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I am the creator and sole maintainer of Riskfolio-Lib. I earned a BSc in Economic Engineering from Universidad Nacional de Ingeniería and an MA in Finance from Universidad del Pacífico, both in Peru 🇵🇪.
I have worked in Peruvian financial institutions in the areas of risk management and financial planning. In addition, I have served as a professor of quantitative finance, data science and econometrics at Universidad Nacional de Ingeniería.
Currently, I work as an independent researcher and consultant in quantitative finance. My research interests include portfolio optimization, risk management, and financial econometrics. I am passionate about developing open-source tools that enable students, academics, and practitioners to apply advanced mathematical optimization models to strategic asset allocation and portfolio construction.
For more about my work, you can visit:
- My book Advanced Portfolio Optimization: A Cutting-edge Quantitative Approach.
- My SSRN Author Page.
- My blog Financioneroncios.
For those that are interested in hiring my consulting services, please contact me at: