Carnegie Mellon University

Francisco Rosso Alba

Francisco Rosso Alba

Class of 2023

Bio

Francisco graduated from Instituto Tecnologico de Buenos Aires (ITBA) with a degree in Industrial Engineering, a 5-year technical bachelor focused on advanced quantitative methods, statistics, and mathematics. Before graduating, he worked at Movistar in the Finance Department where he performed an economic and financial valuation of most significant investment projects (15MM USD), analyzed stress scenarios and the company´s financial exposure through executing sensitivities to macroeconomic variables and, forecasted company’s CAPEX and IT OPEX for a 3-year timeframe. While working at Telefonica, Francisco pursued a Master in Finance at Universidad de San Andres to keep diving into finance theory and quantitative modelling. For his graduate research thesis, he calculated the LEBAC’s (Argentina’s then most famous bond) yield curve using the Cox Ingersoll and Ross mean-reverting model, applying Montecarlo simulations and quantified the rate risk. In addition, he worked in a time-series econometric research project about the BADLAR (an Argentinian interest rate), which obtained the highest grade among the qualified students in the course. Afterward, Francisco joined JP Morgan Chase & Co, where he was in charge of calculating global performance indicators about key operations related to Investment Banking, automatized data-driven dashboards and analyzed big volumes of data, searching for patterns that have major productivity and cost implications. Before joining the MSCF program, Francisco worked as a Teaching Assistant for the “Production Organization I” course at the Industrial Engineering Department at ITBA. Francisco is particularly interested in Quantitative Research and Data Science.