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Thiago Fauvrelle

Senior Data Scientist, Financial Sector and Market Analysis

Thiago Fauvrelle is a Senior Data Scientist in the Financial Sector and Market Analysis division at the European Stability Mechanism (ESM). Before joining the ESM, he worked as an AI & Data Science Senior Consultant at Deloitte, where he planned and executed projects on data management, analytics, business intelligence and innovation. Prior to this, Thiago worked as a Senior Market Analyst at PwC and as a research associate at the University of Hamburg. His academic credentials include a Ph.D. from Erasmus University Rotterdam in the Netherlands and a Master of Science in Economics from Aix-Marseille University in France.

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My blog entries

Innovation
Financial stability
Preparing for systemic risks-Blog_-5-Image 1540x1027
Financial Sector and Market Analysis
Thiago Fauvrelle
Martin Rohár

Preparing for systemic risks in the age of generative artificial intelligence

Financial markets
The Hidden Web-Image 1540 x 1027
Financial Sector and Market Analysis
Ashley Andrews
Thiago Fauvrelle
Giulia Fusi

The hidden web: How loss-absorbing bonds connect banks and investment funds

My working papers

ESM
WP58
58

Collateral pledgeability and asset manager portfolio choices during redemption waves