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About me

I am a Senior Economist and Data Scientist, currently working as a consultant at the European Stability Mechanism (ESM) and as an Adjunct Lecturer at ESCP Business School, where I teach courses on AI in Finance.

Previously, I was a Senior Data Scientist at the Bank of Spain in the Financial Information Centre. This involved utilizing AI for tasks like data quality checks, ensuring the accuracy and consistency of critical financial information. Additionally, I was involved in automating processes and streamlining workflows for regulatory professionals, as well as research using AI to develop a "nowcasting" approach to banking risk assessment. My research profile at the bank can be found here.

Prior to that, I was a Machine Learning Researcher at Arcturis Data, with a special emphasis on causal inference. Together with my team, we developed tools to establish causal connections across millions of Electronic Health Record patient data. To do so we used classical tools such as inverse probability weighting, propensity score matching, and dynamic Bayesian networks, as well as more advanced methods such as causal trees and double machine learning.

I obtained my Ph.D. in Economics at the University of Glasgow under the supervision of Michael McMahon. In my thesis, I used Natural Language Processing (NLP) techniques to model a wide range of uncertainty and risk indices — from policy uncertainty for different European countries (in their own language) and political uncertainty in Scotland, to narratives concerning cryptocurrencies. I drew on news and social media data, applying topic modelling, word embeddings, and sentiment analysis. My codes from published papers can be found in the research section, written mainly in Python and R. For more information on recent projects, visit my GitHub.

During my Ph.D. I worked at the European Central Bank (ECB), where I carried out research on how uncertainty propagates over time and connects to the real economy. I have continued to collaborate with the ECB on a consultancy basis and remain active in research with the Adam Smith Business School at the University of Glasgow. If you or your organisation think you can benefit from my skills, please do not hesitate to get in touch.

Finally, I am a strong believer in giving back to society. To this end, I am an active mentor at the Society of Women Coders, a nonprofit that conducts free coding, digital literacy, and leadership training for young girls in developing countries.