Pablo A. Lopez D.
AVP Quant Senior Analyst - Model/Analysis/Validation
AVP Quant Senior Analyst - Model/Analysis/Validation
I am an AVP Quantitative Senior Analyst in the Market Risk team at Citibank, where I develop risk models for securitized products. In my role, I leverage my experience in modeling, advanced mathematics, data science, and simulation to support trading and risk teams across a range of structured credit markets.
My background spans quantum physics, machine learning, and stochastic modeling. I earned my PhD in Physics from the University of Houston in 2024, where I researched thermality and information in conformal systems and quantum foundations. My transition into quantitative finance reflects a deep interest in leveraging my modeling expertise to complex financial systems. I am especially interested applying classical and quantum principles to quantitative research.
In my free time I enjoy playing soccer, reading, hiking, and travelling.
I firmly believe that one should leave the world in a better place than we found it. Feel free to visit my Personal Blog and Activities tabs to learn more about me.
Please feel free to reach out to my LinkedIn if you have any questions or are interested in discussing about projects.
News:
Dec 23rd, 2024, I joined Citibank as a Quant Risk Senior Analyst - Model/Analysis/Validation.
Dec 17th, 2024. New paper published in Physical Review D. Conformal quantum mechanics of causal diamonds: Time evolution, thermality, and instability via path integral functionals.
May 31st, 2024. New paper accepted with early access online in Journal of Physics D: Applied Physics. Magnetization reversal phenomena in thin films presenting stripe domains.
May 2nd, 2024. New paper published in Physical Review D. Entanglement degradation in causal diamonds.
Sep 25th, 2023. New paper published in Journal of Mathematical Physics. Spectral Properties of the Symmetry Generators Conformal Quantum Mechanics: A Path-Integral Approach.
PhD in Quantum Physics (Summa Cum Laude) December 2024
University of Houston / Houston, TX
Master of Science in Physics (Summa Cum Laude) July 2021
University of Houston / Houston, TX
Bachelor of Science in Physics (Magna Cum Laude) June 2015
Universidad San Francisco De Quito / Quito, Ecuador
Demonstrated expertise in model development, physics, advanced math, statistics, and quantitative analysis by completing 5 collaborative research projects between 3 institutions that yielded 4 published papers.
Awarded 8 competitive scholarships and fellowships for academic excellence and research leadership ($50K+).
Proven ability to learn complex topics and thrive in fast-paced environments by completing 6 research projects in different fields: theoretical quantum physics, computational modeling and experimental physics.
Delivered $1M in instructional services to 1,000+ students through 1:1 tutoring, course lectures, and laboratories.
My CMALS Fellowship award was highlighted in the NSM College:
The 2023 Quantum Computing Fall Fest got featured by NSM: