Consultant for Tier-1 US software development company.

• Applying Scrum methodologies to software development.
• Working in the frontend team helping with the development of new features for the application.
• Make short presentations about the new features that are available to use to the rest of the team.

Internal Ekumen work.

• Migrate old AngularJS messaging project to React.
• Collaborate by solving bugs in an internal project (React and NodeJS) used for handling holidays, days off and much more.
• Started training as a Project Lead.
• Started creating a Three.JS workshop to be taught to internal employees.

Consultant for Tier-1 US investment bank - Wealth Management Division.

• Testing and documentation for a vendor model that uses deep learning techniques in order to price stocks/ETFs and gain insight into portfolio management investing.
• Weekly discussions with vendor developers and bank side.
• Responsible for creating technical documentation.
• Creation and execution of Benchmarking Analysis, Back testing, Stress Tests and Stability tests, among others.
• Use Python for tasks automation and test creation.
• Engage on model presentations and Weekly discussions with vendor and bank developers.

Quantitative Researcher

• Working in a research and development team for pricing and risk management Equity and Hybrid Exotic financial derivatives using Monte Carlo simulations, mainly using Julia.
• Successfully created a rapidly working prototype by designing the front-end interface using React.js and communicating it to the backend via GraphQL APIs.
• Several microservice infrastructures are being developed in a variety of languages and technologies such as Python and Node.js.
• Responsable for the maintenance and development of the whole Full-Stack infrastracture including Testing and Deployment.

Consultant for Tier-1 US investment bank - Equity and Hybrids Group.

• Pricing and Risk Management of Equity and Hybrid (IR/FX/COMM) exotic financial derivative models for one of the top-three global banks.
• In-scope models covered products of all complexities from simple vanilla to exotics like equity-linked swaptions, range accruals and variance-linked models
• Responsible for creating technical documentation and generating executive summary reports in LaTeX.
• Scrutiny of pricing methodology, model soundness and test suite design.
• Creating and executing calibration, benchmarking, computational performance, hedging, limiting cases, stability and convergence tests using C#. CCAR stress testing and PAA explains.

• MSc. in Physics graduate dissertation: Study of phase transitions of an Ising-type model with spin oriented dependent interaction parameters.

Research Project Collaborator

• Responsible for the development of a library which could determine the possibility of radio emission detections from extensive air showers induced by cosmic rays.
• This work was presented as a poster at the 100 Annual meeting of theArgentine Physics Association (AFA) from 22 to 25 of September 2015 in Villa de Merlo, San Luis, Argentina.
• Technologies used: Mainly C++ and R.

• The work consisted on explaining physical concepts and examples ranging from Classical Mechanics to Electromagnetism and Optics to groups of people or individually.