Welcome!
Currently working as a CCR Analyst (IMM/SA-CCR & Economic/Regulatorty Capital) / Data Specialist / GenAI Wizard at BBVA CIB from Spain, currently living in Madrid.
I may be slow to respond.
Counterparty Credit Risk @ BBVA CIB | IMM/SA-CCR | Economic Capital | CCR Scenario Generation SME | Data Specialist | GenAI Wizard
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BBVA
- Spain, Madrid
- in/luis-roman-383b12b5
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miax-Candlesticks_InvestmentAlgorithm_Lab
miax-Candlesticks_InvestmentAlgorithm_Lab PublicCandlesticks algorithm trading strategy coded in R.
R
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miax-MontecarloSimulation_Bootstrapping_Lab
miax-MontecarloSimulation_Bootstrapping_Lab PublicMontecarlo simulation and Bootstrapping coded in Python.
Jupyter Notebook 1
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miax-nlp-probabilistic-models
miax-nlp-probabilistic-models PublicMachine Learning, NLP and Probabilistic Graphical Models exercises coded in Python.
Jupyter Notebook 1
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miax-deep-learning-cnn-rnn-financial-time-series
miax-deep-learning-cnn-rnn-financial-time-series PublicKeras CNN and RNN exercises for image classification and financial time-series prediction coded in Python.
Jupyter Notebook 1
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