Facundo Allia

Data Scientist and Python Developer with 7+ years bridging advanced analytics, machine learning, and financial engineering. Specialized in building production-grade data solutions, from ETL pipelines and automated systems to pricing models and risk analytics. Expert in Python, SQL, and cloud platforms with proven track record transforming complex financial data into actionable insights across Big Four firms, investment banking, and derivatives markets.

Combines deep quantitative finance expertise with modern ML/AI implementation and scalable data architecture.

Data Scientist & Automation Engineer at Banco Santander Corporate & Investment Banking (2025-01 – Present)

• Design and implement scalable data solutions combining Python, SQL, and cloud technologies to optimize financial processes and reduce operational costs.
• Develop automated ETL pipelines and data integration workflows from multiple sources including enterprise systems, data lakes and financial platforms.
• Build end-to-end applications and analytical tools with interactive dashboards, enabling data-driven decision-making.
• AI Ambassador promoting AI technology adoption across organization, developing use cases and facilitating implementation of AI solutions within business units.

Quantitative Analyst at PricewaterhouseCoopers (PwC) (2024-01 – 2025-01)

• Specialized in complex derivatives pricing using stochastic models and Monte Carlo simulation. Developed credit derivatives valuation engine with Python implementing CVA/DVA frameworks.
• market risk assessments and built XVA calculation models for regulatory compliance, collaborating with audit teams on validation frameworks.
• Regular contributor to technical newsletter analyzing Decentralized Finance trends and their impact on traditional markets, leveraging blockchain analytics and quantitative research.
• Performed scenario analysis and stress testing for financial instruments using Python, R, and proprietary risk systems.

Financial Data Transition Specialist at Accenture (2022-01 – 2023-01)

• Developed KPIs and financial metrics for enterprise reporting, identifying process optimization opportunities boosting profitability.
• Implemented forecasting tools and management software improving financial visibility and decision-making.
• Worked with SAP HANA and cloud platforms for large-scale data integration and analytics.

Data Scientist at Nixtla (2022-01 – 2022-12)

• Performed time series forecasting and modeling (ARIMA, ETS, CES) using Python and R for predictive analytics.
• Developed automated forecasting pipelines on Databricks with PySpark for scalable model deployment.
• Authored technical documentation and conducted model performance evaluations ensuring optimal accuracy.

Institutional Derivatives Trader - Market Making at Matba Rofex (2021-01 – 2023-01)

• Actively traded futures and options on financial assets and commodities, managing market-funded account to meet volume standards.
• Demonstrated strong quantitative skills forecasting market trends, consistently outperforming benchmark for two consecutive years.
• Developed Python-based trading analytics and backtesting frameworks for strategy optimization.

Financial Advisor & Founder at Logos Servicios Financieros (2020-01 – Present)

• Provide financial advisory services and portfolio management with customized investment strategies.
• Established and managed proprietary client portfolio ensuring high-quality service and satisfaction.

Commercial Data Analyst at Libertad S.A. (2021-01 – 2022-01)

• Developed monthly/annual budgets and demand forecasts incorporating macroeconomic variables via interactive dashboards.
• Implemented real-time sales data ingestion and analysis solution at scale, adding significant operational value.

Data Analyst at Peugeot Avant Autocity (2019-01 – 2019-12)

• Maintained and structured operational databases using SQL, Excel, SAP and proprietary ERP/CRM systems.
• Built dashboards and performance reports supporting business decisions.

Master's in Finance in Finance – EAE Business School Madrid (2023-01 – 2024-12)

Postgraduate Degree in Quantitative Finance in Quantitative Finance – UCEMA (2021-01 – 2022-12)

Data Science Coding Bootcamp in Data Science – Henry (2022-01 – 2022-12)

Financial Markets Specialization in Financial Markets – Bolsa de Comercio de Rosario (2020-01 – 2021-12)

Bachelor of Business Administration in Finance – Universidad Nacional de Córdoba (2016-01 – 2020-12)