Quantitative systems, pricing engines, and production analytics.
I build decision systems that survive contact with reality: stochastic models, forecasting libraries, risk controls, and production pipelines that have to reconcile with messy transactional data, operational constraints, and executive reporting.
My background spans chemical engineering, applied mathematics, data science, optimization, and ML systems. Over the years I have worked across energy, public sector, consulting, mobility, marketplaces, and quantitative finance, always with the same bias: model the system carefully, respect the constraints, and make the result useful in the real world.
What I Work On
- Pricing for complex financial products.
- Forecasting systems with reconciliation, uncertainty bands, and lifecycle modeling.
- Risk analytics, replay systems.
- Production pipelines that combine research code, operational reliability, and executive reporting.
Selected Private Work
Some of the most ambitious work in this repository is intentionally summarized at a high level. Across those projects, the common pattern is large-scale simulation, calibration, forecasting, reconciliation, and production decision support.
Highlights include:
- Monte Carlo pricing and nonlinear optimization.
- Engineering style: Vectorized NumPy, SQL-heavy analysis, modular libraries, and interactive reporting built for both operators and executives.
Earlier Public Projects
You can still find some of my earlier public-facing work in the portfolio section, including Data Enigma, Trading Enigma, and the EXPO2020 social network analysis project.
I am currently working at FundingPips.
Since 2011, I have been solving problems with applied math techniques in a wide range of industries:
- Oil & Gas (e.g., ODL, HOCOL, OCENSA, Wood, Ecopetrol, CENIT)
- Finance (e.g., Imperial Finance, Rehinged).
- Wealth Management (e.g., Gestores de Inversión).
- Chemicals (e.g., Ineos)
- Industrials (e.g., Argos, Wood).
- Consulting (e.g., DecisionWare, Do-Analytics, Wood).
- Biology (e.g., Biology - Protein Folding (Spanish))
- Chemical Engineering (e.g., Research on Reactive Batch Distillation)
- Retail (e.g., TecnoQuímicas).
- Supply Chain Management (e.g., TecnoQuímicas).
- Marketing (e.g., Mostaza, Iván Duque 2018-2022).
- Agriculture (e.g., Premex, Asimetrix).
- Politics (e.g., Departamento Administrativo de la Presidencia de la República).
- Policymaking (e.g., Departamento Nacional de Planeación).
- Information Technologies (e.g., Globant).
- Trading (e.g., Trading Enigma and iBLOXX Capital AG).
- Automotive (e.g., AlgoDriven).
- Mobility (e.g., AHOY).
I majored in Chemical Engineering (Check my graduate project here! (Spanish)) with a minor in Applied Math at the Universidad de los Andes in Bogotá, Colombia. I also did a Master in Chemical Engineering at the same University (Check my thesis here! (Spanish)) I worked as a Process Engineer for about 4 years, and then I made a career change as a full-time Data Scientist.