Experience
Quantitative Engineer (Prop Desk)
July 2021 — PresentOrionx (Crypto Exchange) · Santiago, Chile
- ▸Designed and deployed an automated trading system in Python on Kubernetes, scaling administered capital 4x through optimized execution and message queue architecture.
- ▸Engineered 100+ ETL pipelines (Airflow, PySpark) for real-time market data processing, automating discovery of 30+ arbitrage opportunities and reducing data processing time by 80%.
- ▸Built a convex optimization model (CVXPY) for real-time asset allocation, increasing capital utilization from 40% to 95% across the portfolio.
- ▸Implemented an online learning algorithm for dynamic bid/ask estimation, reducing slippage risk by 50% during volatile market conditions.
- ▸Developed triangular arbitrage execution using Bellman-Ford graph traversal, generating $100K/month additional volume at a 67% win rate.
- ▸Shipped mission-critical APIs (FastAPI, Pydantic, SQLModel) that enabled a 3x increase in daily trade volume with full data integrity guarantees.
- ▸Established production-grade CI/CD with MyPy, Pytest, and Pydantic validation, significantly reducing deployment errors.
Quant Developer (Data Science)
March 2019 — June 2020Agrosuper · Chile
- ▸Developed and implemented a random forest ensemble model in Python to predict risk factors in slaughterhouse workers from inertial sensor data, resulting in a classifier with 98% out-of-sample accuracy.
- ▸Measured intervention effectiveness by designing an A/B test experiment, leading to a 30% reduction in worker risk exposure and an 8% reduction in operational time.
- ▸Worked closely with stakeholders to communicate data findings, driving data-driven decision-making across departments.
Data Scientist (Quant)
March 2018 — July 2019Institute for Mathematical Engineering UC · Santiago, Chile
- ▸Developed regression models to forecast agricultural yields, reducing error rates from 20% to 2% and enabling more accurate financial planning.
- ▸Created detailed data visualizations and reports to communicate insights to stakeholders, facilitating data-driven decision-making.
Data Analyst Intern
December 2017 — March 2018Chilean Central Bank · Santiago, Chile
- ▸Conducted statistical analysis on Chilean household debt data, leading to the identication of the top three factors in debt underreporting.
Projects & Portfolio
Algo Trading Engine
Full-stack backtesting + live execution framework with event-driven architecture
Algo Trading Engine
Full-stack backtesting + live execution framework with event-driven architecture
Crypto Market Maker
Automated market-making across CEX/DEX with dynamic spread optimization
Crypto Market Maker
Automated market-making across CEX/DEX with dynamic spread optimization
Portfolio Optimizer
Mean-variance & Black-Litterman models with interactive efficient frontier visualization
Portfolio Optimizer
Mean-variance & Black-Litterman models with interactive efficient frontier visualization
Order Matching Engine
Low-latency limit order book implementation with price-time priority
Order Matching Engine
Low-latency limit order book implementation with price-time priority
Real-Time Data Pipeline
Streaming market data ingestion from 8 exchanges into time-series warehouse
Real-Time Data Pipeline
Streaming market data ingestion from 8 exchanges into time-series warehouse
LATAM FX Dashboard
Interactive visualization of Chilean peso dynamics and carry trade signals
LATAM FX Dashboard
Interactive visualization of Chilean peso dynamics and carry trade signals
Skills & Technologies
Programming Languages
Trading & Markets
Infrastructure
Quantitative
Writing & Research
Market Microstructure in Chilean Equity Markets
Exploring the unique dynamics of the Santiago Exchange — thin order books, pension fund flows, and what it means for systematic strategies.
Building a Sub-Millisecond Order Matching Engine
Lessons from implementing a price-time priority matching engine in Rust, from data structures to kernel bypass networking.
Statistical Arbitrage in Crypto: 2 Years of Live Results
What worked, what didn't, and how market regime changes forced fundamental strategy redesign.
From Ingeniería Matemática to Quant Dev
A Chilean perspective on breaking into quantitative finance without a PhD or an Ivy League degree.
Education
M. Sc. in Engineering (Data Science)
Potificia Universidad Católica de Chile (Santiago, Chile) · 2019-2021
B. Sc. in Engineering (Applied Mathematics)
Pontificia Universidad Católica de Chile (Santiago, Chile) · 2013-2018