Chicago, Illinois, United States
Independent researcher and finance professional focused on financial history and market dynamics. Financially literate in major crises and deeply interested in financial instability and macroeconomic shocks. Currently reading Andrew Ross Sorkin's 1929, Manias, Panics, and Crashes and Robert Shiller’s Irrational Exuberance. Will pursue an MSc in Financial Economics to deepen this expertise.
Managing the Risk of RIF portfolio by calculating returns, creating and analyzing reports, and overlooking metrics.
Currently overseeing Fixed Income and Foreign Exchange Portfolios.
With a rich array of Real Estate projects under development, I’m currently being tasked with building financial models for upcoming projects.
Economic Intelligence (Below Risk Management) and currently cooperating with depth economic analysis. Currently gaining high-value learning exposure to the Quant-side of Quantitative Finance and Econometric Analysis (Monte Carlo Simulation) and learning to work with VaR (Value at Risk), and more risk models. Working in Futures and Forwards Analysis within Sugar Markets. In his current Analysis concerning Sugar futures, he integrates Economics of Labor as a future structure variable. He uses Financial Mathematical Models to support his analysis (VaR% and Daily Logarithmic Returns). Subsequently, currently developing a Country Default Rate Database (2013-2024), and adding value by implementing the idea of the integration of Macroeconomic shock variables (Covid19, Fed hikes, commodity collapse) enabling dynamic risk assessment and temporal causality analysis) In addition, he is currently designing a Quantitative Stress Simulation Model to evaluate the impact of systemic financial crises on sugar futures pricing. The model integrates logarithmic transformations and log-log econometric regressions to assess volatility exposure and elasticity under stress scenarios.
Within a high-paced environment, delivered a multi-sector Equity Industry and Sector Research Portfolio focused on Guatemala’s coffee, sugar, and energy industries in the strongest bank in the nation. This work entails a comparative economic analysis of sector-specific fundamentals, labor structures, price dynamics, and global trade positioning. In parallel, conducting an integrated supply and demand assessment across sectors to evaluate market equilibrium conditions, identify structural surpluses or shortages, and articulate Guatemala’s comparative advantage. The research incorporates macroeconomic risk factors, commodity price volatility, and value chain analysis to assess long-term sector competitiveness within both domestic and international contexts.