CV

Education

Ph.D. in Data-Driven Engineering & Sciences, University of Bristol, 2026 - Present
- Full Scholarship, School of Engineering Mathematics and Technology
- Specialisation: Statistical Learning Theory and Financial Engineering
MSc in Mathematical Finance, University of Warwick, 2025 - 2026
- Warwick Business School merit-based scholarship
- Specialisation: C++, Advanced Probability, Stochastic Calculus, Statistical Learning Theory
MSc in Mathematical Engineering, Universitat Oberta de Catalunya, 2023 - 2025
- Specialisation: Simulation, Differential Equations, Numerical Methods, Machine Learning
- Dissertation: Artificial Neural Networks for Financial Time Series: Forecasts and Loss Functions
MSc in Statistics and Operations Research, Universitat Politècnica de Catalunya, 2022 - 2024
- Scholarships: Santander Master + UB Scholarship and Bosch-Gimpera Foundation Scholarship
- Specialisation: Advanced Probability, Time Series, Statistical Learning, Optimization
- Dissertation: Probabilistic and Statistical Methods for Power Laws in Complex Systems: Applications to Finance
BSc in Economics with Mathematics Minor, Universitat Pompeu Fabra, 2018 - 2022
- Top 10 student in a cohort of more than 100 students
- Advanced Undergraduate Programme at the Barcelona School of Economics to attend MSc modules
- Dissertation: The SABR Model in Financial Practice

Quantitative Researcher, Metron Trading, Spain, July 2024 - November 2025
- Developed arbitrage strategies in Python and Rust for cryptocurrency market-making.
- Built advanced machine learning analysis pipelines to improve trading volume and profitability.
- Engineered optimal execution algorithms to reduce slippage for institutional clients.
- Designed risk management dashboards and models for several trading strategies.
Quantitative Risk Analyst, AI & ML Team, Deloitte S.L., Spain, September 2023 - July 2024
- Calibrated probability of default and early warning mortgage risk models for major Spanish banks.
- Developed reinforcement learning algorithms in Python for debt monitoring and collection.
- Delivered training in quantitative risk modelling and risk analytics for Uruguay’s Central Bank.
Research Intern, Mathematics Research Centre (CRM), Spain, July 2023 - September 2023
- Worked within the Complex Systems Group on statistical modelling for financial markets.
- Applied Extreme Value Theory and power-law modelling to high-frequency market index data.
- Studied connections between complex systems, econophysics and financial market models.

Programming: Python, Rust, C++, R, SAS, SQL
Python libraries: Polars, NumPy, CUDA and related scientific computing tools
C++ tools: QuantLib, Boost, CMake
R tools: Tidyverse, ggplot2, dplyr
Quantitative methods: Stochastic modelling, statistical learning, time series, optimization, financial forecasting, risk management
Languages: Spanish and Catalan native; English proficient; Chinese intermediate and German basic

Member, Nova Talent, 2023 - Present
- Selected as part of a top 3% talent network based on academic performance and professional achievements.
- Participated in workshops with leaders from finance, technology and academia.
President and Founder, Pompeu Research Club, 2021 - 2022
- Led a team of 10 students in advanced mathematical economics research projects.
- Organised high-impact academic and industry events with speakers from leading firms.