Résumé

Education

• Cornell University, Ithaca, NY.
  • Ph.D. in Applied Mathematics. Expected graduation: 2007.
  • M.S. in Applied Mathematics Research. Expected: May 2006.
  Courses related to (Mathematical/Computational) Finance: [Fall 2003] ·Probability and Stochastic Processes. [Spring 2004]: · Time Series analysis · Mathematical Programming. [Fall 2004]: Introduction to Derivatives I & II · Fixed Income Securities and Interest Rate Modeling (by Robert Jarrow) · Financial Engineering and Stochastic Calculus (following Karatzas and Shreve) · Matrix Computations. [Spring 2005]: · Stochastic Integration · Computational Finance [Currently]: Advanced Mathematical Finance · Mathematical Statistics.
• Los Andes University, Bogotáá, Colombia. (Spring 2003) Masters level coursework in Mathematics: Optimization and Functional Analysis.
• National University of Colombia, Bogotá, Colombia. (1998-2002) Diploma [M.Sc.] in Physics. Degree work in mathematical physics, included implementation of symbolic computation algorithms. Financed 100% through merit scholarships. (GPA: 4.89/5.00)

Scholarships and Awards

• Olin Fellowship Cornell University (August 2003 - May 2004.)
• National University of Colombia Scholarship (August 1998 - 2002.)
• Second Prize at the International Mathematics Competition for University Students (Warsaw, Poland 2002.)
• Colombian Oil Company (ECOPETROL) Scholarship (1998 - 2002.)
• Award for "outstanding accomplishments and contributions as a teaching assistant" CS Department, May, 2005)

Research Interests

Applied probability, Financial mathematics (Default contagion/American Option pricing), Simulation of Stochastic processes.

Skills

C, MATLAB, Java, C++, FORTRAN, Pascal, LATEX, working knowledge of Linux. Fluent spoken/written English, Spanish. Fluent in written German. Fair spoken German.

Work Experience and Papers

• Teaching Assistant Computer Science Department. (Fall 2004 - present) Course: Introduction to computer programming (in MATLAB and Java) Lectured two hours a week to 30 students each, and graded exams and homework.
• Research Assistant, Department of Mathematics (Summer 2005 - present) Assisted in research on a spatial model population genetics: with R. Durrett. A special regime of the one-dimensional coalescent. Paper submitted to.
• Department of Operations Research and Industrial Engineering (ORIE) (Summer 2004) Assisted in development of discrete optimization polynomial time algorithms: with D.P. Williamson. A simple GAP-canceling algorithm for the generalized maximum flow problem. Presented at SODA 2006.
• Programmer, ORIE department (Summer 2005) Worked on actual implementation and testing of the aforementioned generalized flow optimization algorithm in C++.2