Antonio Ortiz Email & Phone Number

United States

United States

Chicago, Illinois, United States

• Worked in the US interest rates desk; improved backtesting accuracy and wrote operational scripts• Analyzed CME tick data and built a statistical model to identify likelihood of higher latencies in orders• Optimized order sizing in various interest rate markets

Aguadilla, Puerto Rico

• Worked alongside a senior trader on the Electric Reliability Council of Texas (ERCOT) power market in assessing trends, interpreting data, and providing tools to improve the desk.• Created margin models for the PJM financial transmission rights (FTR) portfolio to be able to accurately predict margin requirements months in advance.• Identified opportunities in the market to capitalize on the differential between the price of electricity and the cost of the natural gas used to produce it, commonly referred to as the spark spread. Backtested these ideas and traded with them in a simulated environment.

City Of Johannesburg, Gauteng, South Africa

• Worked at the Robotics and Autonomous Intelligence Lab (RAIL) at Witwatersrand University• Built a program that interacted with the robot and could play chess successfully by capturing thegame state via a machine learning algorithm, then calculating the best move, and finally sending this command back to the robot.

San Juan, Puerto Rico

• Performed research and wrote documents ranging from public health policy to business strategy and valuation• Worked with agencies at the highest level of the Puerto Rican government such as ASES and the FOMB• Built a model that tracked the change in the QALY in Puerto Rico over a decade• Wrote a research paper on the gasoline market in Puerto Rico• Helped build a defendant’s legal case through the use of data-driven insights

Bachelor'S Degree, Computer Science And Economics

Education record