic equilibrium, and data analytics applied to the simulation of electricity markets, planning the expansion of transmission systems, and integrated economic-energy models.
Academic Background
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DSc in Operations Research – Stanford University
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MSc in Applied Mathematics – PUC-Rio
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BSc in Applied Mathematics – PUC-Rio
Professional Experience
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Managed the development of several PSR analytical tools:
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OptFolio: risk-adjusted optimization of physical and financial asset portfolios.
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OptValue: financial evaluation of generation projects.
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OptFlow: optimal AC power flow.
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Additional modules for strategic bidding for energy auctions, stochastic evaluation of financial instruments (futures and options), among others.
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Participated in economic and financial evaluation studies of generation/transmission projects and contracting strategies in Brazil and abroad.
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Author or co-author of 50 technical articles in international journals and conferences, including pioneering internationally recognized methodologies, such as:
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Application of nonlinear interior point methods for optimal power flow (OPF).
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Benders decomposition for OPF with security constraints and post-contingency redispatch.
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Coordinated research and development of optimization tools in the areas of optimal power flow and reactive compensation planning at CEPEL.
