Wilmer Henao
Senior Data Scientist @Investment Management
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WORK HISTORY
Senior Data Scientist @Investment Management
Manhattan, NY, US
EDUCATION
Universidad de Los Andes
BS, Pure Mathematics
Columbia University
masters, Mathematics of Finance
NYU, COURANT INST
Master Sc., Scientific Computing
University of Michigan
Doctor of Philosophy (Ph.D.), Operations Research
SKILLS
ABOUT WILMER HENAO
I\'m a Mathematician, Scientific Computing professional who recently finished a Ph.D. in Operations Engineering. I have hands-on experience with the construction of computational optimization engines and large-scale heuristics to solve complex applications. I excel at finding the solution to a problem and building the engine to get the job done.I have also participated in several machine learning competitions achieving top results.I have a deep understanding of the financial world with hands-on experience with equity and multi-asset optimization and the calibration of prepayment curves for Mortgage-backed securities. During my Ph.D. I also applied large-scale linear and nonlinear and dynamic programming methodologies for the solution of treatment planning applied to external radiotherapy.
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