Engineering discipline with a market perspective.

My interest in trading began during university, where a competitive trading challenge pushed me to think about decision-making, risk, and strategy under live market conditions. I placed first in that competition, but the more important outcome was a long-term interest in how trading decisions can be formalised, tested, and translated into systems.

I combined Computer Engineering and Business Administration in a dual degree at the University of Granada. My combined final-degree project developed an algorithmic trading platform connecting market data, quantitative indicators, machine-learning models, portfolio logic, risk analysis, and automation-oriented workflows.

After university, I joined Management Solutions. In Frankfurt, I worked on quantitative credit-risk and regulatory projects involving IFRS 9 challenger modelling and IRB validation. In New York, I contributed to the development of a credit rating engine for Special Purpose Entities, combining Python, Snowflake, Posit Cloud, R Shiny, and data pipelines in an integrated analyst-facing platform.

Today, I focus on systematic trading research and trading-system engineering: backtesting, optimisation, execution, risk, live infrastructure, monitoring, multi-account operations, and the architecture required to turn isolated strategies into maintainable systems.