About Me

This is Cristian Quintero, a professional with background in economics and systems engineering, with a master degree in quantitative finance. I’m from Colombia! 🇨🇴. At the beginning a lot of people asked me why I took those two bachelor degrees, and let me be honest with you, the challenge initially was personal but it has been evolving as long as I’ve been knowing about the good match between them. It started as mean to build better professional skills for dealing with competitive spirit around capital markets from different perspectives such as quantitative models, risk management, (quant) portfolio management, and quant/algorithmic trading.

My carreer begun as a software developer in a small company within a team called “webscrappers”. I have to say it was amazing. The feelin of you being exposed to code around 2011 even withouth have finished your bachelor degree is something very difficult to experiment in other industries. Thereof, my first professional exposure to corporative software development as a “spider” (webscrapper, you know). Afterwars, motivated for learning more than scrapping webs, I moved to a company that builds a proprietary software within colombian fiduciary industry. Again, I was thrilled for getting into a more sophisticated role. Now I can say it was one of the most wise decisions I’ve made. In there I got into capital markets, with a passion I didn’t experiment before. My first contact within finance field was by mean both mutual fund and investment portfolio modules I was in charge to develop together other colleages in foregoing company. I felt as walking over the moon, and it was the main trigger to boost my knowledge on the topic. That’s why I meditated a lot, believe me a lot, about how to proceed such that there were not need for start again leaving what I had gained at that moment. Solution was pretty clear for me, someone who likes challenge himself only had something to do, start the journey in any finance-related branch. Economics was the final decision. Two main reasons accompained the decision: quantitative background and utility of subjects in capital markets. At that moment I didn’t know to much about quants.

The Universidad Nacional de Colombia, my alma mater in economics, had a study group focused on capital markets. Along time it has mutated to a more broad scope of analysis, but at that moment it was a booster for me. The group was comprised by different asset class teams that frequently had talks about market, asset classes, and even risks. As many moments in my time during my process as university studend, I enjoyed avery minute. At the same time in my job, because I studied and worked at the same time given the flexibility that software development granted to us, I was exposed to different derivatives analysis as professional consultant for portfolio module in the company I used to work to. I recall it as it was yesterday, my first derivative was IBR swap in Colombia, around 2012. That’s the line that marked a before and after. During that period, I was of course searching a lot of bibliography to understand swaps as well because a fun fact is that at same period I took my class on derivatives in economics. I was astonished when I learned that there is a team with diverse skills in finance where a blended set of skills in coding, maths, finance, statistics and more, is the main characteristic. I felt fully identified with this role. I’m talking about quants.

Long story short, once I felt in love quantitative finance, my journey has been marked for the personal challenge of learning every day something else that allows me improve quantitative finance skills. As you know the scope is wide. I don’t pretend to cover all of them, reason why since 2021 I’ve started to specialize in very specific topics. I left an industry that has been well paid, software industry, for another that satisfy my interest, quantitative finance. But please don’t get me wrong, this industry is profitable as well, let see what’s going to happen in future acomplishing my goals in this branch. A hint, stochastic calculous, reinforcement learning and NLP has capture my attention for algorithmic trading and porfolio management (that includes financial risk management by the way). Since you don’t get always what you want in any job, I’ve had the need for creating models based on literature to contrast with real market/economic data. That’s a fantastic experience, fully recommended. Only take into account it will take part of your personal time, but what you learn in the journy does not have comparison. Right now, 2024-2025 I’m working on enhancing my models thereof.

A bit of third party opinion about me, because not always what you think about yourself is what others think as follows. People have told me that profilence I have in python is valuable in the financial industry, and absolutely it is. That I’m so serious, we can discuss about that. But what is totally true is that I rely a lot on team work, and that is expressed as well on the way I work and how I like to build teams. I forgot to mention I’ve been developing my soft skills as well, as part of this professional journey that I hope to use in near future as lead of a quantitative team, for sure will be one of the bests!! hahaha.

Likely in the future I’ll keep updating this entry, so let’s keep in touch, and feel free to reach me out via my LinkedIn profile.