Ph.D., financial economics, New York University; Master in Economics, Getulio Vargas Foundation, Brazil; B.Sc., physics, Federal University of Pernambuco, Brazil
Summary of Experience
Dr. Neri has worked on a variety of matters involving securities fraud and general damages calculations. His securities experience includes cases involving the evaluation of investments in structured product derivatives, as well as the assessment of stock price impact of alleged misrepresentations by publicly traded companies during earnings announcements in 10b-5 class actions. Dr. Neri has also assisted government agencies with investigating potential manipulations in stock prices and in the commodities and futures markets by high-frequency traders, proprietary trading firms, and hedge funds. His antitrust experience includes a high-profile class action matter where he investigated alleged manipulation in exchange-traded LIBOR-based derivatives. Dr. Neri has extensive experience analyzing massive datasets with transaction-by-transaction information, estimating market price impact of large trades, performing event studies, and developing but-for scenarios for investment strategies of hedge funds and trust accounts. Prior to joining Analysis Group, he worked in quantitative trading in the financial industry.