Pedro N. Rodriguez'- Home page
About me:
In December 2008, I joined the Treasury and
Balance Sheet Strategies Department at Citizens
Financial Group as a Quant.
In my free time, my research interests focus on
the application of advanced statistical techniques
in finance and economics.
In addition to risk management and
return-predictability, I have a growing interest in
stochastic methods and energy finance.
I am also analyzing with a group of
researchers from the Bank of Mexico [among them
my brother Arnulfo] the Mexican pension system.
Two years ago our working paper received the
award from the CONSAR for the second best
research paper. Please visit "consar/2008" for
more information.
This year, using micro data, we are applying
parametric and non-parametric analysis to
understand and predict the inflation expectations
of households in Mexico.
Balance Sheet Strategies Department at Citizens
Financial Group as a Quant.
In my free time, my research interests focus on
the application of advanced statistical techniques
in finance and economics.
In addition to risk management and
return-predictability, I have a growing interest in
stochastic methods and energy finance.
I am also analyzing with a group of
researchers from the Bank of Mexico [among them
my brother Arnulfo] the Mexican pension system.
Two years ago our working paper received the
award from the CONSAR for the second best
research paper. Please visit "consar/2008" for
more information.
This year, using micro data, we are applying
parametric and non-parametric analysis to
understand and predict the inflation expectations
of households in Mexico.
Pedro N. Rodriguez
Welcome to my home page!
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