R. LugoFrias

About

rodmono

I work at Block Analitica as a Researcher and Risk Analyst. The main focus of my work is Counterparty Credit Risk and Market Risk. Previously I worked for other crypto projects, notably Ratio Finance, a collateralized debt position protocol in the Solana Blockchain. I also worked in Traditional Finance at Scotiabank Global Banking and Markets for the Emerging Markets Desk as XVA Trader and Front Office Quant. I started my career in Finance at Grupo Bursatil Mexicano where I learned, created and implemented quantitative trading strategies for futures and equities.

I got involved with cryptoassets in 2017 and I decided to go all-in at the end of 2021. I am mainly interested in developing data-driven quantitive solutions for investor portfolio creation and financial risk management. I enjoy bridging the gap between theoretical research and real-world financial applications attempting to add some value to the industry.

Twitter


Education

  • PhD - Theoretical Physics at TU Berlin (2016)
  • BSc and MSc - Theoretical Physics at UNAM (2013)

Contact

Feel free to reach out at:

rodrigo@lugofrias.info