I am a quantitative researcher at Citadel Securities in London. I develop alpha signals for options by analyzing high-frequency data and using machine learning algorithms.

Before I developed state-of-the-art machine learning algorithms for multilingual speech recognition at Microsoft in Bellevue, WA. These algorithms were implemented in different producs such as Skype, Teams and Cortana.

Previously I was a lead developer for a major redesign of Uber’s pricing system at Uber in San Francisco.

I got my MS and PhD in Operations Research from Cornell University in the US, and BS in Mathematics from the University of Guanajuato in Mexico.