About me
Quantitative researcher with dual BSc in Mathematics & Computer Science, an EMJMD MSc in Big Data (GPA: 18.5/20, Best Record Award), and hands-on experience building Python/C++ models for time-series forecasting, federated learning, and adversarial robustness.
Currently pivoting full-time into quantitative finance.
Currently pivoting full-time into quantitative finance.
Education
Year | Degree / Institution | Highlights |
---|---|---|
2022‑24 | EMJMD MSc Big Data Management & Analytics ULB 🇧🇪 • UPC 🇪🇸 • CentraleSupélec 🇫🇷 |
GPA 18.5/20 • Best Academic Record EMJMD Scholarship (3% success rate) |
2017‑22 | Double BSc Mathematics & Computer Science University of Murcia 🇪🇸 |
9.7/10 Maths thesis (Willmore Surfaces) 9.9/10 CS thesis (Finite‑Element breast model) Honour Mention to Academic Excellence |
2018‑ | BSc Economics (part‑time) UNED 🇪🇸 |
80 % complete — pursued for personal interest |
Experience
Research Engineer — Télécom Paris, Institut Polytechnique de Paris (2024–25)
Adversarial Robustness of Deep Learning Models
- Wrote a survey on adversarial attacks and defenses for deep learning models (under review).
- Researched novel methods to improve robustness of deep learning models against adversarial attacks.
- Tech: PyTorch, HuggingFace, Generative Models.
Research Engineer & Master’s Thesis — AIT Austria (2024)
Vertical Federated Learning for Mobility
- Built privacy‑preserving VFL pipeline → ‑34 % MSE vs. baseline
- Co‑authored EuroCarto 2024 paper (oral), and a first author paper under review.
- Tech: PyTorch, MovingPandas.
Graduate Researcher — Université Libre de Bruxelles (2023)
Dynamic Airspace Sectorization
- Researched and implemented existing algorithms for dynamic airspace sectorization.
- Work presented at Eurocontrol headquarters in Brussels.
- Tech: Python, PyTorch, scikit‑learn.
Data Science Intern — Grupo Orenes (2022)
Casino slot‑machine demand forecasting
- End‑to‑end ML‑Ops: Airflow + SQL Server → first predictive model for slot machines in the company.
Research Assistant — University of Murcia (2021‑22)
Finite‑Element breast‑tissue simulation (C++/deal.II) → thesis score 9.9/10 (honours).
- Developed a C++/deal.II solver to map mammogram to surgical posture.
Languages
Language | Level |
---|---|
Spanish | Native |
English | C1 |
French | B2 (and improving) |
Catalan | A2 |
Skills
Programming Python, C/C++, SQL, Java, C#, MATLAB
Quant / ML Time‑series, Stochastic Processes, Monte‑Carlo, PyTorch, scikit‑learn
Big‑Data / DevOps Spark, Hadoop, Airflow, Docker, AWS
Databases PostgreSQL, MongoDB, Neo4j, Oracle
Tools Git, Linux, LaTeX
Interests
- Climbing • Football • Popular‑Science Reading
- Favourite books: Atlas Shrugged • Thinking, Fast and Slow
- Film buff: Interstellar • Inception • Columbo
Contact
📧 joseantoniolorencio@gmail.com
💼 https://www.linkedin.com/in/lorencio-abril/
Code & research: https://github.com/Lorenc1o