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Teaching & Mentoring

   Teaching

Applied Statistics
Main Instructor—Ecole Polytechnique Fédérale de Lausanne (2011) (MSc in Appl. Math.)

Applied Stochastic Processes
Main Instructor—Pontificia Universidad Católica de Chile (2015) (MSc in Statistics)

Advanced Statistics
Main Instructor—Pontificia Universidad Católica de Chile (2014) (PhD in Statistics)

Calculus
Teaching Assistant—Universidade Nova de Lisboa (2009) (BSc in Engineering)

Financial Mathematics for Actuarial Practice
Main Instructor—Pontificia Universidad Católica de Chile (2015, 2016) (MSc in Actuarial Sci.)

Generalized Linear Models
Main Instructor—Pontificia Universidad Católica de Chile (2013, 2014) (BSc and MSc in Statistics)

Quantitative Risk Management
Main Instructor—Ecole Polytechnique Fédérale de Lausanne (2012) (MSc Appl. Math., MSc in Financial Eng.)
Principal Assistant—Ecole Polytechnique Fédérale de Lausanne (2011) (MSc Appl. Math., MSc in Financial Eng.)

Time Series
Main Instructor—Pontificia Universidad Católica de Chile (2013, 2015) (MSc in Statistics)
Principal Assistant—Ecole Polytechnique Fédérale de Lausanne (2010) (MSc Appl. Math., MSc in Financial Eng.)

   Supervising & Mentoring

Post-Doc
Gabriel Martos (2015–2016). Now a Research Associate at Universidad de Buenos Aires, Argentina.

PhD
Daniela Castro (2015). Now a Post-Doc at KAUST, Saudi Arabia (October 2015).
Rodrigo Rubio [Joint with R. Huser] (Expected 2018).
Julio Avila (Expected 2018).
Bastian Galasso (Expected 2018).
Junho Lee (Expected 2020).
Andrej Svetlosak [Joint with R. Calabrese; Industrial PhD with InBest] (Expected 2020).
Emmanuel Bernieri [Joint with I. Papastathopoulos; Industrial PhD with Unilever] (Expected 2020).

MSc in Statistics
Rodrigo Rubio (2013). Now a PhD Student at PUC Chile.
Sitsofe Tsagbey (2013). Now a PhD Student at Universidade de São Paulo, Brazil.
Michał Warchoł (2012). Director of Data Science at Ardigen S.A. Concluded PhD at UCL, Belgium.

MSc Research Students (EPFL, Switzerland)
Adrien Hitz (2011). Co-Founder at Materialize.X. Concluded PhD from University of Oxford, England.
Anna Kiriliouk (2011). Now a Postdoctoral researcher at Erasmus University Rotterdam.
Thomas Lugrin (2011). Now a PhD Student at EPFL, Switzerland.
Boris Oumow (2011). Now a Quant at BNP Paribas, England.

MSc in other Areas (Joint Supervisions)
Ricardo Batista (2007). MSc in Dental Sciences, Donau University Krems, Austria

Jobs & Opportunities
I am currently looking for a PhD student and an MSc student willing to work on problems related to my research interests; please contact me if you are interested in knowing more about the scientific aspects of the work to be developed.