Andrés Opazo Email and Phone Number

Finance and Programming Professional with 6+ Years of Experience in Asset Allocation, FX, Rates, Derivatives, and Macro (Chilean & Global).As a Quant Asset Allocation Portfolio Manager, I specialize in optimizing equity, fixed income, and balanced portfolios using both traditional statistical methods and advanced machine learning models. My expertise spans mean-risk optimization, minimum CVaR optimization, max-drawdown optimization, risk budgeting, Black-Litterman models, factor-based optimization, bond portfolio optimization and immunization, as well as advanced techniques such as L1/L2 covariance regularization, hierarchical clustering, nested clusters, and network optimization. Additionally, I integrate various other quantitative methods to deliver comprehensive and effective portfolio strategies.Programming Proficiency:Python: Skilled in module development, Flask for application deployment, virtual environment, web scraping with BeautifulSoup, quantitative modeling (financial metrics, risk metrics, time series decomposition, backtesting, portfolio analysis), machine learning with TensorFlow and PyTorch, and workflow/reporting automation.JavaScript: Fullstack JavaScript development with React and Node.js, alongside expertise in HTML, CSS, and Bootstrap for responsive front-end design.Driven by a tech-forward, data-driven approach, I excel at creating innovative solutions and actionable insights for business cases, merging finance with technology to solve complex challenges.