Luis M. Sánchez, MBA in Financial Engineering, CAIA I

CEO, Founder, Senior Data Scientist, Senior Data Strategist, Senior Quant

Luis is the founder of SGX Analytics and has over 20 years of experience in the capital markets, insurance, and data science. From 1993 to 1998, he was Director of Quantitative Analysis for a group of hedge funds in New York. He joined AIG in 1998, where he co-developed the insurer’s first weather risk model, as well as Markov Chain Monte Carlo simulations to evaluate & trade exotic risks. In 2000, he joined Deutsche Bank’s (DB) ABS/CDO team, where he was the lead investment banker and designer of some of the bank’s first cat risk structures as well as proprietary machine learning models for asset/liability management and trading. After DB and after a short stint with his own advisory firm, Luis joined Lehman Brothers as a Senior Vice President, where he was a Quant in the high yield trading group until the day of the bank’s collapse. He continued in the same role at Barclays Capital until he founded and became CEO of Ttwick, Inc. a tech startup whose assets were acquired by hedge fund Elliott Management Associates. Luis was recently featured in the book “The Data Science Handbook,” an industry-leading publication covering top data science practitioners in the U.S. Luis has been a featured speaker at forums such as the OECD Global Forum, the New York Society of Securities Analysts, the San Francisco Bay Area Machine Learning Meetup group, the Centre for the Study of Financial Innovation (CSFI), and others, in the topics of alternative investments, artificial intelligence, and finance. Luis holds a Chartered Alternative Investment Analyst (CAIA) Level I accreditation, and FINRA’s  Series 7 and 63. Luis is the inventor of several patents in the area of machine learning. He codes in Python, SciPy, NumPy, Scikit-Learn, Pandas, R, Octave, Visual Basic, JavaScript, Theano and TensorFlow.