Curriculum Vitae (CV)

Short CV:

• Born in Nicaragua

• Civil Engineering degree (Bachelor+Masters equivalent) in Engineering Mathematics at Universidad de Chile

• February 2015,  obtained doctorate (PhD) at the Mathematics Institute of Humboldt-Universität zu Berlin and the Berlin Mathematical School/Research Training Group 1845: "Stochastic analysis with applications in biology, finance and physics."

• From February 2015 Postdoc at the Faculty of Mathematics of the University of Vienna. From January 2016 University Assistant at the Vienna University of Technology, and then from September 2018 until September 2019 University Assistant at the University of Vienna. From October 2019 until January 2021 Assistant Professor at Universiteit Twente. From February 2021 Assistant Professor at Universität Wien, and since June 2025 Associate Professor.

• From January 2022 Editorial Board Member of the Springer journal "Mathematics and Financial Economics" and from January 2025 Editorial Board Member of "ALEA - Latin American Journal of Probability and Mathematical Statistics"

• From 2022 Steering Committee Member of the Austrian Stochastic Days.

• Reviewer for: Probability theory and related fields, Annals of applied probability, Mathematical finance, Duke mathematical journal, Siam journal on control and optimization, Journal of optimization theory and applications, Stochastic processes and applications, Applied mathematics and optimization, Electronic Journal of Probability, Scandinavian Journal of Statistics, Electronic communications in probability, Journal of multivariate analysis, Mathematics and financial economics, Applied Probability Journals, Applied mathematical finance, Journal of industrial and management optimization, Mathematical reviews (Mathscinet).

• FWF (Austrian Science Fund) Grant "Causal Optimal Transport in Mathematical Finance", from WS2023 for 3 years. 

OeNB (Austrian National Bank) Project ``Erkennung atypischer Entwicklungen bei Banken - EATE II,'' together with Mathias Beiglböck, from 11.21 to 12.22.

(Co)supervision Experience:

• Anastasiia Zalashko, PhD Student, University of Vienna. 

• Manuel Eder: PhD Student, University of Vienna.

• Gudmund Pammer, PhD Student, University of Vienna.

• Lorenz Riess: PhD Student, University of Vienna. (presently)

• Giorgia Bifronte:  PhD Student, University of Vienna. (presently)

Teaching Experience:

Teaching at University of Vienna:

• "Advanced Probability Theory" (Summer 2025)

• "Stochastic Analysis" (Winter 2024)

• "Mathematical Finance (continuous-time)" (Summer 2024)

• "Finanzmathematik" (Winter 2023)

• "Mathematical Finance (continuous-time)" (Summer 2023)

• "Finanzmathematik" (Winter 2022)

• "Mathematical Finance (continuous-time)" (Summer 2022)

• "Finanzmathematik" (Winter 2021)

• "Stochastic Mass Transport" (Summer 2021)

Teaching at University of Twente (OLD):

• "Mathematical Statistics" (Fall 2020)

• "Probability Theory for BIT and CS" (Winter 2020)

Teaching at University of Vienna (OLD):

• "Mathematical Finance (continuous-time)" (Summer 2019)

• "Stochastic Analysis" (Winter 2018)

Teaching at Vienna University of Technology (OLD):

• "Theory of Stochastic Processes" (Summer 2016 & 2018)

• "Elements of Stochastics" (Winter 2016 & 2017)

• "Probability Theory and stochastic processes for informatics" (exercises session, Winter 2016 & 2017)

• "Measure Theory I" (Summer 2017, exercises session Summer 2018)

Previously:

• Teaching assistance at Humboldt-Universität zu Berlin: Continuous-time Mathematical Finance.

• Teaching assistance at Universidad de Chile: Probability and Statistics, Multivariate Calculus, Complex Analysis, Functional Analysis, Optimal Control, Stochastic Calculus.

• Teaching assistance at UC Santa Cruz (California): Linear Algebra.

Downloadable CV in pdf format: