💼 Work experience

Professor

Instituto Tecnológico Autónomo de México (ITAM), Mexico City, Mexico – (Oct 2019 - June 2020)

• Professor for a diploma in data science and machine learning applied to finance. The courses I taught covered several topics in python programming, linear algebra, probability and statistics.

Economic Data Analyst

Bloomberg L.P., Mexico City, Mexico – (Aug 2015 - Aug 2017)

• I automated data acquisition processes for obtaining macroeconomic statistics of Latin America countries.

• Work closely with news team for creating press notes related to economic data.

• Implemented data validation processes for ensuring data consistency.

Stock Indexes Analyst

Mexican Stock Exchange, Mexico City, Mexico – (Jul 2013 - Feb 2015)

• I was in charge of the maintaining of all stock indexes property of the Mexican Stock Exchange, including the Índice de Precios y Cotizaciones (Price and Quotations Index, Bloomberg: MEXBOL).

• I automated subprocesses needed to select the constituents of each stock index.

• Implemented a Matlab code for performing the optimization process of the Bursa Optimo Index (S&P/BMV Bursa Optimo Index)

Teacher Assistant

Universidad Nacional Autónoma de México (UNAM), Mexico City, Mexico – (Aug 2012 - Jun 2013)

• Teachr assistant for two courses in risky theory for advanced undergraduate students. The material from this courses included the following topics:
  • Ruin process and ruin probabilities (focus on compound Poisson process)
  • Principles for establishing the premium of an insurance.
  • Risk measures (VaR, CVaR, TVaR).

🎓 Education

PhD Candidate in Computer Science

Uncertainty in Artificial Intelligence, Eindhoven University of Technology, Eindhoven, The Netherlands - (Nov 2020 - current)

Currently exploring topics related uncertainty quantitification in generative models, including but not limited to:

• Bayesian probability.

• Dempster-Shafer theory.

• Imprecise probabilities

Mainly working with Probabilistic Circuits

Master's Degree in Computer Science

Computer Research Center, Instituto Polítecnico Nacional (IPN), Mexico City, Mexico - (Aug 2017 - Nov 2019)

In my master’s I was part of the Artificial Intelligence Laboratory.

Thesis: Automated learning of trading rules for the stock market

Bachelor's Degree in Actuarial Science

Faculty of Sciences, Universidad Nacional Autónoma de México (UNAM), Mexico City, Mexico - (Aug 2008 - Jul 2012)

During my bachelor’s studies I focused on financial derivatives theory.

Thesis: Merton's jump diffusion model for pricing european options: A martingale approach.

🛠️ Skills and tools

Python

I have several years of working experience with mainstream packages used in machine learning and data science such as

• Tensorflow 2.0

• Pytorch

• Numpy

• Scipy

• Scikit-learn

• Pandas

R

Working experience with the tidyverse collection of packages for data science.

Other tools and programming languages

• C++14/17

• SQL

• Git

• Linux

• Excel

• Bloomberg terminal

• VBA

📜Certifications

Deeplearning.AI

Tensorflow in practice specialization (Certificate)

This specialization comprehends the following courses:

• Introduction to TensorFlow for Artificial Intelligence, Machine Learning, and Deep Learning.

• Convolutional Neural Networks in TensorFlow.

• Natural Language Processing in TensorFlow.

• Sequences, Time Series and Prediction

John Hopkins University

• The R Programming Environment (Certificate)

• Advanced R Programming (Certificate)

• Building R Packages (Certificate)

📰Publications

• Beyond tree-shaped credal probabilistic circuits (International Journal of Approximate Reasoning - Oct 2023)

• Portfolio Optimization via Credal Probabilistic Circuits (ICAIF '23: Proceedings of the Fourth ACM International Conference on AI in Finance - Nov 2023)

📝Writing

• De-noising images with Markov Random Fields and iterated conditional modes technique with python

• Bayesian Portfolio Optimization a use case for RStan

• Implementing Evidence Lower Bound maximization from scratch using base R.

• The rationale behind price indices and inflation adjusted prices

👨‍🏫 Teaching

• Module 2 for Diploma in Data Science and Machine Learning Applied to Finance - ITAM (April 2020 - Spanish)

• Introduction to python programming applied to quantitative finance - ITAM (April - June 2020 Spanish)