Ph.D. in Statistics (with honors), September 2007.
Universidad Complutense de Madrid
- Dissertation on Computational Intelligence in Finance.
- Fellowship #170328 from CONACYT for Ph.D. studies.
- Coursework on machine learning, statistical learning, financial time series, investment theory, and Monte Carlo
- Dissertation advisor: Professor
Simon Sosvilla-Rivero.
- Fellowship: CONACYT (Mexico) Fellowship: 2001-2006.

B.A. in Economics (with a Finance Diploma), May 2000.
Monterrey Tech (ITESM)
- Coursework in financial engineering, empirical methods in finance, derivative securities, and econometrics.
- Completed a research on the peso-dollar predictability.

Professional Experience

Citizens Financial Group, Quantitative Analyst, Boston, MA, 2008:12-current.

SunGard Trading and Risk Systems, BancWare, Senior Consultant, Boston, MA, 2007:04-2008:11

RISC Consultores, Analyst, Monterrey, Mexico, 2000:07-2001:01

Harbor Consultores, S.C., Internship, Monterrey, Mexico, 1999:01-1999:06

Conference Presentations

Computational Finance 2004: International Conference on Computational Finance and its
Applications, Bologna, Italy, 21-23 April, 2004.

XII Foro de Finanzas, Barcelona, Spain, 9-10 December, 2004.  

European Financial Management Association 2006 Meetings, Madrid, Spain.

Computational Skills

Computer Languages: C++, SQL, and S (the commercial S-Plus and the Open Source R).

Research Interest

- Application of advanced statistical learning techniques in financial modeling.
- The two phases of statistical arbitrage: Scoring and Portfolio Construction.
- Solving differential equations via computational intelligence.

Global Association of Risk Professionals (GARP)
Energy Risk Professional. Certification awarded in 2010.  
Pedro N. Rodriguez'- Home page
Pedro N. Rodriguez-Hernandez
Boston, MA
E-mail: email(at)