CV

Education

• [2021 - 2025] PhD in Mathematical Sciences
  • Queen Mary University of London, England, UK.
  • Title: Adaptive, robust, and scalable Bayesian filtering for online learning.
  • Supervised by Dr. Kevin P. Murphy and Dr. Alexander Y. Shestopaloff
• [2020 - 2021] MSc in Mathematics
  • Queen Mary University of London, England, UK.
  • Grade: Distinction

Work experience

• [2022, 2023, 2024] Man AHL, London. Summer intern: Quantitative researcher
  • Summer 2024: validation and calibration of the internal risk model.
  • Summer 2023: create systematic trading strategies that adapt to non-stationary financial time series.
  • Summer 2022: create low-frequency trading strategies by leveraging high-frequency data using Bayesian machine learning techniques.
• [2021] Google Summer of code
  • Google Summer of Code (GSoC) project for the Tensorflow team to convert Matlab machine learning algorithms to Python using Jax. The project was supervised by Kevin P. Murphy and Mahmoud Soliman.

Academic positions

• [2021] Queen Mary University of London, England, UK. Teaching assistant
  • “Introduction to Machine Learning”

Awards and scholarships

• [2021] Engineering and Physical Sciences Research Council (EPSRC) studentship for PhD studies.
• [2020] Scholarship for graduate studies at Queen Mary University of London, awarded by CONACyT.