💼 Work experience

Quantitative Researcher

Northpool B.V., Leiden, The Netherlands – (Jan. 2025 - current)

Develop and implementation of statistical models to support trading strategies for the European energy market.

Lecturer

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

Lecturer for a diploma program in Data Science and Machine Learning, specifically tailored for finance professionals. My lectures covered topics in Python programming, linear algebra, probability, statistics, and machine learning.

Economic Data Analyst

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

Data analyst of macroeconomic indicators for Latin American countries (mainly Mexico, Colombia, Perú, and Uruguay).

Worked closely with Bloomberg's News team in the writing of press notes based on the analysis of these macroeconomic data.

Stock Indexes Analyst

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

Creation and maintenance of stock indexes owned by the Mexican Stock Exchange, including the Índice de Precios y Cotizaciones (Price and Quotations Index, Bloomberg: MEXBOL).

Teacher Assistant

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

Teaching Assistant for advanced undergraduate courses in risk theory. Main topics covered: Ruin process, risk measures, and insurance premium principles.

🎓 Education

PhD Candidate in Computer Science

Uncertainty in Artificial Intelligence, Eindhoven University of Technology, Eindhoven, The Netherlands - (Nov. 2020 - Nov. 2024)

My research centers on the study of a class of generative probabilistic models called Credal Probabilistic Circuits.

In addition to theoretical advancements for this type of models, I am actively seeking possible applications for them. In particular, I'm interested in their use for finance-related tasks.

Thesis: Credal Probabilistic Circuits: Inference, learning and applications.

Master's Degree in Computer Science

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

Thesis: Automated Learning of Trading Rules for the Mexican Stock Market

Bachelor's Degree in Actuarial Science

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

Thesis: Merton's jump diffusion model for pricing European options. A martingale-based 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

• Pytorch

• Numpy

• Scipy

• Scikit-learn

• Pandas

• PySpark

R

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

Other tools and programming languages

• C++11/14/17/20

• SQL

• Git

• Linux

• Excel

• Bloomberg terminal

• VBA

• AWS

📜Certifications

Deeplearning.AI

Natural Language Processing (Certificate)

This specialization comprehends the following courses:

• Natural Language Processing with Classification and Vector Spaces.

• Natural Language Processing with Probabilistic Models.

• Natural Language Processing with Sequence Models.

• Natural Language Processing with Attention Models.

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)

🖥️ Software

• App for creating clustering and 2D classification datasets

📰Publications

• Dempster-Shafer Credal Probabilistic Circuits (8th International Conference on Belief Functions, 2024)

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

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

📝Writing

• The rationale behind price indices and inflation adjusted prices

• Bayesian Portfolio Optimization a use case for RStan

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

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

👨‍🏫 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)