Esteban L. Email & Phone Number

Colombia

- Application of machine learning models in consulting projects.- Supervision of interdisciplinary teams in the correct use of classification and regression algorithms, large language models and clustering algorithms to solve industry problems.- Research on applications of AI in different economic sectors.

Center for Optimization & Applied Probability (COPA). Research assistant in transportation optimization, advised by Professor Andrés Medaglia PhD. Our work focuses on developing and analyzing algorithms that address travel time uncertainty in route planning.

Research assistant in algorithmic trading and machine learning under the direction of Professor Enrique ter Horst PhD. - Robust implementation of algorithmic trading strategies in Python. - Literature review on machine learning, reinforcement learning and deep learning in quantitative finance.

Instructor of Vector Calculus where I taught 2 sessions of 50 minutes a week to engineering students.

Research Assistant in bonds, tontines and other financial instruments for retirement under the direction of Professor Daniel Mantilla.- Data analysis in R - Monte Carlo simulations- Review of financial literature: bonds, annuities, tontines

Bogotá, Capital District, Colombia

- Developed and trained a Multi-layer Perceptron (MLP) and other estimators like Random Forest to reduce calculation time of xVA providing quicker access to preliminary estimates by accelerating Monte-carlo simulations.- Designed and implemented a robust ETL pipeline to integrate data from multiple sources, streamlining the data flow from AWS databases and FSx servers for model prediction.- Conducted iterative and detailed data exploration and engineering, preparing data to improve the model’s accuracy and efficiency both in development and production environments.- Leveraged AWS Glue and Lambda functions to deploy the model within AWS, automating efficient data retrieval, processing and prediction.- Implemented efficient xVA methodologies to build simulated datasets for regression.

Kelowna, Columbia Británica, Canadá

MITACS Globalink Research Intern on Sliding Window Time Series Clustering via kernel-based methods. Developed methodologies for time series clustering on real financial datasets to identify portfolio performance before and after a market crash.

Research in the incorporation of stochastic demand into vehicle routing problems with back-hauls and time window restrictions.- Linear Programming- Integer Programming- Stochastic Programming

Bogotá, Distrito Capital, Colombia

- Data engineering- Web scrapping- Large scale transactional graph (data structure) development and visualization- Data structuring- Research on new products and services using data-driven methodologies

ISB is an initiative of Universidad de Los Andes in which an interdisciplinary group of students is chosen for solving a specific problem of a company.

Bachelor'S Degree Mathematics

BSc. Thesis on Inverse Reinforcement Learning

International Exchange, Mathematics And Computer Science

Coursework: - Machine Learning Methods in Non-Life Insurance (Master's level course) - Advanced Deep Learning (Master's level course).

High School Diploma

Activities and Societies: President of the Student Council 2019-2020 - Varsity robotics team - Varsity mathematics team - Varsity soccer.