João Renato Leripio
Forecasting, Statistical Modeling & Data Science
Profile
- I specialize in forecasting and statistical modeling, with a particular focus on time series.
- My background in economics and data science, together with experience working with alternative, unstructured, and high-dimensional data, broadens the range of quantitative problems I can tackle and the perspectives I bring to them.
- I combine this expertise with data engineering and software development practices to build reliable analytical pipelines and decision-support solutions.
- Author of R for Economic Research.
Areas of Expertise
Modeling: Forecasting · Econometrics · Machine Learning · State-Space Models · Bayesian Inference
Data: Time series · Alternative, Unstructured, and High-dimensional Data
Delivery: APIs · Data Apps · Automated Reports
Workflows: Data Pipelines · LLM Integration
Tech stack: R · Python · Shiny · Quarto · DuckDB · PostgreSQL · dbt · Git · Docker · Shell · CLI Tools
Professional Experience
Kapitalo Investimentos
Data Science & Economic Modeling Lead
A leading independent Brazilian hedge fund manager, with approximately US$6 billion in assets under management.
- Led the Data Science and Modeling team within Macroeconomic Research, providing technical direction and overseeing the development of quantitative models and analytical products.
- Developed and evaluated forecasting and nowcasting models for inflation and economic activity using alternative, high-dimensional, and unstructured data.
- Designed and implemented models to estimate latent economic variables, including potential output and the NAIRU, across dozens of countries.
- Built end-to-end analytical workflows to operationalize statistical and machine learning models, integrating LLMs and automated data pipelines to deliver scalable analytical outputs.
Itaú Asset Management
Quantitative Research Analyst
Brazil’s largest private-sector asset manager, with approximately US$240 billion in assets under management.
- Developed forecasting models for revenues of publicly listed companies, combining public and proprietary data to support investment research.
- Built machine learning models using credit-market data to predict corporate bond prices.
- Designed and implemented forecasting models for COVID-19 cases and vaccination coverage, developing modeling approaches for rapidly evolving processes with limited historical data.
- Developed economic activity and inflation indicators using alternative and unstructured data, expanding the information available for macroeconomic analysis.
Institute of Research and Statistics of the Federal District
Economic Research Analyst
A government research institute providing socioeconomic statistics and policy analysis for Brazil’s Federal District.
- Conducted applied economic research and monitored regional economic activity using public and proprietary data.
- Developed statistical indicators and analytical tools to measure economic conditions and support public-policy discussions.
- Produced reports and presented findings to technical and nontechnical audiences.
Education
M.S. in Economics, Universidade Federal Fluminense · 2017
- Admitted as the second-ranked applicant in the selection process.
- Supported by a CAPES scholarship.
- Research focus: applied macroeconomics.
B.S. in Economics, Universidade Federal Fluminense · 2013
Languages
- Portuguese: Native speaker
- English: Professional Working Proficiency (B2) – Strong reading and writing skills with solid verbal communication.
- French: Intermediate (B1) – Comfortable with everyday conversation, travel, and standard reading.
- Spanish: Elementary (A2) – Basic understanding and introductory communication.
Book
R for Economic Research
Essential Tools for Modern Economic Analysis
A practical guide to data science, statistical modeling, time series, and forecasting for applied research.
- Views
- 56,000+
- Countries reached
- 50+
Since its launch in April 2023.
Read online for free ↗Selected Presentations
Nowcasting When Predictors Keep Changing: Leveraging Cross-Sectional Information in High-Dimensional, High-Turnover Data — International Symposium on Forecasting · Montreal · 2026
Nowcasting Inflation in Brazil Using Web Data — International Symposium on Forecasting · Charlottesville · 2023
Real-Time Forecasting of COVID-19 Cases Across US Regions — International Symposium on Forecasting · Remote · 2020