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Research Interests

• International Finance, Asset Pricing, Market Microstructure and Macro-Finance Modeling.
• Applied Econometrics.

Professional Experience

• 2015 - 2019: Financial Economist, Financial Markets Division, Central Bank of Chile, Chile.
• 2013 - 2015: Associate in Financial Engineering, Allianz Global Investors, Germany.
• 2012 - 2013: Market Risk Control Analyst, Deutsche Zentral-Genossenschaftsbank (DZ Bank), Germany.
• 2007 - 2009: Investment Analyst / Trader (Fixed Income), LarrainVial, Chile.

Education

• 2019 - Exp 1Q2024: PhD in Finance and Econometrics, Warwick Business School, University of Warwick, UK.
• 2009-2011: MSc Quantitative Economics, University of Frankfurt, Germany.
• 2001-2006: BSc and Diploma in Industrial Engineering, Pontificia Universidad Católica, Chile.

Current Research

• Ambiguity, Trading Volume and Liquidity
• Mispricing in Inflation Markets (with Gabor Pinter)
• Asset Prices Around FOMC Meetings
• Analyzing the Economic Outcomes of Peer Effects

Computer Skills

• Programming in Python, Matlab, R, Stata, VBA, Java, C++
• Databases (SQL Server, MySQL, NoSQL, Xenomorph TimeScape)
• Bloomberg Terminal, Bloomberg PORT, Bloomberg FTP Automation.
• Murex Terminal (Risk Control), and Intex (MBS and CDO Cashflow Analytics)
• Experience working with High Frequency TAQ Data (Trade and Quote TICK Data)
• Experience working with MiFID transaction data

Supervisors

• Roman Kozhan and Gyuri Venter