Diego
Mathematician · Data Engineer · Builder
I'm Diego — mathematician, data engineer, and builder. I spend most of my time working on ML systems and financial data pipelines by day, and hacking on open-source projects (neural nets in C, KANs, RL) by night. I also built regllm.xyz. Outside of that: hiking, rock climbing, chess, and sci-fi novels.
Experience
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Senior Data AnalystPriceWaterHouseCoopers2023 – Present
3.5 ROI in billable hours Migration of Loss Given Default database from SAS to Oracle from a bank in the top 5 financial entities of Spain. Automation of FINREP/COREP compliance with stress testing scenarios (VBA). Supervised development of field trace tool for database, using Python.
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Data EngineerÁlamo consulting2022 – 2023
Personal data report for Bank of Spain of external financial entity (FINREP/COREP/SIRBE)
Projects
Neural Network in C
Neural network from scratch in C
KAN implementation in pytorch
KAN implementation using pytorch and the Taylor expansion instead of B-splines
litetorch
Implementation of PyTorch + reinforcement learning algorithms for educational purposes