Diego Almau
Quantitative Analyst at Citi | New York, New York, United States
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Diego Almau is a dedicated Quantitative Analyst at Citi, where he leverages his strong foundation in financial mathematics and econometrics to drive innovative solutions within the Investment Lab. In his current role, Diego focuses on developing sophisticated models to analyze and optimize securitized products, contributing to the bank’s risk management and investment strategies. His expertise in quantitative finance, combined with proficiency in machine learning and nonparametric statistics, enables him to identify emerging market trends and enhance portfolio performance through data-driven insights.
At Citi, Diego has been instrumental in leading key projects that involve the application of advanced statistical techniques and algorithmic trading strategies to improve asset allocation and risk assessment. His work often involves integrating macroeconomic indicators with quantitative models to forecast market movements, ensuring that investment decisions are both robust and adaptive to changing economic conditions. Diego’s skill set extends to utilizing Bloomberg Terminal for market research and data analysis, facilitating real-time decision-making and comprehensive market analysis.
Through his academic pursuits at the University of Chicago, where he is pursuing a Master’s in Financial Mathematics, Diego continuously expands his understanding of the convergence between financial markets, mathematics, and statistics. His eagerness to learn and collaborate has made him a valuable team player within Citi’s dynamic environment. With a keen interest in research and a commitment to applying cutting-edge quantitative techniques, Diego aims to contribute to the evolution of investment management practices and deepen his expertise in the field of quantitative finance.
Quantitative Analyst at Citi in January 2025 to Present
Quantitative Researcher at BlackRock in June 2024 to August 2024
Quantitative Researcher – University of Chicago Project Lab at Neuberger Berman in October 2023 to January 2024
Adjunct Professor - Statistics III at UCAB - Universidad Católica Andrés Bello in September 2022 to June 2023
Portfolio Analyst at Grupo Solfin in February 2022 to June 2023
Research Assistant at Ecoanalítica in May 2020 to February 2022
Research Assistant at BancTrust & Co. in October 2019 to May 2020
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University of Chicago Master of Science in Financial Mathematics, Master of Science - MS, September 2026
UCAB - Universidad Católica Andrés Bello, Bachelor of Science - BS, September 2026
UCAB - Universidad Católica Andrés Bello, Minor, September 2026
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Securitized Products
Investment Management
Python (Programming Language)
Quantitative Research
Portfolio Management
Asset-Backed Securities (ABS)
Risk Analytics
SQL
Financial Data
Regression Models
Machine Learning
Sovereign Debt
Nonparametric Statistics
Quantitative Finance
ANOVA
Microsoft Excel
Financial Markets
Client Relations
Research
Macroeconomics
Forecasting
Financial Modeling
Financial Analysis
University Teaching
Statistical Inference
R (Programming Language)
Statistics
Public Speaking
Teamwork
R
Leadership
Microsoft Office
Data Analysis
Bloomberg Terminal
Technical Writing
English
Spanish
Translation
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Discover more about CitiWhat is Diego Almau email address?
Email Diego Almau at [email protected]. This email is the most updated Diego Almau's email found in 2026.
How to contact Diego Almau?
To contact Diego Almau send an email to [email protected]. (updated on May 09, 2025)
What company does Diego Almau work for?
Diego Almau works for Citi
What is Diego Almau's role at Citi?
Diego Almau is Quantitative Analyst
What is Diego Almau's Phone Number?
Diego Almau's phone (212) ***-*665
What industry does Diego Almau work in?
Diego Almau works in the Financial Services industry.
Diego Almau Email Addresses
Diego Almau Phone Numbers
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