Professional experiences

Mai - September 2017 Laboratoire de Mathématiques et Modélisation d'Évry (LaMME)

Évry, France Research Assistant Intern

Topic: Pricing Options in Affine Volterra Models

Activities:

• Study of affine Volterra models.

• Study of Riccati integral equations associated with Volterra models.

• Implementation of numeral methods to approach the solutions of the Riccati integral equations.

• Pricing options in affine Volterra models.

April - August 2016 Kepler Cheuvreux

Paris, France Quantitative Research Intern

Topic: Quantitative Portfolio Management: Two main Smart Beta Strategies, Minimum Variance and

Maximum Diversification

Activities:

• Implementation in Matlab and backtesting of risk-based portfolio construction strategies (minimum variance and maximum diversification).

• Study of their outperformance relatively to the Stoxx Europe 600 index.

• Analysis of the relationship of the former risk-based portfolios with the standard market risk anomalies (low beta and low correlation factors).

• Study on a stock by stock basis why factor-based strategies outperform the market and relate this question to the fundamental estimation of the earnings on our stock universe

Output

Publication of a Quant note (click here)

February 2014 Mathematical Modeling Center (ModeMat)

May 2015

Quito, Ecuador Research Assistant Intern

Topic: Column Generation Method to address the Duty Scheduling Problem in the Public Transportation

System

Activities:

• Development of mathematical optimization models for the public transportation system.

• Implementation of mathematical models using the C ++ programming language.

• Perform calculation tests with real data.

Outputs:

Undergraduate final desertion, available in the university's repository (click here)

ModeMat's technical report (click here)

Teaching experiences

2020-20201 Université d'Évry Val D'Essonne

Évry, France Introduction to financial mathematics, Statistics, Analysis and Probability (TD)

2019-2020 Université d'Évry Val D'Essonne

Évry, France Probability (TD)

2018 October Summer School of Probability and Statistics at Universidad San Francisco de Quito

Quito, Ecuador Stochastic Processes

2017-2018 Université d'Évry Val D'Essonne

Évry, France Algebra and Probability (TD)