Yaisel Lopez Toledo

Passionate about financial markets with strong experience in data analysis, optimization and numerical simulation techniques, pricing and exotic products, risk management, developing, researching and implementing quantitative models.  Fast learner, enthusiastic, autonomous, analytical mindset and curious with a strong problem-solving skills, enthusiasm for a job well done and high level of motivation and integrity. Ability to complete task with high quality standards and meet tight deadlines, strong communication and interpersonal skills  to facilitate the teamwork.

Quantitative Analyst Internship (Research Laboratory of Paris Dauphine-PSL University, France )

 Review the state of art around Multi Level Monte Carlo (MLMC) algorithms and its properties.
 Implementation of Machines Learning methods to accelerate the MLMC simulations.
 Application to Local and Stochastic Volatility models in option pricing and analysis of the impact of simulated  parameters.
 Development of Deep Learning algorithms for valuation of financial derivatives and risk management

Junior Quantitative Researcher (Research Laboratory of Havana University, Cuba )

 Development of Monte Carlo Markov Chains to estimate the parameters in the Ornstein-Uhlenbeck model.
 Development and Implementation of Metaheuristics to minimize the error criterion of multivariate statistics  techniques.
 Development and Implementation of new alternatives of statistical models of time series (GARCH,ARCH,  ARIMA).
 Development of Machine Learning methods for data analysis (Linear and Logistic regression, KNN, Random  Forest).
 

Master 2 Mathematics of Insurance, Economics and Finance (MASEF) Paris Dauphine - PSL University

 Development, modeling, calibration and analysis of derivatives pricing models (Black Scholes, Local and    stochastic volatility).
 Introduction to risk management and financial regulation (VaR, SVaR, CVaR, XVAs, PD, LGD, EAD, IFRS9).
 Development mathematical tools for risk management (Back testing, Stress testing, Monte Carlo simulation,  copulas).
 Development, implementation, calibration and analysis of interest rates models (HJM, SABAR, Hull & White,    CIR).
 Simulation and approximation of diffusion processes (Euler and Milstein schemes, Pathwise differentiation)

 License of Mathematics (University of Havana, Cuba )

 Development of numerical methods for solving systems of linear and nonlinear equations and ordinary  differential equations.
 Implementation of linear and no linear optimization methods (Graph Optimization, metaheuristics, Gradient  Descent).
 Probability and statistics theory (Markov chains, stochastic processes, confidence interval, hypothesis    testing, time series).
 Development and implementation of Partial Differential Equations solvers (Finite Difference, Fourier  Transform, Monte Carlo).