Academic & Professional Background

Academic Background

PhD in Statistics & Applied Probability | University of California, Santa Barbara (Expected 2026)

  • Dissertation: Perspectives on Statistical Limit Order Book Modeling
  • Committee: Gareth W. Peters (Co-chair); Ruimeng Hu (Co-chair); Michael Ludkovski
  • Concentration: Financial Mathematics & Statistics

MA in Statistics | University of California, Santa Barbara (2025)

  • Relevant Coursework: Advanced Financial Modeling, Stochastic Control, Functional Analysis, Statistical Machine Learning, Mathematical Statistics

MSc in Actuarial Science & Finance | Universidad Nacional de Colombia (2020)

  • Relevant Coursework: Stochastic Analysis, Option Pricing Theory, Risk Theory, Generalized and Multilevel Linear Models

BSc in Mathematics (Hons.) | Universidad Nacional de Colombia (2019)

  • Relevant Coursework: Partial Differential Equations, Real Analysis, Topology, Abstract Algebra, Numerical Analysis

BSc in Statistics (Hons.) | Universidad Nacional de Colombia (2017)

  • Relevant Coursework: Time Series, Linear Regression Analysis, Spatial Statistics, Stochastic Processes

Research & Industry Experience

Graduate Research Assistant | University of California, Santa Barbara (Jun. 2024 – Sept. 2024; Jun. 2025 – Sept. 2025)

  • Designed a two-time-scale transfer learning framework to forecast micro-returns using features derived from the limit order book (LOB): CNN-LSTM backbone; ARMAX-GARCH adapter; adaptive LASSO updates.
  • Engineered LOB reconstruction; implemented market replay and a market simulation framework; versioned experiments and pipelines.

Research Associate | Santa Barbara Actuaries Inc. (Jun. 2022 – Jul. 2022; Jun. 2023 – Aug. 2023)

  • Modeled enrollment-benefit relationships in Medicare Advantage using CMS public data; quantified associations across plans and geographies.
  • Measured market share concentration across states and carriers.

Graduate Research Assistant (ESdRAS) | University of California, Santa Barbara (Sept. 2020 – Jun. 2021)

  • Mapped claims for 19M enrollees to 255 diagnosis categories; engineered cohort/cost aggregates and quality-control checks.
  • Scoped a condition-based risk-adjustment model and budget-projection methodology; defined features, validation, and success metrics.
  • Produced executive briefings for the Ministry of Health (Colombia), Colombian Association of Financial Institutions (ANIF), and UnitedHealth Group.

Professional Contractor | Secretariat of Health, Bogotá, Colombia (Mar. 2020 – Sept. 2020)

  • Implemented a city-level SARS-CoV-2 transmission model; ran scenario analyses to inform response planning and capacity triggers.
  • Maintained effective reproduction number, incidence, and short-term projections for 20 districts; forecast ICU occupancy and validated against realized utilization.

Academic Appointments

Instructor | University of California, Santa Barbara

  • Course: Linear Regression Analysis

Teaching Assistant | University of California, Santa Barbara

  • Relevant Courses: Risk Theory, Applied Stochastic Processes, Mathematical Finance, Probability Theory and Stochastic Processes