Wilmer Henao
Senior Data Scientist
Westport, Connecticut, United States
Summary
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Senior🎓
Top SchoolWilmer Henao is a Senior Data Scientist with 13 years of quantitative finance and scientific computing experience, holding a Ph.D. in Operations Research and advanced degrees in mathematical finance and scientific computing. He builds large-scale optimization engines and heuristics to solve high-stakes problems—from multi-asset portfolio construction and MBS prepayment calibration to treatment planning for external radiotherapy. Comfortable moving models from theory to production, he has implemented VaR and pricing methodologies at major institutions and led quantitative research teams. A competitive machine-learning participant, he pairs top contest results with practical risk attribution, Black-Litterman integration, and fat-tail analysis. Based in Westport, CT, he combines deep mathematical rigor with hands-on engineering to deliver auditable, high-performance solutions in finance and healthcare.
13 years of coding experience
3 years of employment as a software developer
Doctor of Philosophy (Ph.D.), Operations Research, Doctor of Philosophy (Ph.D.), Operations Research at University of Michiganmasters, Mathematics of Finance, 3.85, masters, Mathematics of Finance, 3.85 at Columbia University in the City of New YorkMaster Sc., Scientific Computing, 3.6, Master Sc., Scientific Computing, 3.6 at NYU, COURANT INSTUniversidad de los Andes
Danish, Spanish, English
Stackoverflow
4,182reputation
2.4mreached
46answers
23questions
dataframe
top-5%
machine-learning
top-5%
r
top-5%
statistics
top-5%
optimization
top-5%
Github Skills (94)
r9
statistics9
application9
optimization9
dataframe9
machine-learning9
word-embeddings9
sequence-labeling9
nlp8
api8
fine-tuning8
openai-api8
python8
vector-database8
data-structures8
Programming languages (7)
Github contributions (5)
wilmerhenao/latexthesis
Nov 2013 - May 2014
Contributions:96 commits in 6 months
wilmerhenao/BFGS
Feb 2013 - Oct 2013
Contributions:143 commits in 8 months
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