I hold a BSc in Physics from the University of Granada and an MSc in Specialized Economic Analysis (Macroeconomic Policy and Financial Markets Program) from the Barcelona School of Economics.
I build quantitative models and research software for macroeconomics, financial markets and energy systems. My recent work also includes LLM agent orchestration and automated analysis of SEC filings.
Based in Spain · EU citizen
Options application with Black-Scholes pricing and Greeks, implied-volatility solving, exact multi-leg payoff analysis, scenario grids, synthetic market data and experimental read-only IBKR support.
Walk-forward study of equity news-sentiment signals with point-in-time features, training-only parameter selection, explicit execution timing, transaction costs and leakage checks.
A 29-state mixed-frequency dynamic factor model in MATLAB using Kalman filtering and pseudo-out-of-sample evaluation against persistence and AR benchmarks.
Synthetic Control and Local Projection Difference-in-Differences analysis of sovereign yields and inflation around Bulgaria's euro-area accession.
Julia agent-based model combining energy dispatch optimisation, investment and financing decisions, and policy scenarios.
Programming: Python, C++, Julia, MATLAB and SQL
Methods: time series, econometrics, causal inference, machine learning, Monte Carlo, numerical optimisation, derivatives analytics and model validation
Software and AI: FastAPI, Next.js, LLM orchestration and evaluation, automated testing