Work with me
I offer specialized technical consulting in stochastic optimization, equilibrium modeling, and quantitative risk analysis through La Candelaria SpA.
Practice areas
Energy
- Stochastic storage (BESS) and dispatch planning under renewable uncertainty
- Probabilistic scenario generation for solar and wind (methodology published in Solar Energy, 2018)
- Equilibrium models for electricity markets and regulatory reform evaluation
- Investment analysis under spot price uncertainty
Finance & regulation
- CVaR portfolio optimization and coherent risk measures
- Financial network stability models
- Distribution estimation under stochastic ambiguity
- Quantitative modeling for regulators (CMF, central banks)
Logistics & infrastructure
- Infrastructure planning under uncertainty in competitive markets
- Supply chain equilibrium models
- Stochastic facility location
Engagement types
| Technical study | Ongoing advisory | Workshop | |
|---|---|---|---|
| Duration | 4–8 weeks | Monthly | 1–3 days |
| Deliverable | Model + report | Ongoing support | Trained team |
| Best for | Scoped problem | Recurring modeling | Analyst teams |
Key credentials
- PhD Applied Mathematics, UC Davis (2017)
- Postdoctoral appointment, Sandia National Laboratories — stochastic energy systems (2017–2019)
- Co-authored with R.T. Rockafellar (U. Washington) and R.J-B Wets (UC Davis) — founders of modern stochastic programming
- Research funded by CMF Chile (financial networks, 2023) and FONDECYT (equilibrium algorithms, 2019–2021)
- Quantitative analyst, BCI Bank — Treasury (2008–2012)
- Published in SIAM J. Optimization · Mathematics of Operations Research · Mathematical Programming · Solar Energy
Contact
For formal projects: I invoice through La Candelaria SpA.