This is a collection of notes exploring a number of topics in Quantitative Finance (QF). The idea is to use Python 🐍to illustrate the theoretical concepts and help you to get a better understanding of each topic.

My aim is to provide an open-source repository where people interested in a career in QF can find these concepts covered in a rigorous manner while keeping the practitioners point of view into consideration.



I have 8 years of experience working as a Quant. Currently, I am working in the Cross-Asset front office quant team at Bank of America. My previous experience includes the development and implementation of mathematical models for Counterparty Credit Risk, Market Risk, and Wholesale Credit Risk, as well as Validation in Retail Credit Risk.

I hold a PhD in Mathematics/Statistics from the University of Warwick where I spent 4 amazing years focusing on non-linear stochastic processes. Before coming to the UK, I obtained an MSc in Probability and Statistics, and a BSc in Applied Mathematics in Mexico.

I regularly write here about diverse topics.

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  • This project is under construction 🦺 and notes will be released on an ongoing basis 🌱

  • If you like this project, please give it a star in GitHub ⭐️

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