Experience

Professional experience

Economist + Quantitative Researcher, Citi
Irving, Texas · July 2025–present

Enterprise scenario design linking macroeconomic, market and sector developments to risk themes, for strategic planning, stress testing, capital adequacy and reserve estimation. Assessment of scenario adequacy, sensitivity and robustness, and Python-based tools for scenario development and governance.

Independent Quantitative Researcher
Washington, DC · 2023–2025

Research on global growth forecasting, agribusiness trade and poverty vulnerability, including the 2025 Empirical Economics article on density forecasts.

Sr. Quantitative Researcher + Model Validator, Wells Fargo
McLean, Virginia · November 2021–November 2023

Validation of deposit and overdraft-fee models, with sensitivity analysis and statistical testing; performance-monitoring frameworks for regulatory capital stress testing (CCAR); mentoring of junior validators.

Risk Officer + Model Validator, The World Bank, Market and Counterparty Risk Department
Washington, DC · March 2020–March 2021

Validation of Current Expected Credit Loss (CECL) models; monitoring of value at risk and economic capital; model governance aligned with SR 11-7.

Economist + Quantitative Researcher, The World Bank, Development Economics Vice-Presidency
Washington, DC and Kuala Lumpur · March 2013–March 2020

Research papers and policy briefs on growth, poverty, trade and uncertainty; Bayesian cross-entropy forecasting methods; CGE and long-term growth modeling, including contributions to the Long Term Growth Model.

Graduate Research and Teaching Assistant, Texas A&M University
College Station, Texas · 2008–2012

Forecast evaluation with probabilistic scoring rules and calibration; crop demand elasticities with the almost ideal demand system; a sector model of climate impacts on Mexican agriculture; teaching assistant for Bruce A. McCarl’s mathematical programming course.

Earlier career, Mexico
2003–2008

Risk Officer for hazardous-materials transport regulation, Secretaría de Comunicaciones y Transportes; teaching assistant in advanced econometrics, El Colegio de México; process engineer, Instituto Mexicano del Petróleo.

Education

Ph.D., Applied and Agricultural Economics, Texas A&M University, 2013

Graduate Certificate, Applied Statistics, Texas A&M University, 2012

M.A., Economics, El Colegio de México, 2006

B.S. (Eng.), Chemical Engineering, Universidad Nacional Autónoma de México (UNAM), 2003

Certificates, honors and affiliations

PRMIA, Enterprise Model Risk Management (2021)

PRMIA, ERM 2.0: Capital Planning, Stress Testing and Scenario Analysis (2020)

World Bank CRO Vice-Presidency, Finance Partners Performance Award (2020)

World Bank DEC Vice-Presidency, Team Award (2016)

Member, American Economic Association

Methods and tools

Econometrics; time-series and panel methods; probabilistic and density forecasting; Bayesian and cross-entropy estimation; Monte Carlo simulation; optimization; CGE modeling.

Python, R, Stata, MATLAB, SAS, SQL, GAMS. Languages: Spanish (native), English.

From research to practice

My career has followed one question across two settings: how to forecast economic outcomes honestly, with their full range of uncertainty. At the World Bank I developed methods to assign probability distributions to growth and poverty projections. In financial risk, the same question appears as stress scenarios and expected credit losses. Each setting sharpens the other: research supplies the methods, and practice tests them against decisions with real consequences.

Views expressed on this site are my own and do not represent those of current or former employers.