Carlos Daniel Carrasco Pereda Email & Phone Number

Mexico City, Mexico

Área Metropolitana De Ciudad De México

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.

Ciudad De México Y Alrededores, México

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.

Insurance Business

-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.

Mexico City

• 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
• 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.

Mexico City

• 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.
• 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.
• 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.
• 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..

*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.

Mexico City

• 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.

Master Of Science (M.S.), Risk Management, High Honors: Honorific Mention

Honorific Mention Thesis: "Betting Against Beta in the Mexican Stock Market" GPA: 9.5; Main courses: Risk Multivariate Analysis.

Master Of Science (M.S.), Finance, High Honors: Special Mention

Special Mention Thesis: "Betting Against Beta in the Mexican Stock Market" GPA: 9.2; Main courses: Finance Quantitative Methods, Financial.

Cfa Level 1 Candidate, Finance, General

The Chartered Financial Analyst (CFA) Program is a professional credential offered internationally by the American-based CFA Institute to.

Bachelor Of Science (B.S.), Financial Management, High Honors: Special Mention

Special Mention Thesis: “Intertemporal relation between Value at Risk (VaR) and expected excess returns in a market aggregate portfolio.

Bachelor Of Science (B.S.), Actuarial Science, High Honors: Special Mention

Special Mention Thesis: “Intertemporal relation between Value at Risk (VaR) and expected excess returns in a market aggregate portfolio.