DATA SCIENTIST &
Italian - Uruguayan.
I currently work as a Data Scientist and have experience as a Quantitative Risk Analyst modeling and analyzing financial data. I use R, Python, SQL Server and Git, and previously, Matlab and Stata. I hold a Ph.D. specialized in econometrics, with graduate educa- tion in mathematics, during which I conducted Monte Carlo simulations with parallel computing and developed estimators for high- frequency financial data. Before that, as an economist, I worked with macroeconomic time-series, as well as with different national- level panel data sets on education economics and health economics problems within policy impact analysis.
I have many years of teaching experience, and I have deeply enjoyed presenting and explaining models, discussing, and finding new ways to communicate and explain ideas in a simple manner. I also take pleasure from interdisciplinary and challenging work environments with creative people. I am highly-analytical, detail-oriented, curious, and a problem solver, and I would love to keep on developing in data science. I am planning on certificating in AWS Cloud Practitioner, and in the long-term future, expanding my skills to Apache Spark.
MY KNOWLEDGE & TOOLBOX
R - Rstudio
Python - PyCharm
AWS Cloud Practitioner Certificated - Expected
A PEAK ON SOME OF MY FREE TIME. SEE MORE >
I worked until October in anti financial crime models within the AI, Monitoring & Surveillance Models Validation Team at Model Risk Management & Control at UBS. I was running transaction models validation projects, which included performing assessments of the models, its documentation, and underlying data sets, as well as making presentations and organizing meetings. I worked with Python, Jupyter, and Oracle databases, and interacted with different internal stakeholders.
QUANTITATIVE RISK ANALYST
I have implemented dimension reduction techniques, clustering algorithms, and option pricing models, using data sets of millions of rows. Tasks include fetching data from the SQL Server, assembling data sets, inspection, analysis, modeling, documenting, elaborating automatic reporting, data visualization and presentations.
RESEARCHER & TEACHER
Aarhus University, Denmark
I was affiliated with the Center for Research in Econometric Analysis of Time-Series (CREATES) where I researched on parametric and non-parametric estimators, conducted simulations, and analysed the TAQ dataset of the NYSE. I gave tutorials on modeling with linear regression, dependent variables, ordered response, censored data, truncated samples, selection, static and dynamic panel data, and stationary and non-stationary time-series estimation and forecasting. I also took my graduate courses in Measure Theory, Real Analysis and Probability, Probability Theory, Markov Chains, Mathematical Analysis, Advanced Financial Econometrics, High-Frequency Econometrics, and Modelling and Forecasting Volatility.
RESEARCHER & TEACHER ASSISTANT
UdelaR & UM Universities, Uruguay
I conducted research on policy impact analysis within economics of education using a few waves of a national panel data set, and I did research assistance on behavioural experiments and macroeconomics data sets running preliminary analysis. During these years, I also taught introductory micro and macroeconomics for undergraduates. Along 2011-2013, I took graduate courses on game theory, contract theory, panel data and time series econometrics, and mathematics. I later continued my graduate training with courses at the Department of Mathematics in Denmark during my Ph.D.
Cinve & Deloitte, Uruguay
I worked at Cinve analyzing health economics national data sets, writing reports, and meeting with managers and technical staff of the health care providers for assessing in the implementation of a national reform of the health system. At Deloitte, I worked as a junior analyst updating international finance data sets writing periodical analysis and reports.