Fernando Hernandez Sanz Email & Phone Number

Mountain View, CA, US

San Francisco, California, US

San Francisco, California, US

Stanford, CA, US

• Implemented and tested novel research on factor models and imputation methods for financial time series

• Researched and implemented optimization methodologies to build efficient frontiers and generate optimal buy-sell orders for our portfolios.
• Monitored the risk, performance and accuracy of the investment algorithms using python and SQL based dashboards.
• Implemented a clustering methodology to define the investment universe used in the platform.
• Implemented portfolio monitoring and re-balance algorithm using python.

Santa Monica, CA, US

• Analyzed the equity factor model loadings, identifying quality issues and measuring their effect on the model's performance.
• Proposed transformations on the factor loadings to improve the performance of risk and attribution models.
• Co-authored a white paper where we analyzed strategies by double sorting momentum and volatility portfolios with size for different time horizons.

Mexico, DF, MX

• Led and coordinated investment committee for the Private Bank’s model portfolios as an effort to provide a standardized and sophisticated multi asset investment offer to the clients.o $580MM USD of assets followed the.
• Developed valuation, risk and track record models for model portfolios allowing for sound decision making on the investment committees and clearer communication of the strategy.
• Communicated the investment decisions on model portfolios to relationship managers nationwide gaining more penetration and acceptance of the strategy.
• Monitored the equity positions on the model portfolios, providing our clients with weekly updates on the development of their positions.
• Coordinated the acquisition and implementation of an external risk and portfolio management platform ($1.8MM USD).

Mexico, DF, MX

• Monitored Banamex Wealth Management total investment portfolio ($23BN USD) for risky assets and highly concentrated positions.
• Coordinated effort of migration of excess liquid positions ($1.1BN USD migration target, with estimated $13MM USD additional revenue).
• Provided client facing advisory on investment strategy.
• Rebalanced 400 portfolios for high net worth individuals, improving in margins on average in 8%.
• Managed the implementation of new local regulations (CNBV) on investment framework, in coordination with Legal and Compliance teams.

Mexico, DF, MX

• Automated and optimized advisory through the development of a technological framework, reducing 75% of the time spent on investment proposals with $375MM USD of assets processed every month.
• Advised and implemented advisory framework for ultra-high net worth segment onshore investments (Citi Private Bank).
• Implemented rate sensibility, stress test scenarios and statistical analysis frameworks for investment portfolios

Master Of Science (M.S.), Financial Engineering

Executive Education Programs, Entrepreneurship

Bachelor Of Science (B.S.), Appllied Mathematics