Sergio holds a BSc in Mathematics, providing the rigorous foundation critical to quantitative finance. His professional experience ranges from the pricing of financial derivatives to data-analytics and the auditing of machine learning models in financial contexts. At Quantil, he developed the pricing analysis of OTC products offered to Quantil's clients, including USD-COP DCDs. His experience in pricing is also backed academically through graduate courses such as Financial Derivatives, which covered the pricing of vanilla products, credit derivatives, and HJM pricing of interest rate derivatives. His success in the course led him to become the TA afterwards. His Bachelor's concluded with a thesis on the application of Gamma-Constrained Super-Replication on Forward Start Options. Sergio is interested in the intersection of mathematical results and tangible results, which leads him to code most of his ideas. Upon graduation, Sergio is interested in pursuing roles that allow him to delve into market pricing of derivatives such as S&T and quant strats/trading.
