LUCAS TRIANA

5742 Holden St. APT. 23F

Pittsburgh, PA 15232

786.241.0156
ltrianal@tepper.cmu.edu

EDUCATION
CARNEGIE MELLON UNIVERSITY, TEPPER SCHOOL OF BUSINESS
Master of Science in Computational Finance MSCF

Memberships: Quantitative Financial Club, Graduate Financial Association, Alpha Asset Management Club.
SERGIO ARBOLEDA UNIVERSITY
Graduate Certificate in Applied Mathematics

GPA: 4.83/5.00

LOS ANDES UNIVERSITY

Bachelor in Industrial Engineering
GPA: 3.81/5.00

Major in Operations Research and minor in Finance.

Thesis: DTF interest rate zero coupon yield curve construction for bonds and derivatives pricing.

Pittsburgh, PA
12/15

Bogota, Colombia
11/13
Bogota, Colombia
03/10

COURSEWORK/SKILLS/PROJECTS

Spring 2015: Statistical and Machine Learning methods, Simulations Methods for Options Pricing, Financial Time Series.
Finance: Options (introduction to: valuation, investment strategies, Greeks, volatility surface), Fixed Income (debt securities and
derivatives on debt securities), Investment Decision Analysis (NPV and project valuations), Finance (Fundamental Analysis,
Efficient Markets, CAPM, capital structure), Financial Risk Management (Derivatives as hedging instruments, introduction to
VaR), Business Valuation (DCF, Multiples), and Mathematical Models in Financial Management (Arbitrage and risk-neutral
pricing in discrete time, affine short-rate models).
Mathematics: Calculus, Llinear Algebra, Probability, Linear Programming, System Dynamics, Markov Chains.
Statistics: Introduction to Statistics, linear statistical models, time series econometrics, Statistical Inference.
Programming and Computer Skills: Baruch College C++ for financial engineering online certificate- (OOP, inheritance and
polymorphism, STL, introduction to Boost Libraries), VBA, Java, Bloomberg.

EXPERIENCE
CORREDORES ASOCIADOS
Bogota, Colombia
Trader (Fixed Income and Global Mutual Funds)
09/11 06/14

Financial Modeling and Decision Making: Implemented Nelson-Siegel-Svensson, CIR and Vasicek interest rate models (as
a tool to assess local treasury yield fairness) in VBA, built expected return calculators for bonds in VBA, and created a
spread modeling tool (to estimate relative value between local treasuries and corporate debt yields by sector, credit ratings
and maturities) in VBA using Kernel Density Estimations to trade local debt.

Teamwork: Discussed market views and portfolio structure with the senior trader to set a work plan for the next day.

Fundamental and Technical Analysis: Used macroeconomic and technical analysis to manage a portfolio of international
investments.

Problem Solving: Built a tool in MS Excel that used clients deposits and withdrawals to optimally allocate the liquidity of
the Fixed Income funds in savings accounts.
HELM SECURITIES
Bogota, Colombia
Fixed Income Analyst
10/10 09/11

Analytical Thinking: Analyzed the international and local economic environment to identify investment opportunities in
local treasuries and corporate debt.

Client Management and Communication: Presented verbal and written Fixed Income investment recommendations of
local debt to retail and institutional clients.

Initiative: Used to develop a quantitative forecasting model of clearing debt rates for local corporate bond issuances in MS
Excel using a Nelson-Siegel yield curve estimation.
HUMANOS S.A.
Financial Analyst

Bogota, Colombia
03/10 10/10

ADDITIONAL INFORMATION

Interests: Rock climbing (bouldering).

Volunteering: -San Carlos School alumni board member
03/12 03/14 | Bogota, Colombia
-Caritas Wohnen am Michaelkirchplatz: worked supporting mentally disabled children with their daily
activities in their quest for improvement and independence
08/04 06/05 | Berlin, Germany
Languages: Spanish (native), English (fluent), German (intermediate).