I'm a Senior Quantitative Modeler with 15+ years building, defending, and validating mathematical and quantitative models in systemic banks (Banco Internacional, BCI, MUFG, BTG Pactual). I work at the intersection of Risk · ALM · Pricing · Modern Modeling Methods.
- 🎓 PhD in Applied Mathematics — Instituto de Matemática Pura e Aplicada (IMPA), Brazil
- 🏛️ Mathematical Civil Engineer — Universidad de Chile
- ⚖️ Judicial Expert (2026-2027 biennium) — four Chilean appellate courts (AI / Finance / Math)
- 📚 Book chapter (2025), Springer journal article (2015), Brazilian patent (2016)
- 🇺🇸 H-1B1 visa eligible (U.S.-Chile FTA — expedited, no lottery)
- 🧪 AFMA Quant-AI Lab — independent R&D bridging classical financial econometrics and modern continuous-time deep learning. Active projects: PINNs for VaR · Neural SDEs for density forecasting.
- 🏥 Mi Ficha Salud — full-stack healthcare records app on Google Cloud (FHIR R4, Document AI, Healthcare API). Closed beta with active users.
- ⚖️ Judicial cases on algorithmic auditing, derivative valuation, and financial-fraud forensics.
Python · PyTorch · NumPy / SciPy / Pandas · PySpark · GCP (BigQuery, Vertex AI, Healthcare API) · Azure · Docker · Bloomberg API · MATLAB · R
- 📧 alvaro.f.macias.a@gmail.com, amacias@afmaing.cl
- 📍 Santiago, Chile (open to relocation: U.S., Brazil, Canada, Europe)
"Complexity must earn its place." — Core philosophy of AFMA Quant-AI Lab