Mathematician (IPN) working at the intersection of statistical modeling, machine learning and quantitative finance. I build predictive systems for credit, market and liquidity risk, AML/transaction monitoring, and market-regime forecasting — translating regulatory and statistical rigor into tools that actually ship.
- Currently working on risk modeling in Python and SAS with real transactional data
- Deepening into financial engineering: derivatives, FRTB, IFRS 9, portfolio risk
- Ask me about moving from pure math into data science and quant — I did it the long way
- Fun fact: I'm probably the only data scientist who takes math books to the beach
Languages
Data Science & ML
Data, Cloud & Tools
Predictive Modeling of High-Frequency Market Regimes · 2026
Hybrid ensemble for real-time financial decisions on anonymized big data. Feature engineering + PCA feeding a TensorFlow dense network combined with a PyTorch LSTM to capture temporal dependencies and reduce exposure during high-volatility regimes.
Python · TensorFlow · PyTorch · Scikit-Learn · PCA
Real-Time Suspicious Transaction Detection (AML) · 2024–2025
Anomaly detection over anonymized transactions, modeled as a Data Lake plus a risk Data Mart in BigQuery with optimized SQL for feature extraction. Root-cause analysis of false positives drove threshold tuning and typology-level KPIs, surfaced to compliance stakeholders through QuickSight.
BigQuery · Python · SQL · Apache Beam · QuickSight
Automated Credit Scoring & Expected Loss (IFRS 9) · 2025
SAS macros for cleaning, transformation and segmentation of large transactional databases, plus PD and LGD estimation models built for regulatory compliance and faster processing.
SAS Base · SAS/STAT · SAS Macro · SQL
Customer Retention via Survival Analysis · 2025–2026
Churn-pattern model over millions of historical records, estimating the retention curve and isolating key risk factors so the business team could time interventions.
SAS Enterprise Miner · PROC LIFETEST · PROC PHREG
Flight Status Prediction · 2024
Classification model over 60,000+ U.S. flight records predicting delays and cancellations.
Python · Scikit-learn · Pandas · SQL
- B.Sc. Physics and Mathematics — Instituto Politécnico Nacional
- Data Science & Machine Learning Bootcamp — 4Geeks Academy
- GitHub Actions Certification — GitHub (2025–2028)
- Financial Engineering and Risk Management — Columbia / Coursera
- Financial Markets — Yale University / Coursera
- Credit Risk Modeling & Analysis Specialization — EDUCBA / Coursera
- IBM Data Engineering Professional Certificate — in progress
🇲🇽 Spanish (Native) · 🇺🇸 English (C1) · 🇫🇷 French (B1) · 🇷🇺 Russian (A1)
📧 [email protected] · 📍 CDMX, México