Summary
Jesus Colino is a Senior Quantitative Analyst with 11 years of hands-on experience building production-grade pricing, hedging and trading engines across energy, commodities and LNG markets. He holds a PhD in Statistics and specializes in stochastic control, volatility-surface modelling, jump processes and robust SDE calibration, blending advanced convex optimization (SOCP/SDP) with statistical learning. His career spans major trading houses and energy firms where he deployed automated quantitative platforms, led teams, and delivered ML-driven trading signals (including VAEs, VRNNs and multivariate transformers) into production. Comfortable in Python, C++, R and distributed stacks (AWS, Spark, Ray), he combines academic rigor with pragmatic engineering to move complex models from research to live trading. Based in Greater Kuala Lumpur, he brings a rare mix of deep theoretical expertise and commercial impact in structured energy derivatives and commodity trading.
10 years of coding experience
21 years of employment as a software developer
Charles III University of Madrid (Universidad Carlos III de Madrid)
MSc Quantitative Finance, MSc Quantitative Finance at AFI
English, French, German, Spanish