José Faias holds a PhD in Finance (FE-UNL), a MSc in Statistics and Optimization (FCT-UNL), an MBA (CATÓLICA-LISBON) and a BA ("Licenciatura") in Mathematics - Actuarial Sciences (FCT-UNL). He was a visiting fellow at Harvard University. He has previously taught at FE-UNL and worked in the insurance and investment banking industry. His research interests include empirical asset pricing and econometrics: option pricing, extreme events, regime switching models, international financial markets, risk management, and quantitative portfolio management.

His research interests include empirical asset pricing and econometrics: option pricing, extreme events, regime switching models, international financial markets, risk management, and quantitative portfolio management.