2006 – 2010
Ph.D. MATHEMATICS, University of York (UK)
Thesis: Optimal control of stochastic PDEs in Banach spaces
2003 – 2005
MSc FINANCIAL MATHEMATICS, University of Kaiserslautern (GERMANY)
Thesis: Stochastic target problems and applications in finance
1997 – 2003
BSc MATHEMATICS, Universidad Nacional de Colombia
Thesis: Backward SDE and applications to PDEs (in Spanish).
2012 – PRESENT
Department of Economics, Universidad del Rosario (Colombia)
Associate Professor (2017 – present)
Assistant Professor (2012-2017)
Head of MSc Quantitative Finance (2015 – 2019)
Coordinator Young Researchers Program (since 2024) and Student Research Groups (since 2025)
2011 – 2012
Department of Mathematics, Universidad De Los Andes (Colombia)
Postdoctoral research fellow
2005 – 2006
Department of Mathematics, Universidad Sergio Arboleda (Colombia)
Department of Mathematics, Universidad Nacional de Colombia
Part-time lecturer
Refereeing
Economic Modelling
Finance Research Letters
Applied Mathematical Modelling
Journal of Optimization Theory and Applications
SIAM Journal on Control and Optimization
Editor ODEON (2019 - )
Industry & Consulting Experience
Member of the Academic Committee AMV (since February 2025)
Provided expert insights on professional certifications, financial education, risk management, and market development.
Consultant, Inter-American Development Bank (2024)
Applied quantitative methods and continuous-time heterogeneous-agent models to study the impact of sovereign debt on wealth inequality.
Provided policy recommendations based on dynamic modeling and simulation results.
Instructor for Financial Industry Courses
Designed and delivered specialized training for banking and financial professionals: Ministerio de Hacienda, Cámara de Riesgo Central de Contraparte, Bancolombia, Fondo Nacional del Ahorro.
Topics covered: Financial Mathematics, Interest Rate Risk in the Banking Book, Asset-Liability Management.
Precia (2021) Joint project on IBR volatility modeling and risk exposure
Banco De Bogotá (2020) Collaborated with FX trading desk to develop USDCOP option volatility surface models
Bancolombia (2014 – 2015) Joint project with fixed income trading desk on swap and credit spread modeling
JANSSEN-CILAG S.A. (2013) Actuarial consulting for risk-sharing schemes
Professional affiliations and other activities
Latin-American Society of Actuarial Sciences and Quantitative Finance (2019 - 2024)
Member of the Colombian Actuarial Society (since 2015)
Bloomberg University Premium Training (2014, 2016, 2025)