LinkedIn Profile Understanding a map is just a tiny part of becoming a sailor. Knowing what to do with it is the important part. I graduated Magna Cum Laude from Universidad de Los Andes with a major in Mathematics, within the top 1% of math graduates over the last five years. Numbers and measurements are my specialty, but in the end, if my three years of experience in financial risk management have taught me something, it is that reality is much more complex. I designed and implemented multiple hedging strategies in Gestión de Riesgo S.A.S. as a financial risk management consultant, most of them are still in use today by the company's clients. Yet after programming multiple backtests and bootstrap/Monte Carlo simulations to model hedging strategies involving derivatives across the agricultural commodity and FX markets, I learned that quantitative models are necessary but insufficient. Holistic approaches are the way to go. Being a financial risk management consultant allowed me to work with producers, exporters, processors, and final consumers of different agricultural commodities. I have seen how this value chain reacts to different events, the hedging strategies that succeeded, and the ones that needed some adjustments. Obstacles not necessarily shown on the map. I am always thrilled to talk about commodity and derivative markets and what quantitative strategies we can build to work with them, whether over a coffee chat, in an online meeting, or after a tennis match. Let’s connect!
