Hi, my name is

Alejandro Arias Gómez.

Mathematician - Software Engineer

Quantitative Analyst at Morningstar DBRS, working on mathematical and data-driven models for structured finance.

About Me

I am a Mathematics and Software Engineering graduate with a strong interest in financial quantitative analysis. My background combines mathematical training with practical experience in software engineering and financial analytics. I am currently working as an quantitative analyst in Structured Finance at Morningstar DBRS, where I study and develop models that perform quantitative risk analysis involving default, recovery, and correlation modelling for securitized products.

I am especially motivated by problems that require structured thinking and mathematical analysis, and I enjoy continuously learning across disciplines such as statistics, finance. Alongside my professional work, I have been actively involved in volunteering and leadership roles with CISV International, where I contribute to educational development and risk management in international youth programs. Outside of work, I enjoy photography, travel, and other activities that combine creativity with exploration.

Experience

Quantitative Analyst
Morningstar DBRS
Sep 2025 - Present
As a Quantitative Analyst in Structured Finance, I research and evaluate mathematical approaches for approximating default, risk, and loss metrics in structured credit products. Additionally, my work focuses on translating these theoretical models into robust, optimized software implementations that can be applied in real-world credit analysis.
Data Scientist Intern
Qaleon
Sep 2024 - Feb 2025
At Qaleon, I worked as a Data Scientist on projects that leveraged complex datasets, applying statistical analysis to deliver predictive insights and data-driven solutions for business users. My role involved designing and implementing machine learning models, performing data preprocessing and feature engineering, integrating analytical workflows into scalable software pipelines, and evaluating models to ensure robust predictive performance.

Education

Bachelor's degree in Mathematics
Universidad Autónoma de Madrid (UAM)
Sep 2020 - Jun 2025 GPA: 8.0 / 10
Bachelor’s degree in Mathematics with a focus on probability, statistics, algebra, and applied mathematical methods, combining theoretical training with practical and computational approaches.
Bachelor's degree in Computer Engineering
Universidad Autónoma de Madrid (UAM)
Sep 2020 - Jun 2025 GPA: 8.0 / 10
Bachelor’s degree in Computer Engineering with a strong focus on software development, algorithms, and computer systems. The programme covered core areas such as operating systems, computer networks, databases, and reliable and efficient software engineering, combining theoretical foundations with hands-on programming and heavy project-based work.
Undergraduate exchange program
University of Warwick
Sep 2023 - Jun 2024 GPA: 67 / 100
One-year undergraduate exchange completed through the Mathematics Department. Studied advanced courses in pure and applied mathematics, including Stochastic Processes, Commutative Algebra, and Complex Analysis, under a highly rigorous and research-oriented teaching framework.
High School
Escuelas Pías de San Fernando
Sep 2018 - Jun 2020 GPA: 10 / 10
Secondary education, graduating with top academic performance.

Dissertations

Principal Component Analysis for Irregularly Sampled Functional Data
Advisor: Alberto Suárez González

I carried out my Bachelor’s thesis within the Machine Learning Group at UAM, in collaboration with the scikit-fda development team. The work focuses on the mathematical and statistical foundations of Functional Principal Component Analysis (FPCA) for irregularly sampled data.

Functional Data Analysis (FDA) is a branch of statistics that studies data whose observations are functions, rather than finite-dimensional vectors. In this framework, each observation is modeled as a realization of a random variable, allowing the use of tools from probability theory, linear algebra, and functional analysis.

The dissertation develops the theoretical formulation of the PACE (Principal Component Analysis through Conditional Expectation) algorithm, introduced in Yao et al. This algorithm is an extension of classical FPCA designed for sparse and irregular sampling. It studies the estimation of mean and covariance operators via kernel smoothing, the role of bias correction and measurement noise, and the reconstruction of functional principal component scores through conditional expectation, providing a mathematically robust approach to dimensionality reduction in functional settings.

Primary Decomposition of Monomial Ideals in Noetherian Rings
Advisor: Mª Paz Tirado Hernández

This Bachelor’s thesis studies the theory of primary decomposition in commutative algebra, with a particular focus on the class of monomial ideals in Noetherian rings. The work addresses the structural decomposition of ideals and the conditions under which such decompositions exist.

After introducing the basic notions of commutative algebra, the dissertation develops the general framework of primary decomposition in Noetherian rings. The focus then shifts to monomial ideals in polynomial rings, where their combinatorial structure allows for a more explicit and constructive treatment of primary decompositions.

Projects

scikit-fda
Python scipy Functional Data
scikit-fda
Contribution to the open-source Python library scikit-fda, involving the design and implementation of the PACE algorithm for irregularly sampled functional data. The library is designed to provide functional data analysis tools that integrate seamlessly with the Scientific Python ecosystem.

Achievements

Cambridge Proficiency Exam
Scored an A (221/230) in the Cambridge Proficiency Exam in 2019.
Top 0.1% EVAU Grade 2020 (13.9/14)
Obtained a 13.9/14 in the Spanish University Entrance Exam (EBAU), placing me within the top 0.1% of candidates nationwide.
UAM Young Talent Award 2020
Award given by the Universidad Autónoma de Madrid for the 25 incoming students with the highest academic potential in the 2020-2021 academic year.
Excellence Scholarship 2021
Awarded to top-performing students in the Community of Madrid.
Valedictorian (GPA 10/10)
Graduated high school top of my class in 2020.

Volunteering

Volunteer CISV International
Sep 2020 - present

CISV International is a global, volunteer-led non-governmental organisation dedicated to educating and inspiring action toward a more just and peaceful world through intercultural exchange, cooperation, and understanding. Founded in 1950, CISV operates in nearly 70 countries with over 200 local chapters, offering educational programmes and community activities that promote peace education and cross-cultural engagement.

Volunteers at all levels (local, regional, national, and international) play a central role in sustaining and delivering CISV’s mission, shaping both strategic direction and on-the-ground activities.

I served as a volunteer leader for CISV summer and mini-camp programmes, coordinating activities and supporting participants throughout the camp experience. My contributions included guiding educational activities, mentoring junior leaders, and ensuring that the daily operation of the camps aligned with CISV’s peace education objectives.

Risk Manager CISV Madrid
Nov 2022 - present

In my role as Risk Manager for CISV Madrid, I was responsible for ensuring the safety and wellbeing of participants and volunteers across international programmes and local activities. The role combined structured risk planning with rapid decision-making during live activities and camps.

I developed and enforced risk management policies aligned with CISV standards, assessed potential risks during programme planning and execution, and trained volunteers on safety and emergency protocols. During activities, I responded calmly to unforeseen situations, making time-critical decisions to mitigate risk, protect participants, and maintain programme continuity.

Member of CISV Madrid Board
Sep 2020 - present

As part of the CISV Madrid Executive Committee, I was responsible for the training and educational development of 16-17 year-old participants preparing to take on the role of Junior Counsellors (JC) in CISV programmes. This involved designing and delivering educational sessions and supporting their personal and leadership development.

In addition, I contributed to the execution and support of internal projects of CISV Madrid in order to sustain programme delivery, volunteer coordination, and the overall functioning of the organisation.

CISV International
CISV Madrid

Get in Touch

I’m always happy to connect. Whether you have a question about my work, would like to discuss an academic or technical topic, or simply want to get in touch, feel free to reach out.