I’m a Senior Full-Stack & Quantitative Engineer building trading, compliance, risk, and AI systems.
With over two decades of experience designing and delivering end-to-end software, I specialize in systems that need to be fast, reliable, scalable, and production-ready. My focus is the architecture and implementation of mission-critical platforms for complex, high-volume financial environments.
My work sits at the intersection of Python, C#/.NET, cloud-native engineering, portfolio analytics, and agentic tooling. I’m particularly interested in systems where strong engineering discipline, quantitative thinking, and practical automation come together to solve difficult real-world problems.
My academic background includes a Master’s in Computer Engineering and a Bachelor’s in Computer Engineering, both from the Open University of Catalonia, as well as a Bachelor’s in Industrial Electronics Engineering from the University of Girona.
I have also completed advanced specializations in IBM RAG and Agentic AI, IBM Data Science, Investment Management with Python and Machine Learning, Financial Engineering and Risk Management, and Machine Learning.
I use this space to share projects across quantitative finance, AI, developer tooling, and applied machine learning. If you only look at one project, start with RiskOptima.
The projects that best represent how I combine quantitative thinking with production engineering.
A rolling selection of newer work across quantitative platforms, language models, trading infrastructure, and production engineering.