Juan Ramirez

AI Researcher

Miami, Florida, United States2 yrs 6 mos experience

Key Highlights

Expert in developing algorithmic trading strategies.
Proven track record in quantitative finance and risk management.
Strong programming skills in Python and C++ for financial applications.

Stackforce AI infers this person is a Fintech professional with strong expertise in algorithmic trading and quantitative analysis.

Contact

ramirezjordajuan@gmail.com LinkedIn

Skills

Core Skills

Machine Learning AlgorithmsReinforcement LearningDerivatives TradingQuantitative Analysis

Other Skills

Alexander Blade libraryC++Cloud computingData AnalysisData EngineeringData analysisDerivativesEconometricsFinancial marketsGoogle BigQueryGoogle Cloud Platform (GCP)Lean ToolsMarket data APIMarket riskMathematics

About

Bsc in Electrical Engineering at the Polytechnic University of Valencia (UPV) specialized in computer science & industrial automation. Msc in Quantitative Finance from AFI Business School. I am currently a Machine Learning enthusiast at Quantconnect, working in cross-organizational teams on multiagent DRL models to solve challenging problems using state-of-the-art research and to provide investment solutions to diferent product spaces (Python, C++, Cloud Architecture, data science projects) I consider myself a genuinely curious person about how financial markets work in relation to human behaviour. I have considerable experience working on different types of teams either in my time in engineering companies or in the financial services business. I would highlight my ability to gain perspective and work under pressure in a highly dynamic environment. In my spare time I also enjoy the Rockstar Games modder community (Red Dead Redemption 2, GTA V) through the development tools to add functionality in a different programming environment (C++, Lua, Codex, Alexander Blade library, RedM) In case you find that I might add value to a project you are involved in or you want to know more about me, I am open to connect through this network or through my email address: ramirezjordajuan@gmail.com

Experience

2 yrs 6 mos

Total Experience

1 yr 3 mos

Average Tenure

Current Experience

Quantconnect

Algorithmic Developer

Jun 2023 – Jun 2025 · 2 yrs · Remote

· Development of algorithmic trading strategies in ETFs and options markets using Reinforcement and Deep Learning techniques, included statistical modelling, parameter calibration, risk management and performance evaluation with Python in a cloud architecture.
· Monitoring Greeks and implied volatility of equity options by constructing the volatility surface through C++ API connection to real historical market data using a desktop app built in QT framework.
Tools: Python, C++, QT dekstop app development, Cloud computing

PythonC++QT desktop app developmentCloud computingMachine Learning AlgorithmsReinforcement Learning

Santander

Credit Trading

Apr 2022 – Apr 2023 · 1 yr · Boadilla del Monte, Comunidad de Madrid, España · On-site

· Provided daily snap reports on markets performance, indexes, ETF flows, relevant news, and DoD market commentary for trading desk traders, marginally improving knowledge about some products space.
· Proprietary initiative to product quoting on a recurring basis, matching them to the strategy of each book and solidifying customer relations
· Developed a portfolio trading pricing tool in VBA/C++ along with the quant desk and connected market data providers API to trading systems, improving the volume and efficiency of trading operations by 40% over the period of 4 months.
· Responsible for calculating daily PnL for Senior Financials books and generating weekly risk reports on interest rates and credit risk, ensuring accuracy and compliance with regulatory standards.
· Responsible for short-term portfolio management (commercial paper issuance), renewing and increasing the debt issuance of the client portfolio and maximising the profitability of the business line by 47% YoY.
· Design and implementation of systematic and liquidity strategies based on macro/micro trends in financial institutions.

VBAC++Market data APIPortfolio tradingRisk managementDerivatives Trading+1

Grant thornton españa

Rates Quant intern

Sep 2021 – Apr 2022 · 7 mos · Madrid, Comunidad de Madrid, España

Responsible for pricing commodity and rates derivatives for a large institutional client using Python, Quantlib, Numpy, Scipy and XLWings, VBA delivering accurate and timely valuations and decreasing reporting and presentation slides tailoring time by 80% by automating the more manual and recurring processes.

PythonQuantlibNumpyScipyXLWingsVBA+1