Lecturer of Quantitative Methods in Finance and Multi-Asset Portfolio Manager/Head of Asset Allocation
EDUCATION
RESEARCH INTERESTS
Probability
Stochastic Process
Stochastic Control
Stochastic Calculus
Finance
Optimal Execution
Market Microstructure
Derivative Pricing
Portfolio Management
Volatility Modeling
Interest Rate Models
Quantitative Risk Managment
2015 - 2016
Instituto Tecnológico Autónomo de México
Diploma of Economics
Department of Economics
PUBLICATIONS
Application of Stochastic Control in Optimal Execution Algorithms (2018)
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Stochastic Calculus Applied to Mexican fixed income market (2016)
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Thesis Supervisor
Principal Component Analysis applied to Fixed Income Market
Bachelor Thesis of Economics (ITAM)
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Credit Valuation Adjustment
Bachelor Thesis of Actuary (UNAM)
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Credit Valuation Adjustment
Bachelor Thesis of Mathematics (UNAM)
Committee member of Bachelor Thesis
Floating rate fund performance vs Real rate fund performance
Bachelor Thesis (ITAM)
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Machine Learning applied to Equity Market
Bachelor Thesis (UNAM)
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Value-at-Risk to Mexican Peso
Bachelor Thesis (UNAM)
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Credit Scoring Model
Bachelor Thesis (UNAM)
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