Diego Jara

Ph.D. in Financial Mathematics and M.S. in Mathematics from Carnegie Mellon University, Pittsburgh, United States. Mathematician and Mechanical Engineer from Los Andes University in Bogotá. He has had more than eight years of derivatives market experience at New York investment banks: from 2000 to 2005 he worked on the research desks, plain vanilla derivatives, treasury bonds and exotic derivatives at Lehman Brothers. From 2006 to 2009 he headed the exotic derivatives desk for Latin America at Deutsche Bank. He was linked to the Banco de la República (2005 and 2006), as Principal Investigator of the Investigation Unit, where he worked in investigations of the investments of the mandatory pension funds in Colombia; He also directed the quantitative development area of ​​the International Reserves Directorate. He is a professor in the Master of Economics at Los Andes University, and is (or has been) an independent member of: the Boards of Directors of Precia, AMV, Legis and ACH; Investment Committees of Colfondos, Correval Global and Renta Fija, Alianza Fiduciaria, Alianza Valores, AFIN, and Patrimonio Autónomo Avianca; risk committees of Colfondos, Alianza Fiduciaria, Alianza Valores, Fiduoccidente and National Guarantee Fund. He was a member of the 2019-2020 Energy Transformation Mission, the 2019 Capital Market Mission and the Commission to review the Minimum Return on Pension Funds in 2013-2014.

He is currently a partner and director of Quantil, where he has directed work in the areas of financial mathematics, and data mining, highlighting the development of optimal selection models of assets for portfolio management, risk quantification in the financial and real sector. , in interest rates, currencies, commodities and stocks, valuation analysis, risk and derivatives operation, and development of transactional algorithms.