I was born in Montevideo, Uruguay. I'm a mathematician and electrical engineer with expertise in probability, statistics, random matrices, graph theory, machine learning and applied mathematics in general. I received a Licenciatura in Mathematics and an Electrical Engineering Degree (M.Sc. equivalent) from the Universidad de la República in Uruguay in 2002 and 2003 respectively. I later received a Ph.D. in Mathematics from Texas A&M University in 2008 under the direction of Ken Dykema.

After graduation from Texas A&M I joined Bell Labs (Murray Hill NJ), where I was a member of Technical Staff in the Industrial Mathematics and Operations Research department for more than 4 years. While at Bell Labs I worked on a variety of research projects including random matrix theory, probability, stochastic analysis/processes, machine learning, statistical analysis, information theory, complex networks, hyperbolic geometry/graphs/networks, traffic congestion, energy related problems and electricity consumption/prediction/forecast. I was recipient of grants from the AFOSR, NIST and GERI in South Korea.

In 2013 I joined Barclays as a quantitative researcher in the electronic trading group for the equities desk. I worked on problems related with portfolio trading strategies, implementation shortfall strategies, optimal order placement, dark pools, TCA, impact models and other topics.

In 2015 I joined Swiss Re as a quant/underwriter in the energy, weather and commodity market trading desk. I worked on the valuation of financial derivatives whose underlying are a combination of weather indices as well as energy and commodity prices.

In 2016 I joined the Global Markets Equities team in Citi.