The program aims to introduce the necessary tools for the development of data science in a financial environment. At the end of the program, the participant will be able to use tools that allow them to analyze, manipulate, understand and represent data; likewise, the necessary theoretical and programming bases will be acquired both to understand artificial intelligence models, as well as to apply the optimal model given a given problem.

Syllabus: -Overview of Equity Markets-Introduction to Industry and Company Analysis-Equity Valuation: Concepts and Basic Tools-Portfolio Management: An Overview-Portfolio Risk and Return:-Equity Investment Algorithms-Cost of Capital-Financial Reporting and Analysis-Quantitative Financial Methods-Technical Analysis-Among others

As a quantitative portfolio manager, you use your quantitative skills in creative ways to establish investment strategies by analyzing large data sets to predict patterns and using mathematical modeling tools to identify opportunities. Responsible for the automated asset allocation process without the influence of a human being, utilizing mathematical algorithms to support investment decisions.Investors select how much downside risk they are willing to accept and algorithms then… Show more As a quantitative portfolio manager, you use your quantitative skills in creative ways to establish investment strategies by analyzing large data sets to predict patterns and using mathematical modeling tools to identify opportunities. Responsible for the automated asset allocation process without the influence of a human being, utilizing mathematical algorithms to support investment decisions.Investors select how much downside risk they are willing to accept and algorithms then put together portfolios to make sure that level is met at all times. If an unforeseen event occurs, like an unexpected increase in interest rates, the algorithms will assess for a couple of days whether this will have a sustained impact on the risk of the investment, and adjust the portfolio accordingly.Responsible of the algorithm-based, digital advisory technology in order to lead and develop the increasingly popular “robo-adviser,” which replace human advisers with software programmed to understand and advise on clients’ needsPortfolio Manager of Mexico's first Artificial Intelligence Fund Everest (AUM:MXN $2,500 millions)“Everest,” which is managed in its entirety by Actinver and is the first fund in Mexico that uses AI, uses different algorithms and macroeconomic models that review in real time the opportunities and risks that are seen around the world to do investments. This technology allows a rapid analysis of the macroeconomic issues of any country in the world, and when a certain tendency is detected, the fund says where to invest or disinvest, which allows, rather than seeking better returns, to avoid large losses.Portfolio Manager of Actinver unique Commodities Fund: Actcomm. (AUM: MXN$ 250 millions)Actcomm is a fund that seek to track the underlying price of various commodities and natural resources. Typically, these funds will invest in commodities futures and swaps to gain exposure to the spot prices of these assets. Show less

-Drive the strategic direction of the data science capability, enabling business transformation, business growth and differentiated customer experience. -Help the organization to solve its more complex problems via the development and implementation of data driven solutions, including models, algorithms and data products. These solutions will answer Bancomer’s industry or business questions / problems by turning customer, partners and employees structured and un-structured own and… Show more -Drive the strategic direction of the data science capability, enabling business transformation, business growth and differentiated customer experience. -Help the organization to solve its more complex problems via the development and implementation of data driven solutions, including models, algorithms and data products. These solutions will answer Bancomer’s industry or business questions / problems by turning customer, partners and employees structured and un-structured own and third-party data into insights.- identify Bancomer´s biggest data driven opportunities, in close partnership with business leaders.-Modeling complex Bancomer’s problems, discovering the organization insights and identifying opportunities through using state-of-the art methods (e.g. statistical, algorithmic, mining and visualization techniques, among others).-Be able to apply sophisticated analytics programs (e.g. statistical and predictive modeling techniques including machine learning and statistical methods) to build, maintain and improve on multiple real-time decision systems for use in predictive and prescriptive modeling. (Specifically: SAS, R, Matlab)-Lead and develop an internal capability to distill information and results from machine learning and other data science models into something that is simple and pragmatic and that everyone can understand (e.g. storytelling to key stakeholders based on analysis and experiments).-Proficiency in statistical analysis, quantitative analytics, forecasting / predictive analytics, multivariate testing, optimization algorithms, clustering techniques, lineal regression, principal component analysis (PCA), logistic regression, etc.-Have a combination of business focus, strong analytical and problem-solving skills and programming knowledge.-Experience in data mining, predictive modeling (statistical, machine learning), story-telling and visualizing, and distributed computing. Show less

• Participated in a program of rotation and formation inside different Bank’s business units focused in quantitative and financial themes.• Experienced the different Bank’s segments: Commercial Banking, Small and Medium Business Banking, Wholesale Banking and Patrimonial and Private Banking during the first 10 weeks of the program.• First central rotation: Insurance. Commercial and Strategical Area. Project Management Office.o Manage the strategical projects of the Bank’s… Show more • Participated in a program of rotation and formation inside different Bank’s business units focused in quantitative and financial themes.• Experienced the different Bank’s segments: Commercial Banking, Small and Medium Business Banking, Wholesale Banking and Patrimonial and Private Banking during the first 10 weeks of the program.• First central rotation: Insurance. Commercial and Strategical Area. Project Management Office.o Manage the strategical projects of the Bank’s Insurance Company. Prioritize the initiatives to follow based on key performance indicators, business cases and numerical support. Show less

• Assist the Chief Risk Officer (CRO) in the creation of policies for managing market risk, credit, liquidity and operative risk based on the guidelines established by Banxico, CNBV and the Parent Bank (Tokyo and New York). • Support the CRO in the compliance with current regulatory standards governing the management of capital, liquidity, leverage, credit, Stress-test and other factors.* Responsible of supporting the analysis, monitoring, mitigation and reports creation of… Show more • Assist the Chief Risk Officer (CRO) in the creation of policies for managing market risk, credit, liquidity and operative risk based on the guidelines established by Banxico, CNBV and the Parent Bank (Tokyo and New York). • Support the CRO in the compliance with current regulatory standards governing the management of capital, liquidity, leverage, credit, Stress-test and other factors.* Responsible of supporting the analysis, monitoring, mitigation and reports creation of Market, Credit, Liquidity and Operational Risks which the institution is exposed.•Specific Tasks: Risk Profile:-Submit the proposal of the Bank's Risk Profile according to the business plan.-Monitoring and transmit the results to other areas-Following the actions in case of limits overpass. Exposition Limits and Tolerance towards Risks:-Proposal of the exposition limits and tolerance levels (using thesis' volatility models)-Tracing the local regulators (CNBV and Banxico) limitsCapital and Stress Test Evaluations:-ICAP-Performance of Stress Tests about Mizuho Bank's financial statements-Forecast of capital levels, exposition limits and risk profile-Inform of results to all the areas involved-Proposal of the Capitalization Plan Credit Risk:-Full participation in the credit approval process. -Impact analysis of new credits-Monitoring of credit limits-Description and analysis of the Loan Portfolio-Expected and Unexpected loss calculation-Validation of information with the Parent Bank-Analysis of Concentration Risk-Capital/Credit Risk ratio analysisMarket and Liquidity Risk:-Monitoring market and liquidity limits-Rate sensitivity analysis (10 BPV). -VaR calculation (implementing methodologies of my Thesis)-Funding Analysis-Counter party Risk-Liquidity Gaps-FX Position -Contingency Financing Plan-Capital/Market Risk ratio analysis-LCR Operational Risk:-Identification of processes, controls and event types.-CSA-Monitoring losses and limits. Show less

*Assistant to the Professor on the courses Empirical Finance (graduate program) and Financial Models (undergraduate program). *Lecturing to 60 students three times per week providing financial empirical facts, standard risk measures and basic statistical methods. *Presenting a framework regarding multivariate risk modeling including dynamic correlation, copulas and Monte Carlo simulation methods.

• Studied the trade-off between extreme risk and excess return in the stock market for emerging economies.• Created financial models to measure in an intertemporal way the relationship between Value at Risk (VaR) and excess returns for capitalization-weighted indexes.• Researched eight different methods to compute the Value at Risk that strongly relied in statistical methods as Extreme Value Theory, skew t-Student distribution, Cornish- Fisher approximation, among others.