Daniel Ovalle Varela Email and Phone Number
I am a 4th year PhD candidate at Carnegie Mellon University, specializing in mathematical programming, algorithms, decomposition methods, and the integration of optimization and machine learning. My work focuses on the development of software to solve optimization problems and integrate machine learning models that enhance optimization processes. With substantial experience in Python and a solid background in software development, I work in both theoretical research and practical implementations for real-world problem-solving.My doctoral research aims to efficiently solve large-scale optimization problems by leveraging machine learning techniques. I employ a variety of methods, including stochastic programming, mixed-integer linear and nonlinear programming, global optimization, and algorithm development. My work includes developing theory in heuristics for discrete optimization and convex relaxations. Similarly I have used my research in various applications spanning supply chain management, membrane design, oil and gas operations, disease control, water networks, and customer product design.My academic training, coupled with extensive interaction with industry, has provided me with significant experience in machine learning. I hold a PhD Minor in Machine Learning, having completed coursework from the masters program, which has enabled me to integrate optimization with machine learning effectively in my research.Internships in the financial industry have fueled my interest in quantitative research. I have modeled and deployed algorithms for large-scale portfolio optimization, applied machine learning methods for financial time series clustering and anomaly detection, and utilized AI integration through retrieval augmented generation (RAG) agents to enhance risk analysis.
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Ph.D. CandidateCarnegie Mellon UniversityPittsburgh, Pa, Us -
Ph.D. CandidateCarnegie Mellon University Aug 2021 - PresentPittsburgh, Pennsylvania, Estados Unidos -
Risk Management InternVerition Fund Management Llc Jun 2024 - Aug 2024New York, New York, United StatesAI Integration Using Large Language Models (LLMs): Building and deploying various retrieval-augmented generation (RAG) agents. These agents integrate real-time web information, internal document multimodal data, strategy insights, and trading information to enhance risk analysis and time series profiling. Extensive use of LangChain and LlamaIndex. High Throughput Text Analysis for Sentiment and Alpha Generation: Utilizing LLM systems to perform high throughput text analysis for sentiment analysis and alpha generation for the quant department. This involves guiding multiple portfolio optimization techniques for various portfolio managers based on specific model requirements. -
Quantitative Research InternVerition Fund Management Llc Jun 2023 - Aug 2023New York, New York, United StatesAlgorithm and Model Development for Large-Scale Super-Portfolio Optimization: Developed scalable algorithms to optimize super-portfolios, incorporating various risk models and factor exposures. Successfully handled complex market impact functions and optimally hedged the global book while tracking virtual positions for sub-portfolios.Machine Learning for Financial Time Series Inference: Implemented machine learning techniques based on graph theory, dynamic time warping, and deep learning for clustering trader time series. Applied multivariate statistics and auto-encoder methods for anomaly detection and prediction in trading activities.Return Offer: Obtained a return offer from the company. -
Research AssistantUniversidad De Los Andes - Colombia Jan 2021 - Sep 2021Bogotá, Distrito Capital, Colombia -
Undergraduate Teaching AssistantUniversidad De Los Andes - Colombia Jan 2019 - Dec 2020Bogotá, Distrito Capital, ColombiaCourse: Optimization of Chemical ProcessesCourse: Chemical Reaction Engineering -
Resident AssistantCityu Viviendas Universitarias Feb 2017 - Jul 2018Bogotá, Distrito Capital, Colombia
Daniel Ovalle Varela Education Details
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Ph.D. Candidate In Chemical Engineering -
Ph.D. Minor In Machine Learning -
Operations Research & Logistics -
Process Systems Engineering
Frequently Asked Questions about Daniel Ovalle Varela
What company does Daniel Ovalle Varela work for?
Daniel Ovalle Varela works for Carnegie Mellon University
What is Daniel Ovalle Varela's role at the current company?
Daniel Ovalle Varela's current role is Ph.D. Candidate.
What schools did Daniel Ovalle Varela attend?
Daniel Ovalle Varela attended Carnegie Mellon University, Carnegie Mellon University, Universidad De Los Andes - Colombia, Universidad De Los Andes - Colombia.
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