Mario Gamez

Mario Gamez

Portfolio Manager & Trader at Akaan Transamerica - Lecturer at EGADE Business School

Mexico City


Experienced Portfolio Manager, proficient at analyzing and trading Fixed Income securities and Derivatives, with a demonstrated history working in the financial services industry. Solid investment professional with an MBA plus a specialization in Quantitative Finance.

Passionate about Data Analytics, with professional experience in machine learning, and artificial intelligence. Skilled in R, Python, and Matlab.


2017 Sep - Present
Lecturer In Finance
EGADE Business School / MEXICO CITY
Financial Modeling with R and MatLab
Asset Valuation
2015 Jun - Present
Portfolio Manager & Trader
Akaan Transamerica / MEXICO CITY

- Manage the firm’s Private Investment Mandates making tactical and strategic asset allocation decisions, and trading corporate and governmental debt securities, local equities, and international investment vehicles

- Delineated trading, and portfolio construction/optimization business processes, and fine-tuned the investment and risk platform Aladdin, implemented by Akaan to efficiently manage its funds
- Co-led the definition and application of the strategy, philosophy, and investment process of the first 5 fixed income funds, and 2 global multi-asset funds, adopting a more quantitative approach
2013 Jul - 2015 Apr
Associate - Global Hybrids Structuring
Deutsche Bank / LONDON
- Designed, backtested, and launched global multi-asset quantitative investment strategy indices, priced exotic options on those, and generated marketing material for institutional investors
- Structured and priced hybrid exotic derivatives to give investors the ability to express any combined views of the market with an average trade size of EUR 10M
2009 Oct - 2011 Jun
Machine Learning Engineer
ATR Neural Information Analysis Laboratories / KYOTO, JAPAN
Advanced Telecommunications Research Institute International (ATR), through the support of industry, government and academia; promotes innovative R&D activities in neuroscience, artificial intelligence, robotics, and the integration of brain and machines; in cooperation with various research institutes, organizations, and companies within and outside of Japan

- Formulated novel methodologies to analyze and decode neural information using machine learning and integrate it with brain-machine interfaces to predict motor behavior of human subjects while flying an airplane
- Developed an integration toolbox for Matlab that reduced the time of brain data analysis by 90%
- Provided technical leadership for an international team of software/mechanical engineers and technicians to design and construct an innovative flight simulator motion system, incorporating multimodal brain imaging methods and psychophysical studies
- Supported meetings presenting project status and problem-solving results with research partners Honda Research Institute and the National Institute of Information and Communication Technology
- Provided mentorship to new technical and engineering talent to ensure project objectives were met
2007 Sep - 2009 Sep
Research Associate
Gestión de Riesgo S.A.S / BOGOTA, COLOMBIA
- Led the development of new tools to valuate and assess fairness of simple and exotic derivative structures offered to our clients by OTC derivative markets
- Evaluated hedge effectiveness based on ex-ante and ex-post events for each hedge strategy
- Created risk models based on an Earnings at Risk (EaR) methodology that accurately represented the financial structure of the companies in our portfolio of clients
- Developed a rolling hedge policy on USD/COP mitigating the client’s risk from $7.5 million to $2.5 million for a rolling year
- Advised effective hedge strategies for currency fluctuations, natural gas prices, and electricity costs that reduced market risk by $1.3 million annually for a polypropylene manufacture


2011 - 2013
New York University - Leonard N. Stern School of Business
MBA - Quantitative Finance Specialization / Quantitative Finance, Research Assistant at The Volatility Institute

Teaching Fellow - Data Mining for Business Intelligence

Teaching Fellow - Statistics and Data Analysis
Director of International Affairs and Relations - Stern Hedge Fund Association
Executive Vice President of Corporate Relations and Career Development - Japanese Business Association
Vice President of Alumni Relations - European Business Society
2000 - 2007
Universidad de Los Andes
Electronic Engineering, Minor in Pure Mathematics

Thesis: A Communication System for Neuromorphic Vision Chips with Dynamic Foveation

Research Assistant at the Institute of Biomedical Engineering - Imperial College London