Caio is Director of Education at FGV EPGE. He completed all his basic training (graduation, master's and doctorate) at PUC-RIO. Graduated (1995) in Computer Engineering, and Master (1998) and PhD (2001) in Electrical Engineering. He completed his postdoctoral training in applied mathematics, with emphasis on models of stochastic volatility and credit risk, at Stanford from 2002 to 2004. He was a two-time director (2006-2010, and 2015-2017) and president (2013- 2015) of the Brazilian Society of Finance, and associate editor of the Journal of Banking and Finance (2011-2017). He is currently associate editor (2015-) of the Journal of Financial Econometrics, associate professor (2012-) at FGV EPGE and visiting professor at Princeton's economics department (Sep. 2017- Sep. 2018).