DIEGO JARA

Ph.D.in Mathematical Finance and M.S. in Mathematics from Carnegie Mellon University, Pittsburgh. Mathematician and Mechanical Engineer from the Universidad de los Andes (Bogotá). He has more than eight years of experience in derivatives markets in investment banks in New York: from 2000 to 2005 he worked at the research desks for plain vanilla derivatives, treasury bonds, and exotic derivatives at Lehman Brothers. From 2006 to 2009 he directed the exotic derivatives desk for Latin America at Deutsche Bank. He worked as a Main Researcher at the Research Unit of Colombia central bank, Banco de la República (2005 and 2006), where he researched topics related to mandatory pension funds in Colombia. He also directed the area of quantitative development of the Division of International Reserves at the same institution. He is a Professor at the Master of Economics of Universidad de los Andes and a member (or former member) of: Board of Directors and Committee of Valuation and Audit of Infovalmer; Board of Directors and Audit Committee of AMV (a self-regulatory organization supporting the capital markets in Colombia); and the investment committees of Correval Global and Fixed Income, Alianza Fiduciaria, Alianza Valores, AFIN, Patrimonio Autónomo Avianca, and Colfondos. He is currently a founding partner and director of Quantil, where he has directed works in the areas of mathematical finance and data mining, such us the development of models for optimal asset selection, risk quantification in the real and financial sectors, the development of a fraud index for standardized tests, the development of a probabilistic model for lawsuits against the State, and the detection of anomalies in large registries of providers and purchasers.

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