CV

Education

• [2021 - 2025] PhD in Mathematical Sciences
  • Queen Mary University of London, UK.
  • Title: Adaptive, robust, and scalable Bayesian filtering for online learning.
  • Supervisors: Kevin P. Murphy and Alexander Y. Shestopaloff
• [2020 - 2021] MSc in Mathematics
  • Queen Mary University of London, UK.
  • Grade: Distinction

Academic positions

• [2025] Visiting PhD student at Oxford-Man Institute
  • University of Oxford, UK.
  • 31 Jan 2025 - 30 Apr 2025
• [2021] Teaching assistant
  • Queen Mary University of London, UK.
  • Course: Introduction to machine learning

Work experience

• [2022, 2023, 2024] Man AHL, London. Summer intern: Quantitative researcher
  • Summer 2024: validation and calibration of the internal risk model.
  • Summer 2023: create systematic trading strategies that adapt to non-stationary financial time series.
  • Summer 2022: create low-frequency trading strategies by leveraging high-frequency data using Bayesian machine learning techniques.
• [2021] Google Summer of code
  • Google Summer of Code (GSoC) project for the Tensorflow team to convert Matlab machine learning algorithms to Python using Jax. The project was supervised by Kevin P. Murphy and Mahmoud Soliman.

Awards and scholarships

• [2021] Engineering and Physical Sciences Research Council (EPSRC) studentship for PhD studies.
• [2020] Scholarship for graduate studies at Queen Mary University of London, awarded by CONACyT.