We love "seemingly" impossible challengesWe are a bunch of guys highly motivated by solving difficult computing problems
Founder, Ignacio is presently the Head of Counterparty Credit Risk Analytics & Measurement at Scotiabank. Ignacio has held Vice President and Director-level positions in quantitive risk management in Credit Suisse and BNP Paribas. He has co-authored with Mariano the book “Machine Learning for Risk Calculations”. He authored also “XVA Desks”, and has published several quantitative articles in world-class journals. He holds a Ph.D. in Physics from Cambridge University.
Mariano is an expert in quantitative analytics of Machine Learning in risk calculations. He has co-authored with Ignacio the book “Machine Learning for Risk Calculations”. He has vast experience in Chebyshev Tensors machine-learning and related disciplines, and their application to quantitative problems in the financial markets. Mariano holds a Ph.D. in Mathematics from Cambridge University.
Emilio has also contributed to the development of several of the ideas we work with. He is an independent consultant SME. He has an extensive background in risk systems, including development and integration. Recently he has extended his knowledge into the machine-learning space, where he has done relevant research with autoencoders. He holds an M.Phil. in Engineering from Cambridge University.