Welcome to my personal webpage. Here you will find information about me, what I am up to, the projects I have worked on, and things I am passionate about.
I am Alvaro. I like data, technology, specialty coffee, film photography, and jazz guitar.
Currently, I am working as an Associate Consultant at Bain & Company.
Previously, I was a Quantitative Researcher at the Systemic Risk Centre. My main projects consisted on developing algorithms for the early identification and trading of financial bubbles in the US stock market, programming financial engineering projects for asset pricing using systems of stochastic differential equations, creating teaching and programming material for a postgraduate class at the LSE, and building data frameworks for financial research papers.
Most of my work is in R, but some other projects involved using Python, Julia, and MATLAB. Here you will find a VOX EU article I wrote with Jon Danielsson on the comparison of these four languages for economic research (Most read VOX EU piece for a month after its publication).
I recently completed my masters degree in Econometrics and Mathematical Economics at the London School of Economics with a Distinction (more info on my program here), with a full scholarship from the Fundación Ramón Areces. Previously, I earned a BSc in Economics from the Universdad Carlos III de Madrid, graduating summa cum laude. I also spent a year as a visiting student at UC Berkeley.
You can get my CV here.
After finishing my bachelor’s degree, I spent a year working at Amazon. I was a Project Manager focused on Data for the Kindle team. I led various projects that involved diving deep into data to solve fun problems or improve internal processes. Most of the projects used a mix of SQL, VBA, Amazon Redshift, HTML, DaraWarehousing, and R. I also organized and gave workshops on SQL coding and how to pose and answer interesting questions using data.
Before Amazon, I worked at a small consulting firm in Madrid doing Econometrics modeling, trying to find causal effects. The project consisted on measuring the impact of a training program for insurance managers of the largest Spanish bank on sales. I mainly used STATA for the analysis and regressions.