Quantitative Analyst – Portfolio Analytics & Investment Strategy
Pensiones y Cesantias Protección S.A.
Feb 2023 - Current (3 years 3 months)
As a Quantitative Analyst specializing in Portfolio Analytics & Investment Strategy, I am responsible for developing quantitative tools, portfolio models, and analytics for voluntary pension funds, with a strong focus on optimizing portfolio construction, automating investment workflows, and supporting decision-making through data-driven insights.
Key responsibilities & achievements include:
- Built and maintained quantitative models for portfolio optimization, risk analysis, and scenario testing.
- Automated reporting processes using Python and Excel with macros, significantly improving operational efficiency.
- Performed performance attribution, risk decomposition, and benchmark comparison for multiple portfolios.
- Developed dashboard
