Bernardo Reckziegel
Portfolio Manager at Reta Asset
Rio Grande do Sul, Brazil
Summary
👤
Senior🎓
Top SchoolBernardo Reckziegel is a Portfolio Manager with eight years of experience blending econometrics and data science to build robust, research-driven investment solutions. Trained in applied economics and econometrics, he specializes in time series modeling, volatility clustering, dimensionality reduction and machine learning, and is fluent in R with practical MATLAB and Python skills. He has progressed from risk manager and data scientist roles into portfolio leadership at Reta Asset, applying advanced statistical methods to portfolio construction and scenario analysis. Bernardo develops open-source tools in the tidyverse ecosystem—most notably the Copula Entropy-Polling (CEP) package—which generalizes Black-Litterman and enables non-parametric portfolio simulation. Based in Rio Grande do Sul, Brazil, he combines academic rigor with hands-on implementation, often translating novel research ideas into production-ready analytics. He brings a rare mix of financial advisory experience with high-net-worth clients and deep quantitative modeling expertise, useful for both strategic asset allocation and tactical risk management.
8 years of coding experience
5 years of employment as a software developer
Master's in Applied Economics, Econometrics and Quantitative Economics, Master's in Applied Economics, Econometrics and Quantitative Economics at Federal University of Rio Grande do SulBachelor's degree, Economics, Bachelor's degree, Economics at Universidade Federal do Rio Grande do Sul
Portuguese, English
Stackoverflow
1reputation
0reached
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Github Skills (23)
scenarios9
historical9
stock-prediction9
risk-management9
bayesian-inference8
bank8
quandl8
sec7
stock7
statistics7
yahoo7
financial-data7
machine-learning6
trading6
minimum5
Programming languages (2)
Github contributions (5)
Reckziegel/FFP
Jun 2021 - Sep 2022
Stress Test Historical Scenarios with Fully Flexible Probabilities
Contributions:4 releases, 115 commits, 14 PRs in 1 year 4 months
statisticsbayesian-inferencemachine-learningrisk-managementhistorical
Reckziegel/YahooTickers
Oct 2018 - Nov 2021
Download and Model Stock Index Constituents From Yahoo Finance
Contributions:51 commits, 17 PRs, 34 pushes in 3 years 1 month
stock-marketpythonindexfinancial-datatrading
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