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, like specialty coffee and film photography.
I am Alvaro. I like data, math, coffee, blues, film photography, and books.
Currently, I am working as a Quantitative Researcher at the Systemic Risk Centre. My work consists of developing code in Julia, Python, R, and MATLAB for financial risk forecasting and trading algorithms. I will be joining Bain & Company in January 2021 as an Associate Consultant in the Madrid office.
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.