Economist and historian of the Universidad de los Andes, Master in Economics of the same university. He has served as a professor in the University of Microeconomics 2, Microeconomics 3, and continuing education courses focused on risk quantification and portfolio optimization. In addition, he was a research assistant at the Center for Economic Development Studies – CEDE -. He currently works as a Researcher in the area of Financial Mathematics in Quantil where he is dedicated to the design, development and implementation of mathematical models seeking the management and quantification of risk in the real and public sector.
He has extensive experience in portfolio analysis, risk coverage and algorithmic trading models, and time series analysis. He has participated in projects with Ecopetrol, Fiduoccidente, Homecenter, and Scotia that require the projection and simulation of different risk factors for risk quantification and risk management using different coverage strategies. Knowledge of different Machine Learning algorithms: text mining, neural networks and classification models focused on algorithmic trading models that predict the direction of returns of the S&P 500 based on the feelings of investors. Advanced mastery of Python and R programming languages.