Peydró is ICREA Professor at UPF and CREI, Professor at Barcelona School of Economics, Bundesbank Research Professor, CEMFI and CEPR Research Fellow, advisor of Bank of Spain, consultant in the European Central Bank, European Bank Authority and European Investment Bank, independent board member at Institut Català de Finances (ICF), and Member of the Group of Economic Advisers of the European Security Markets Authority (ESMA). He was board member at the European Systemic Risk Board and held visiting positions at Becker-Friedman Institute at Chicago University, MIT, IMF and World Bank. Peydró has had an ERC Consolidator grant until December 2021.  As of December 2021, based on RePEc (Research Papers in Economics, main ranking for academic economists) Peydró is number 5 in the world for economists who finished their PhD in 2005, and, over the last 10 years, number 5 in the European Union and number 1 for economists in Spain or Spanish economists abroad.

Peydró specializes in Finance and Macroeconomics, mainly on banking, financial crises, systemic risk, monetary policy, macroprudential policy, globalization, financial contagion, financial innovation, credit, fintech, networks, capital and liquidity. His recent work analyzes credit/finance and (i) political radicalization, (ii) inequality, (iii) climate risk, (iv) digital economy, (v) negative interest rates, (vi) rise of shadow banks and fintech, (vii) fiscal policy and taxes, (viii) state-owned banks, (ix) financial and production networks and (x) COVID crisis. His reseach has more than 10,000 citations. His research has been published in the top-5 journals in Economics: Econometrica (lead article), American Economic Review and Journal of Political Economy, and in the top-3 journals in Finance (Review of Financial Studies, Journal of Finance, and Journal of Financial Economics). He has also written the book Systemic Risk, Crises and Macroprudential Policy (MIT Press).