He studied conducting under Hans Swarowsky and Reinhold Schmid in Vienna and under Leonard Bernstein and Seiji Ozawa in Tanglewood.
He was music director and chief conductor of the (Osesp) from 1997 to 2008. He is the Artistic Director of the Municipal Theatre of São Paulo since January 2013. Neschling has been music director of Teatro Nacional de São Carlos in Lisbon, Sankt Gallen Theater in Switzerland, Teatro Massimo in Palermo and the Bordeaux Opera, and assistant conductor at the Vienna Opera.
He has also been invited conductor at the London Symphony, Accademia Nazionale di Santa Cecilia in Rome, Tonhalle Orchestra in Zurich, and the British Broadcasting Corporation Symphony Orchestra in London.
He also organized tournées that took the orchestra to play for instance at the Avery Fisher Hall in New York and at the Musikverein in Vienna. Under his request, the great hall of the old Júlio Prestes train station was renovated and turned into Sala São Paulo, a modern concert hall and the home of OSESP. Sala São Paulo was opened in 1999.
He has been member of the Brazilian Academy of Music since 2003 and lives in São Paulo Paulo.
Married Ana Caram; 1 child, Pedro Henrique Dos Santos.