Quantitative Data Analyst — Financial markets, risk modeling, and AI-agent applications. Open to remote roles in the U.S.
🇲🇽 Based in Mexico City · 📫 leonardosuarezromero@gmail.com · 💼 LinkedIn
- AI-Agent applications for quantitative finance — Claude Agent-Skills toolkits over live market-data APIs (Financial Modeling Prep, tastytrade) for portfolio review, valuation, and risk reporting.
- Volatility and options analytics — GARCH, EWMA (RiskMetrics, λ=0.94), risk-neutral densities via Breeden–Litzenberger.
- Production analytics pipelines — Python · FastAPI · PostgreSQL · MongoDB · SQLAlchemy · Streamlit · Docker · AWS · Snowflake.
PhD in Economics (Universidad de Guadalajara, 2019) · MSc in International Economics (FAU Erlangen-Nürnberg, 2016). 15+ years across financial data: 7 at Thomson Reuters owning real-time market-data infrastructure for Latin America · FX trading · independent quantitative consulting · adjunct professor of derivatives, time-series econometrics, and risk management at Universidad Panamericana.
LLM-orchestrated financial workflows · implied-volatility modeling as a predictor of equity-price dynamics · sector-relative alpha and factor analysis (smart-beta-app).
Open to remote USA roles as 1099 contractor (U.S. LLC with active EIN and U.S. business banking) or via EOR (Deel, Remote.com, Oyster). Flexible US time zones, USD pay.