About

Bruno Luis Barbosa Cavalcante

I am a Quant focused on credit risk, pricing and causal machine learning, with experience building and deploying models that directly impact financial decision-making.

At Pan (BTG Group), I develop and productionize causal ML models to estimate interest-rate elasticities and heterogeneous treatment effects, used in production for pricing and credit decisions across large-scale portfolios.

My work combines econometrics, forecasting and machine learning, with a strong focus on scalability, model performance and business impact.

I also lecture graduate-level courses in forecasting and machine learning at FGV-EESP, where I teach production-level forecasting systems and large-scale time series modeling.

I contributed to the Portuguese translation of Forecasting: Principles and Practice (Hyndman & Athanasopoulos).