I am a physics graduate with an MSc in Specialized Economic Analysis (Macroeconomic Policy and Financial Markets Program) from the Barcelona School of Economics.
My projects cover quantitative research in macroeconomics, systematic research, derivatives, energy and computational modelling.
Based in Spain · EU citizen
Options application with Black-Scholes pricing and Greeks, implied-volatility solving, exact multi-leg payoff analysis, scenario grids, synthetic market data and experimental read-only IBKR support.
Walk-forward study of equity news-sentiment signals with point-in-time features, training-only parameter selection, explicit execution timing, transaction costs and leakage checks.
A 29-state mixed-frequency dynamic factor model in MATLAB using Kalman filtering and pseudo-out-of-sample evaluation against persistence and AR benchmarks.
Synthetic Control and Local Projection Difference-in-Differences analysis of sovereign yields and inflation around Bulgaria's euro-area accession.
Julia agent-based model combining energy dispatch optimisation, investment and financing decisions, and policy scenarios.
Programming: Python, C++, Julia, MATLAB and SQL
Methods: time series, econometrics, causal inference, machine learning, Monte Carlo, numerical optimisation, derivatives analytics and model validation