jugular Trujillo
@jugulartrujillo
Quantitative Researcher translating mathematics into portfolio optimization and predictive modeling strategies.
What I'm looking for
I’m a Quantitative Researcher with a mathematician’s foundation, focused on formulating, empirically validating, and implementing quantitative strategies—especially portfolio optimization models.
Across my roles, I’ve worked on quantitative equity strategies development (fundamentals and machine learning), quantitative model validation, and producing clear model documentation. I aim to turn rigorous analysis into strategies that hold up in practice.
My work spans the full modeling cycle: from validating assumptions to optimizing implementations, using tools and methods like Scala, statistics, and convex optimization. I also apply predictive modeling approaches informed by my ML research.
I bring a strong competition and research mindset, with a proven track record across mathematics (Putnam), trading (IMC top 1%), and ML research (two Kaggle medals). I’m energized by problems where careful reasoning and measurable performance matter.
Experience
Work history, roles, and key accomplishments
Quantitative Researcher and consultant at Pentech Ltd., applying quantitative research to portfolio optimization models.
Contractor at Citi supporting quantitative work from Apr 2022 to Sep 2023.
• Quantitative Equity Strategies Development (Fundamentals, Machine Learning)
• Quantitative Model Validation
• Reading and writing model documentation
• Tested and replicated rating, exposure, and stress credit models using mostly R programming and MS Excel
• Prepared model tests in R
Credit Risk Methodology
UBS
Nov 2017 - Feb 2018 (3 months)
Credit Risk Methodology team member at UBS, providing model sensitivities and updating parameters for regulatory reports.
• Provided model sensitivities and updated parameters for regulatory reports.
• Made automatizing scripts in R
Education
Degrees, certifications, and relevant coursework
Ukrainian Physics Mathematics lyceum Kyiv national Taras Shevchenko University
Jagiellonian University
Master's degree, Financial Mathematics
2017 - 2019
Jagiellonian University
Bachelor's degree, Financial Mathematics
2015 - 2017
Taras Shevchenko National University of Kyiv
Bachelor's degree, Applied Mathematics
2012 - 2015
Ukrainian Physics Mathematics Lyceum
Studied at Ukrainian Physics Mathematics Lyceum affiliated with Taras Shevchenko National University of Kyiv.
Tech stack
Software and tools used professionally
Availability
Location
Authorized to work in
Job categories
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