Experience

Full-Stack Software Engineer and Quantitative Analyst

July 2023 - Present

Financial Risk Management and ALM Specialist | Full-Stack Design & Development | Quantitative Consulting

  • Managing multiple custom ALM solution implementations
  • Designing and developing full-stack financial risk management software
  • Providing consulting and quantitative analysis for financial risk projects (interest rate, credit, and liquidity risk)
  • Producing regulatory financial risk reports
  • Implementing and maintaining custom ETL tools and processes for ALM
  • Designing and deploying high-performance solutions for intensive calculations with large-scale data

Associate Consultant

May 2020 - July 2023

Quantitative Analyst and Full-Stack Software Developer

September 2018 - July 2023

ETL and custom installation processes, design, development and implementation in QALM project, a real time critical software tool for data intensive computations applied to asset liability management (ALM). Analysis, processing and modelling of financial data for rate interest and liquidity risks evaluation and regulatory reports generation.

Skills

  • Leadership
  • Teamwork
  • Effective Communication
  • Time Management
  • Critical Thinking
  • Problem Solving

Tools & Technologies

  • Python
  • Java
  • Git
  • C
  • Latex
  • VBS
  • Spark
  • Docker
  • Maven
  • Jenkins
  • JavaScript
  • React

Publications

A generalization of intransitive dice

Madrid · December 2024

A set of dice is intransitive if it contains dice with the property that given a particular die in the set, some dice roll higher more than half the time, but also others roll lower half the time. This means that the relation between the dice "die A beats die B" is not transitive. Obtaining such a set of dice is difficult in general, the structure of these sets is not very intuitive.

Some particular cases have been produced over time, for several number of players and several number of faces in the dice. In this paper, a general expression for a set of intransitive dice of any given size is provided, and the probability of one die rolling higher than other in the set is explicitly computed. This novel general expression is simple yet has some complex symmetries that help understand this beautiful mathematical curiosity.

You can download the paper in this link.

Escuela Politéncica Superior, UAM · July 2020

Final project corresponding to my Master's Degree in ICT Research and Innovation (i2-ICT). A computational analysis on spectral representation (in the domain of frequencies) of several types of gaussian processes within bounded domains. Kernels such as brownian motion, brownian bridge, Ornstein-Uhlenbeck, Radial Basis Function (RBF), Matérn and exponential are studied.

Departamento de Matemáticas, Facultad de Ciencias, UAM · September 2019

Master's Degree in Mathematics and Applications' final project. On regularization of functional data and its embedding in optimal classification rules in the continuous time gaussian process framework.

Final project corresponding to Double Degree on Mathematics and Computer Science. The codification of shape of objects in terms of directional data is addressed, with an application to a real world classification problem. Included in the proceedings of the 27th International Conference on Artificial Neural Networks, ICANN 2018, held in Rhodes, Greece, in October 2018. Part of the Lecture Notes in Computer Science book series (LNCS, volume 11139). Also part of the Theoretical Computer Science and General Issues book sub series (LNTCS, volume 11139)

Courses

Curso de Seguridad de las Tecnologías de la Información y las Comunicaciones (2025)

Centro Criptológico Nacional (CCN) - CNI, España

Training in the fundamentals of cybersecurity and information protection. Includes modules on cryptology, logical security, networks and protocols, perimeter and wireless network security, incident management, system accreditation, and inspection tools.

Duration: ~40h

Practical Aspects of the Finite Element Method (2019)

Facultad de Ciencias, UAM - November 2019

Taught by Prof. Bosco García-Archilla, Chair of Applied Mathematics, University of Seville. Course held within the Numerical Methods module of the Master's Degree in Mathematics and Applications at the Autonomous University of Madrid (UAM).

Duration: ~4h

Advanced Course: Topics in Partial Differential Equations Related to Nonlinear Diffusion (2019)

Facultad de Ciencias, UAM - April 2019

Taught by Prof. Juan Luis Vázquez and organized by Prof. Matteo Bonforte. Focused on advanced analytical methods and qualitative behavior of nonlinear diffusion equations and related PDEs

Duration: ~8h

English Language Immersion Course (2017)

Universidad Internacional Menéndez Pelayo (UIMP) - Cartagena, Spain

Intensive residential English program focused on oral fluency and communication skills development. The course included 40 hours of total immersion with native speakers, group sessions, and individual practice aimed at improving confidence and accuracy in professional and academic contexts.

Duration: ~40h

Projects

A free online platform for preparing Spanish civil service exams (oposiciones). It allows users to take customized tests from different syllabi, track their progress through detailed statistics, and choose among several test modes to adapt to their learning style. New subjects and exam types are continuously being added.

Noise Traffic Light is an app designed to help you monitor the ambient noise level around you. Using your device's microphone, the app detects noise in real time and displays a visual interface that changes color based on the intensity of the sound:

  • Green: Silence or low noise level.
  • Yellow: Moderate noise level.
  • Red: Noise level too high.

Additionally, Noise Traffic Light allows you to adjust detection sensitivity and alarm volume, so you can customize the app to your needs. Ideal for environments where noise control is important, such as offices, study rooms, or even at home. Keep your environment calm and free from disturbing noises!

You can check the official page and download it from Google Play Store.

JavaScript module implementing pseudo-random number generators with the ability to draw samples from a variety of probability distributions. Randlibjs is a powerful numerical JavaScript library designed to provide a wide range of random number distributions efficiently and mathematically correct.

You can check a showcase in the official page and also check the official npm package page.

Access point in Python for the EMT Rest API (Buses and BiciMad). EMT is the public transportation company of Madrid. It allows retrieving relevant service information and live data (waiting times, stop locations, bike and station availability, etc.).

Visit the official Github site of the project.