Ph.D. in Mathematics who holds four years of working experience as Quantitative Analyst in corporate and investment banking. Trained in the modelling, development and implementation of analytical tools for valuation, calibration and hedging of financial derivatives, as well as XVAs for different kinds of underlying assets.
My main professional goals are Quant oriented:
- Enhance my knowledge on mathematical results applied to financial modelling such as stochastic calculus and numerical methods
- Improve my programming skills in C++, Python, R and other useful languages
- Stay in tune with financial news and discuss the implications with my peers and colleagues
I studied a Bachelor degree in Actuarial Science, later a Masters degree in Mathematics focused on Probability and Finance. After almost four years working as a CVA Quant, I started my PhD in Mathematics stuyding
Santoyo Cano, A., & Uribe Bravo, G. (2023). A Meyer-Itô formula for stable processes via fractional calculus. Fractional Calculus and Applied Analysis, 26(2), 619-650.