2016 — 2020. PhD in Mathematics at the University of Oxford. PhD thesis: Signatures in machine learning and finance.
2012 — 2016. Bachelor of Science in Mathematics at the University of the Basque Country in Spain. Average grade: 9.61/10.
2017. Extraordinary Award for my Bachelor in Mathematics. Awarded by the University of the Basque Country.
2016. Full scholarship offered by the bank La Caixa for graduate studies in Europe.
2016. Scholarship from the University of Oxford that covers University and College Fees.
Oct 2019 — May 2020. Quantitative Researcher at J.P. Morgan in London, with the objective of exploring potential applications of my PhD to projects at the firm.
Jul 2019 — Sep 2019. Quantitative Researcher Intern at Jump Trading.
Jan 2018 — Jun 2019. Quantitative Researcher at J.P. Morgan in London, with the objective of exploring potential applications of my PhD to projects at the firm.
Jul 2017 — Sep 2017. Quantitative Research Associate internship at J.P. Morgan in London.
Mar 2016 — Aug 2016. Research internship at the Basque Center for Applied Mathematics (BCAM), under the project Data Analytics for Financial Services, whose main objective was the forecast of future behaviour of a certain commodity for a company of the energy sector.
Aug 2014 — Aug 2016. Co-founder of the startup Cooplo, a social network whose objective is to recommend events to users based on their tastes and mood. I was in charge of the technical side of the startup, which involved both coding and building the algorithm using machine learning.
Jun 2015 — Jun 2015. Summer research internship at the Basque Center for Applied Mathematics (BCAM), on Analysis and PDEs.
See the publications page.
Michaelmas Term 2017. Martingales Through Measure Theory (B8.1) at the University of Oxford.
Michaelmas Term 2017. Measure Theory & Probability (PDE/CDT) at the University of Oxford.
Michaelmas Term 2017. Numerical Solutions of Differential Equations (B6.1) at the University of Oxford.