Freelancer profile translated to English.

Description

IT Consultant and Algorithmic Trader with over 15 years of experience in technological consulting for financial entities and exclusive dedication to systematic trading since 2016.

Expert in the design, development, and deployment of quantitative investment strategies across multiple asset classes (indices, currencies, commodities, stocks, cryptocurrencies), with a strong focus on portfolio construction, correlation analysis between algorithms, and risk control.

Extensive experience in delivering robust, production-ready IT solutions in capital markets, acting as a liaison between business areas, quantitative teams, and technology departments in multicultural and distributed environments.

Key Competencies

. Algorithmic trading (futures, forex, energy markets)

. Portfolio design, Monte Carlo simulation, walk-forward validation

. Java, Python, C#, SQL, CI/CD (GitHub, Maven, Artifactory)

. Quantitative modeling, risk analysis (VaR, drawdown, correlation)

. Retail trading platforms: MetaTrader, Multicharts, NinjaTrader, TradeStation

Languages

Spanish
Native or bilingual
English
Fluent

Workplace preferences

Can work on-site

Zaragoza (up to 50km), Madrid (up to 10km), Barcelona (up to 10km)

Freelance
Algorithmic Trading
SOFTWARE PUBLISHING
July 2025 - Today (11 months)
Zaragoza, Spain
Pricing Strategy for Commodities – Gasoil (and Other Markets)

Development of a strategy to propose optimal buy and sell prices for gasoil across different time horizons.

The objective is to generate profitable recommendations for both intraday execution ("trigger") and monthly positioning. The project includes exhaustive backtesting, generation of performance metrics, and evolution reporting, with a customizable prediction history, results by time horizon and time of day, absolute and relative metrics, and reliability indicators.

Positioning of Algorithmic Strategies on Copy Trading Platforms
Implementation of my algorithmic trading strategies on various copy trading portals to diversify exposure, attract investors, and validate performance across different brokers and execution environments.

Continuous Learning
Preparing to obtain the QDC (Quant Developer Certificate) and ATC (Algorithmic Trading Certificate) to consolidate and certify my skills in quantitative development and systematic trading.

Open to Opportunities:
In algorithmic trading or IT consulting, preferably in remote or hybrid mode (if the opportunity is worthwhile), and available for part-time or full-time roles.
Capacidad analítica Python Finanzas Orientación a objetivos Commodities
Minsait
Algorithmic Trading Consultant
BANKING AND INSURANCE
July 2024 - July 2025 (1 year)
Madrid, Spain
Within the Algorithmic Trading and Advanced Analytics Division at BBVA:

. Acted as an IT consultant and lead developer for the Interest Rate Swaps (IRS) trade construction library, transforming RFQs from electronic trading platforms (Bloomberg, Tradeweb) into standardized trade structures.

. Integrated these flows with the bank's quantitative pricers (QBS) to obtain detailed valuations and risk sensitivities, ensuring seamless connectivity between front-office requests and quantitative models.

. Improved and maintained the infrastructure for multiple IRS products—including FRA, XCCY, Vanilla, TIIE, and CLP—delivering robust Java solutions within a fully automated CI/CD environment (GitHub, Maven, Artifactory).

. Collaborated closely with quants, traders, and technology teams to optimize trade processing.
Java Trabajo en equipo Trabajo remoto Finanzas Capacidad analítica
FourthParadigm
Algorithmic Trading
January 2022 - October 2023 (1 year and 9 months)
Andorra la Vella, Andorra
Fintech project that promoted a Luxembourg-based RAIF investment fund, 100% algorithmic and automated. I was responsible for the development, backtesting, and implementation of the portfolio of algorithms with which it was managed.

The fund executed an average of 80 algorithms simultaneously, implementing swing and scalping strategies across a wide range of instruments. Monte Carlo analysis predicted a worst-case drawdown of 6% with 95% probability, and a maximum recovery time of 6 months.

It operated from November 2021 to October 2023, pausing for 3 months due to a change in management company. Its algorithms executed over 50,000 trades, achieving 22% return on NAV, with a 5% drawdown and an average leverage of 0.9 on NAV.