Luis Miguel Sánchez-García​

Luis Miguel Sánchez-García

SR QUANTITATIVE ANALYST | SR DATA SCIENTIST | STRATEGIC DEPLOYMENT

Highly experienced leader with 10+ patents in ML and time series analysis. Expert in managing technical teams, optimizing models using mathematical techniques, and pioneering analytics for novel markets. Proficient in Python, R, Tableau, and cloud platforms. Effective communicator and mentor, driving talent growth.

Professional Experience

2019 - Present

Koffie Financial

Chief Data Scientist

  • First hire, major shareholder, developed advanced underwriting AI
  • Combined computer science, quantitative research, and optimization techniques.
  • Replaced traditional methods with scalable risk management strategies.
  • Engineered revenue-driving AI, secured 4/5 funding rounds
  • Key to funding success with 4 out of 5 rounds secured.
  • Enabled rapid risk assessment for premium advantage, team growth
  • Transformed risk assessment for competitive premiums.
  • Mentored team from 3 to 30+, achieved multi-million monthly revenue in 3 years.

Jan 2016 - June 2019​

SGX ANALYTICS, LLC

Sr. Data Scientist | Sr. Quantitative Analyst​

  • Founder of data strategy and science consulting firm for enterprise-level businesses.
  • Developed scalable machine learning systems and algorithms for commercial impact.
  • Created AI-driven underwriting for a Hong Kong insurance firm.
  • Engineered recommendation engines for US telecom company.
  • Presented models to senior decision-makers and regulators.
  • Deployed autonomous trading agents for various markets.
  • Enhanced decision-making with quantitative research, simulations, and evidence-based approaches.

Jan 2010 - Dec 2015

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TTWICK INC

Founder, CEO, Chief Data Scientist

  • Founded a hyper-local search engine utilizing data mining and machine learning.
  • Served public via mobile app and financial clients via web app
  • Pioneered alternative data monetization for investment management.
  • Developed foundational algorithms for cross-platform search engines.
  • Enabled IP asset acquisition by a hedge fund.
  • Led collaborative, cross-functional efforts for efficient launches.

Jan 2008 - Nov 2008​

LEHMAN BROTHERS

Sr Vice President & Quantitative Researcher

  • Designed and marketed data-intensive financial instruments using machine learning to reduce financing costs and hedge risks for clients.
  • Predicted film production revenues, creating equity-linked notes.
  • Identified energy sector acquisitions via internal data analysis and recommendation engine.
  • Advised governments, banks, and corporations on Lehman Brothers’ products.
  • Enhanced deal forecast accuracy through proprietary Monte Carlo model.
  • Led data science efforts for asset evaluation and securitization across asset classes with a team of 10.

Feb 2005 - Jan 2008​

SAGA CAPITAL LLC

Managing Director​

  • Advisory group specializing in unique funding solutions for hedge funds, private equity, and corporations.
  • Created proprietary ML models for improved creative asset forecasting.
  • Developed financial models, facilitated deals in traditional and esoteric assets.
  • Served top-tier US investment banks, international boutique banks, and non-traditional asset managers.

June 2000 - Feb 2005​

DEUTSCHE BANK

Vice President - Investment Banking

  • Developed quantitative models to enhance equity returns in balance sheets and arbitrage CDOs.
  • Structured unique deals and supported due diligence.
  • Created a proprietary pricing model for “Synthetic Swap Funding” structures.
  • Enabled transparent valuation and education for Deutsche Bank’s clients.
  • Pioneered the launch of Deutsche Bank’s first CAT bond with emerging market geological risk exposure.

Sept 1999 - June 2000​

NETRISK INC

Vice President – Operational Risk Division​

  • Developed advanced Monte Carlo simulation methodologies for Operational Capital at Risk (CaR) calculation.
  • Collaborated across advisory, technology, and engineering groups to conduct in-depth risk analysis and develop effective risk management strategies.

May 1998 - Aug 1999​

AIG

Senior Associate - Risk Finance & Structured Solutions Groups (AIGRF)

  • Provided internal consulting to AIU, AIGRF, & AIG Financial Products.
  • Expertise: interest rate modeling, hedging, finite risk solutions, default risk valuation, KMV credit analysis, math/statistics, Monte Carlo simulation.
  • Assisted in developing insurance derivatives for corporations to navigate FASB regulations.
  • Interacted with corporate officers for credit policies, CMBS/CLO deals, film production guarantees, risk management including mortality and political risk insurance.

July 1993 - March 1998​

PARALLAX PARTNERS

Senior Quantitative Analyst​

  • Managed by ex-Banker Trusts executives, focused on macro strategies.
  • Structured quantitative approaches and traded exotic options on indices.
  • Calculated weekly Net Asset Value (NAV), reported to clients.
  • Advised international CFOs/CEOs on mergers, and insurance boards on investments.
  • Coded and back-tested long-short strategies for stocks and futures using Instinet Analytics platform.

SELECTED TRANSACTIONAL EXPERIENCE

Transaction Type Rating Size (MM USD)
Kondor 2001 - 1
ABS - Synthetic CDO
AAA
2900
CIT EC-EF 2001 - A
ABS - Construction Equipment Leases
AAA
1100
Synthetic Swap Funding
CDS - Greece
AAA
500
Odyssey Project Funding, Deutsche Bank
ABS - Balance Sheet CDO
AAA
450
CAT - Mex Ltd
ABS - Insurance Linked Security
BB
450
Litigation Settlement Monetized Fee Trust I, II - 2002
ABS - Royalties
A
115.4

Achievements

Press:

Panelist at SUNY Plattsburgh’s discussion on cryptocurrency and blockchain. As the founder of SGX Analytics, I emphasized the role of weather forecasts in curbing energy costs for cryptocurrency mining, May 12, 2018. http://bit.ly/CrytpoWeather

How I made 37% annual return for 3 years using data science, ML, credit risk & TALF loans: credit risk in finance. Towards Data Science, April 19, 2019. http://bit.ly/2KTSSWz

Alpha Generation Using Data Science & Quant Research. Towards Data Science, April 19, 2019 http://bit.ly/2OQHedA

Lehman Brothers, Last Weekend. The Wall Street Journal, interview, September 13, 2018. https://on.wsj.com/2QxZcBO

Speaking Engagements:

Artificial Intelligence for Business Applications. PyCon. Keynote Speaker. Kuala Lumpur, August 2017. http://bit.ly/2sNOg7X

Machine Learning and FinTech. Centre for the Study of Financial Innovation (CSFI) and the law firm Allen & Overy (London). October 12, 2015. Guest speaker. http://bit.ly/1jSI3Sn

Data Investing: Python and ML to gain insights into the dynamics of the market around earnings announcements. Bloomberg / PyData NY, May 15, 2015. Main speaker. http://bit.ly/1IgIA8N

Designing a catastrophic earthquake bond and predicting its credit spread. PyData. Nov 14, 2014. Main Speaker. http://bit.ly/1HcZRl1

Non-Traditional Investing in Entertainment and the Arts – Film as a Commodity for Efficient Portfolios. New York Society of Securities Analysts (NYSSA). December 2008. Guest Speaker

Innovations in the Fixed-Income Sector: Insurance Securitization for Debt Relief Management. Organization for Economic Cooperation and Development (OECD), 13th Global Forum (Rome, November 28th, 2003). Guest speaker

Publications & Research Contributions:

The Data Science Handbook. In-depth interviews with top 25 Data Scientists across several industries. The book is a top seller on Amazon.com. June 2015 http://amzn.to/1Dv7HoR

Catastrophe Bonds: Opportunities for Issuer and Investors. Co-author of “Deutsche Bank’s Global Markets Research Report”. May 2003.

Quantifying Event Risk: The Next Convergence. Co-author of  “The Journal of Risk Finance”, Spring 2000.

Modeling Techniques for Limited Data Sets. Operational Risk, RISK Publications, February 2000. Co-author

Patents & Innovations:

Co-inventor of 2 AI related patent applications covering time series analysis and large-scale recommendation systems for Verizon Communications.

Inventor of 11 issued machine learning-related patents. These inventions cover several machine learning algorithms performing named entity recognition, sentiment, and subjectivity analysis, geolocate chatter, and forecasts on certain knowledge domains. US 9158853, US
61/614,163, Canada 2862763, China 201380015619, Europe 13764818, India 1596/MUMNP/2014, Israel 229584, Japan 20150501927, Korea 1020147024775, PCT PCT/US13/33430, Singapore 11201403537V.
http://bit.ly/USPTOlmsanch

Education

American University, Washington, D.C.

MBA in International Business / International Finance

Dec, 1992

LASAPU - Harvard University, USA | Fundayacucho, Venezuela

Fulbright Program

Jan, 1990

IUPFAN, Caracas, Venezuela

Civil Engineer: Hydraulics, Structures, Transportation & Numerical Analysis

Dec, 1987

Professional Certificates:

Stanford University School of Engineering

Stanford Professional Certificate in Artificial Intelligence

1-Year Program
Activities and societies: Learning from the World's best Ph.D. research professors & implementors.
# Natural Language Processing with Deep Learning, XCS224N, Christopher Manning
# Reinforcement Learning, XCS234, Emma Brunskill
# Deep Multi-Task and Meta-Learning, XCS330, Chelsea Finn

Sept, 2023

Harvard University

Data Science Professional Certificate

July, 2020

MIT (Massachusetts Institute of Technology)

From Data to Decisions

Jan, 2020

MIT Professional Education Fire Hydrant Award

Machine Learning

Jan, 2020

Harvard University

Using Python for Research

June, 2017

John Hopkins University

Computing for Data Analysis

Feb, 2014

Stanford University

Machine Learning

Jan, 2014

Selected Machine Learning Training:

  • Fraud Detection
  • Extreme Gradient Boosting
  • Clustering Methods
  • Bayesian Optimization
  • Machine Learning for Credit Risk Analytics
  • Machine Learning for Time Series Data
  • Advanced NLP
  • Deep Learning + AWS EC2 GPU
  • SQL and NoSQL for Data Analysis
  • Dimensionality Reduction
  • Statistical Simulation
  • Supervised and Unsupervised ML

Contact

Luis Miguel Sánchez-García​​

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