At Bank of America Securities, I developed Python models to explain or predict Latin American macroeconomic and market variables for institutional clients.
Earlier, as a Global Quantitative Investment Strategy Research Summer Associate, I implemented a Python and SQL gradient-boosted decision tree model to estimate security-level liquidity premiums in the US High Yield credit market.
At Banco Santander Mexico, I structured tailored fixed-income and FX solutions using OTC derivatives. I also built VBA solutions for derivatives valuation and regulatory capital calculations.
More recently, I collaborated on agentic AI workflows for healthcare and pharmaceutical data solutions at ZS, and evaluated AI model outputs at DataAnnotation. My projects include machine learning pipelines for psychiatric EEG data and transformer-based volatility forecasts.
