Education
Ph.D. in Statistics (with honors), September 2007.
Universidad Complutense de Madrid
- Dissertation on Computational Intelligence in Finance.
- Fellowship #170328 from CONACYT for Ph.D. studies.
- Coursework on machine learning, statistical learning, financial time series, investment theory, and Monte Carlo
methods.
- Dissertation advisor: Professor Simon Sosvilla-Rivero.
- Fellowship: CONACYT (Mexico) Fellowship: 2001-2006.
B.A. in Economics (with a Finance Diploma), May 2000.
Monterrey Tech (ITESM)
- Coursework in financial engineering, empirical methods in finance, derivative securities, and econometrics.
- Completed a research on the peso-dollar predictability.
Professional Experience
Citizens Financial Group, Quantitative Analyst, Boston, MA, 2008:12-current.
SunGard Trading and Risk Systems, BancWare, Senior Consultant, Boston, MA, 2007:04-2008:11
RISC Consultores, Analyst, Monterrey, Mexico, 2000:07-2001:01
Harbor Consultores, S.C., Internship, Monterrey, Mexico, 1999:01-1999:06
Conference Presentations
Computational Finance 2004: International Conference on Computational Finance and its
Applications, Bologna, Italy, 21-23 April, 2004.
XII Foro de Finanzas, Barcelona, Spain, 9-10 December, 2004.
European Financial Management Association 2006 Meetings, Madrid, Spain.
Computational Skills
Computer Languages: C++, SQL, and S (the commercial S-Plus and the Open Source R).
Research Interest
The two phases of statistical arbitrage: Scoring and Portfolio Construction.
