About
Finance professional based in Madrid and Mexico City, operating across Mexican, European, and international markets. Track record spanning private equity, multi-family office wealth management, independent consulting, and hands-on Finance & Business Intelligence leadership at a US-based software agency.
I build financial infrastructure from scratch: quantitative models, BI pipelines, multi-entity financial modeling, AR and cash management systems, and AI-powered decision architectures. My technical foundation combines rigorous quantitative training with practical software engineering in Python, SQL, R, and modern LLM tooling.
Track Record
- Finance & BI Manager, Geekbears LLC (2026–Present) — Sole owner of finance and BI function at a California-based software agency, reporting directly to the CEO. Built the analytics stack from scratch (Python, DuckDB, REST APIs across Zoho CRM, Stripe, ClickUp, BambooHR), redesigned AR governance and bonus structures, and manage treasury and debt servicing across multiple facility types.
- Senior Wealth Manager, Wisdom Family Office (2023–2024) — Managed UHNW portfolios exceeding $50M in AUM. Built a proprietary Python-based risk analytics platform (factor decomposition, PCA, Brinson-Fachler attribution) adopted as the firm-wide standard. Structured multi-generational wealth transfer vehicles and led quantitative PE/VC due diligence for the investment committee.
- Private Equity Analyst, EIM Capital (2022) — Executed DCF, trading multiples, and precedent transaction valuations for sustainable energy infrastructure. Built real options models and Monte Carlo simulations. Analyzed energy derivatives on Bloomberg Terminal and supported debt structuring and fundraising.
- Independent Consultant (2024–Present, part-time) — RAG systems and LLM architectures for financial decision support, 3-statement models with Monte Carlo simulations, portfolio optimization frameworks (mean-variance, risk parity, factor-based allocation), and quantitative research pipelines.
What I deliver
- Private Equity & Venture Capital — DCF valuations, LBO modeling, Monte Carlo simulation, real options analysis, sensitivity and scenario testing, capital structure optimization, and investment committee-ready deliverables
- Multi-Family Offices & Wealth Management — Portfolio optimization (mean-variance, risk parity, Black-Litterman), multi-generational wealth structuring (GRATs, CLATs, FLPs), real-time risk monitoring (VaR, CVaR, drawdown, factor decomposition), automated compliance tracking, and tax-loss harvesting
- Corporate Finance & Revenue Operations — FP&A, budgeting, treasury management, AR strategy, debt servicing, bonus structure design, contractor operations, and full finance + technology ecosystem builds from scratch
- Business Intelligence — End-to-end BI pipelines (Python, SQL, DuckDB), multi-system data integration via REST APIs, KPI governance, capacity modeling, anomaly detection, and executive reporting
Quantitative & AI Capabilities
- 3-statement financial models in Python with integrated NWC schedules, Monte Carlo revenue simulations, and automated sensitivity tables
- Portfolio analytics: Brinson-Fachler attribution, rolling correlation, PCA, factor models, VaR/CVaR monitoring
- RAG systems and LLM architectures for financial decision support — retrieval over filings, transcripts, and research notes with structured-extraction workflows
- Quantitative research pipelines: NLP-based document screening, supervised classification, systematic backtesting with transaction-cost assumptions
- BI stacks integrating CRM, payments, time-tracking, and HR systems via REST APIs into unified analytics
- Derivatives pricing: Black-Scholes, Greeks, binomial lattice, volatility surfaces, options strategies (collars, swaptions, spreads)
- Cloud infrastructure on AWS/GCP for scalable financial applications
Markets & Trading Systems
I design systematic trading and capital allocation frameworks tailored to different market regimes, with emphasis on robustness and out-of-sample discipline.
- Regime-based allocation models with volatility targeting and correlation modeling
- Energy and equity derivatives: options spreads, delta hedging, commodity hedging (collars, three-way collars, swaptions)
- Risk-adjusted return optimization with VaR, CVaR, and factor decomposition
- Cross-asset scenario simulations across public and illiquid exposures
- Quantitative backtesting under defined universes, rebalancing frequencies, and transaction-cost assumptions
The goal is not speculation — it's structured adaptability built on disciplined, data-driven execution.
Education & Certifications
B.A. in Financial Management — GPA: 3.5 / 4.0
Instituto Tecnológico Autónomo de México (ITAM), 2018–2023
Academic scholarship (merit-based). Specialized coursework: Stochastic Processes, Derivatives Pricing, Continuous-Time Finance, Portfolio Theory, Time Series Econometrics.
Thesis (in progress): Causal Information Dynamics in Global Financial Markets — cross-market framework (US, Global, Mexico) combining information theory, PCMCI+ causal discovery, and López de Prado's Financial ML stack with an adaptive momentum/mean-reversion trading strategy conditioned on detected information regimes.
- Bloomberg Market Concepts (BMC) Certification
- Private Equity and Venture Capital Certificate
- Professional Options Trading — Advanced (Distinction, 89%)
Location
Based in Madrid, Spain and Mexico City. Operating across Mexican, European, and international markets.