Diego Rodríguez Atencia
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
Achieved 3.5x ROI in billable hours through automation and efficiency improvements. Led migration of Loss Given Default database from SAS to Oracle for a top 5 Spanish financial institution. Automated FINREP/COREP compliance with stress testing scenarios using VBA. Supervised development of field trace tool for database management using Python.
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Data EngineerÁlamo Consulting2022 – 2023
Managed personal data reports for Bank of Spain, handling FINREP/COREP/SIRBE compliance for external financial entities.
Projects
Neural Network in C
Built a neural network from scratch in C to understand backpropagation and gradient descent at the lowest level.
KAN Implementation
PyTorch implementation of Kolmogorov-Arnold Networks using Taylor expansion instead of B-splines.
litetorch
Educational reimplementation of PyTorch with reinforcement learning algorithms for learning purposes.