Distributions

Probability distributions are mathematical functions that describe how the values of a random variable are distributed. They provide a way to model uncertainty by assigning probabilities to different possible outcomes for an experiment. It is a mathematical description of a random phenomenon in terms of its sample space and the probabilities of events (subsets of the sample space).

About me

I am a mathematician with over eight years of experience as a Quant in Finance. Currently, I serve as a VP Strategist in the Cross-Asset Front Office Quant team at Bank of America. Throughout my career, I have had the opportunity to work in diverse teams at institutions such as Citigroup and Barclays.

My expertise lies in developing and implementing mathematical models for pricing across the Credit, Commodities, and Rates asset classes, as well as for assessing Counterparty Credit Risk, Market Risk, and Wholesale/Retail Credit Risk.

I hold a PhD in Statistics from the University of Warwick, where I spent four enriching years researching non-linear stochastic processes. Prior to moving to the UK, I earned an M.Sc. in Probability and Statistics and a B.Sc. in Applied Mathematics, both in Mexico. In my free time, I create open-source projects and write about financial mathematics, programming, statistics, data visualization, and other related topics.