Dr. Jose Gonzalo Rangel is Executive Director of Analytics at Grupo Financiero Banorte. He leads the quantitative modeling group. Prior to joining Banorte, he worked as a derivatives research strategist at Goldman Sachs focusing on global volatility products. He was also a research economist at the Central Bank of Mexico and a research fellow at the NYU Volatility Institute, where he contributed to develop the Institute’s Volatility Laboratory (Vlab). He holds a Ph.D. in economics from the University of California, San Diego and a bachelor’s honours degree in actuarial mathematics from the National University of Mexico. He specializes in econometric modeling and forecasting. In 2010, he won the Premio Mercados Financieros, top research prize awarded by the Mexican Stock Exchange. His research has been published in leading finance and econometric journals such as the Review of Financial Studies, the Journal of Banking and Finance and the Journal of Business and Economic Statistics.