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PabloSHerrera/README.md

Hi, I'm Pablo Sebastian Herrera 👋

Applied Mathematician | MSc Computational Finance @ University of Padova

I work at the intersection of mathematics, artificial intelligence, and quantitative finance. My background combines rigorous mathematical training with hands-on experience building AI systems in the banking sector, and I'm now deepening my focus on computational finance in Italy.


🎓 Education

MSc in Computational Finance — University of Padova, Italy (2026 – present)

B.Sc. in Applied Mathematics — Universidad del Valle de Guatemala Thesis: Quantum Walks Applied to Quantum Binomial Models for Option Pricing. The research explores how quantum walks, the quantum analogue of classical random walks, can be used to build binomial-type models for derivatives valuation, connecting quantum computing theory with financial mathematics.


💼 Experience — AI & Innovation in Banking

Over the past two years, I've worked in the innovation area of a Guatemalan bank, building AI solutions and helping teams adopt them.

Autonomous AI agents

  • Designed, built, and deployed AI agents for multiple business units, including internal audit, customer experience, legal document generation, financial advisory support, and digital channel monitoring
  • Led the migration of agents from Microsoft Copilot Studio to Azure AI Foundry, and wrote the technical documentation and specifications for seven production agents
  • Used Claude Code to accelerate development of internal tools and platforms

Financial data agent (RAG)

  • Built a retrieval-augmented agent that answers questions about the Guatemalan banking system using public regulatory bulletins covering 19 banks
  • Designed ingestion pipelines with Azure Document Intelligence and Azure AI Search, plus custom chunking that anchors every financial figure to its bank, indicator, and period to reduce hallucinations
  • Pivoted from PDF extraction to a structured-data pipeline when dense financial tables proved unreliable, raising answer accuracy from 50% to 90% across three benchmark rounds
  • Stack: Azure OpenAI (GPT-4.1, text-embedding-3-large), Azure Functions, Python, Node.js

Innovation, research & training

  • Conducted market research to identify and evaluate innovation opportunities
  • Designed and delivered AI fluency workshops and open innovation modules for the bank's internal innovation school
  • Coordinated an internal AI agent-building competition (30 participants, 7 agents built)
  • Coordinated an innovation observatory initiative in partnership with a university

🚀 Featured Projects

Project Description
🔬 Quantum Walks & Option Pricing Thesis research applying quantum walks to binomial models for derivatives valuation
🕸️ Twitter Network Analysis Community detection (Louvain, Q ≈ 0.43), centrality analysis, and sentiment analysis on 5,596 tweets about traffic in Guatemala
🧭 AI Search and Heuristics BFS, DFS, Greedy Best-First and A* on 128×128 mazes; A* with Manhattan distance explores up to 95% fewer nodes than BFS
📈 Guatemala Fuel Forecasting Time series analysis and ARIMA forecasting of fuel data in Guatemala
⚡ Spark ML Pipelines Classification and regression pipelines with PySpark MLlib in a Dockerized environment
🗄️ Spark Data Processing Large-scale data processing with PySpark on Databricks

🛠️ Tech Stack

Programming: Python · R · Java · Node.js · SQL AI & Agents: Azure AI Foundry · Azure OpenAI · Azure AI Search · Document Intelligence · RAG · Claude Code · Copilot Studio Data & ML: pandas · scikit-learn · NetworkX · NLTK · Spark · Databricks · Docker Quantitative Methods: Time Series Analysis · Statistical Modeling · Stochastic Methods · Option Pricing · Graph Theory


🌍 Languages

Spanish (native) · English · Italian (learning)


🎯 Interests

Computational Finance · Quantitative Risk · Quantum Computing · Autonomous Agents · Derivatives Pricing

Long term, I want to build a career in Europe and create bridges that help young Latin Americans access European academic and professional opportunities.


🤝 Let's Connect

I'm always open to connecting with researchers, quants, and professionals in finance, AI, and applied mathematics, especially in Italy and across Europe.

LinkedIn GitHub

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  1. PabloSHerrera PabloSHerrera Public

  2. Guatemala-Fuel-Forecasting Guatemala-Fuel-Forecasting Public

    Time series analysis of fuel prices in Guatemala using statistical forecasting methods

    Jupyter Notebook

  3. AI-Search-and-Heuristics AI-Search-and-Heuristics Public

    Search algorithms and heuristics for AI — pathfinding optimization project

    Jupyter Notebook

  4. Twitter-Network-Analysis Twitter-Network-Analysis Public

    Twitter network analysis: community detection, influencer identification, and sentiment analysis on Guatemalan traffic data

    Jupyter Notebook

  5. Spark-Data-Processing Spark-Data-Processing Public

    Introduction to Apache Spark and Databricks for large-scale data processing

    Jupyter Notebook

  6. Spark-ML-Pipelines Spark-ML-Pipelines Public

    Description: Machine learning pipelines with Apache Spark — classification and regression models

    Jupyter Notebook