At MSCI, I developed quantitative portfolio analytics and validation workflows for institutional multi-asset portfolios, supporting risk modeling across equities, fixed income, derivatives, and alternative investments. My standardized data processing workflows reduced new client portfolio implementation time by up to 50%.
I also improved testing and data quality validation workflows, reducing validation time by 20–30%. Previously, at Banregio, I analyzed credit portfolios and built automated reporting processes that reduced analysis time by up to 15%.
Since January 2024, I’ve lectured in Derivatives and Actuarial Mathematics at Universidad Autonoma de Nuevo Leon. I also developed a Python-based quantitative portfolio analytics platform featuring optimization, risk analysis, performance attribution, and interactive dashboards.
