Quantitative Developer & Risk Engineer

Francisco Javier
Ferrada

Operations Research M.Sc. with 4+ years building production-grade risk systems, ML price-forecasting, and large-scale optimization across banking, fintech, and energy.

Santiago, Chile Available for freelance
Contact me View my work
Francisco Javier Ferrada

TOP 3% TALENT

Vetted byHire me
4+Years of experience
Top 3%Toptal vetted talent
3Peer-reviewed papers
M.Sc.Operations Research
About

Turning complex data into decisions

I'm a Quantitative Developer and Risk Engineer with a Master's in Operations Research and 4+ years building production systems where math meets money. I currently help modernize the risk infrastructure of a major U.S. financial institution, migrating legacy SQL/Tidal pipelines into scalable Python workflows on Databricks.

I'm also the founder of Manakin Energy, a live SaaS platform for real-time energy-market intelligence — built end to end, from ML price forecasting (LightGBM across 50 horizons) and battery-dispatch optimization to a full-stack, multi-tenant production system.

My sweet spot is the full pipeline: rigorous quantitative modeling (VaR/CVaR, Monte Carlo, mixed-integer & dynamic-programming optimization) wrapped in clean, deployable software. I've published 3 peer-reviewed papers and thrive on ambiguous, high-impact problems.

  • Quant & risk modelingVaR · CVaR · Monte Carlo
  • ML forecastingLightGBM · time series
  • OptimizationMILP · dynamic programming
  • Full-stack deliveryFastAPI · Next.js · Docker
Career

Experience

  1. Quantitative Developer — Risk & Quant Solutions

    Aug 2025 — Present

    Evalueserve · Client: Major U.S. Financial Institution (Remote)

    • Migrating legacy risk infrastructure from SQL/Tidal to scalable Python workflows on Databricks, cutting execution time and improving maintainability.
    • Automating complex risk-calculation pipelines, reducing manual hours and increasing accuracy across risk analytics platforms.
    • Supporting the Risk Management division so models meet regulatory and operational requirements.
    PythonDatabricksSQLSparkSnowflakePostgreSQL

  2. Founder & Lead Engineer

    Jan 2026 — Present

    Manakin Energy · manakinenergy.com

    • Founded and built a production SaaS platform for real-time energy-market intelligence for BESS operators and generators in Chile's National Electric System (SEN).
    • Engineered an ML price-forecasting pipeline (LightGBM) across 50 horizons (15 min to 24 h), integrating live feeds: PLEXOS PDO/PID, RIO, CMG, TCO.
    • Implemented battery-dispatch optimization via dynamic programming, generating revenue-maximizing operating policies.
    • Designed the full stack: FastAPI + Next.js 14 + PostgreSQL 16, containerized with Docker and served in production.
    LightGBMMLOpsFastAPINext.jsPostgreSQLDocker

  3. Energy Market & Quantitative Analyst

    Jul 2023 — Aug 2025

    Pacific Hydro Chile · Santiago, Chile

    • Built and automated dispatch-optimization models for wind-farm battery storage using predictive statistical models, improving operational revenue.
    • Developed in-house portfolio-optimization and unit-commitment models for scenario and sensitivity analysis of the national electricity system.
    • Led short-term electricity price-forecasting projects as technical stakeholder for forecast deliverables.
    PythonLinear OptimizationUnit CommitmentSciPy

  4. Quant Portfolio & Risk Engineer

    Oct 2022 — Jul 2023

    Xepelin · High-growth fintech lender

    • Designed credit-line allocation models for SME lending in Mexico, improving portfolio risk-adjusted returns.
    • Developed VaR, CVaR, and Monte Carlo simulations for default-probability forecasting across a dynamic loan portfolio.
    • Automated 80% of risk operations, reducing manual workload and decision latency.
    PythonSQLBigQueryGCPLooker

  5. Operations Research Project Engineer

    Sep 2021 — Jul 2023

    ANILLO Project, ANID · Universidad Adolfo Ibáñez

    • Led research on long-term energy planning with Vehicle-to-Grid (V2G) for deep decarbonization of Chile's energy system.
    • Co-authored 3 peer-reviewed papers on hydrogen pathways, energy planning, and multi-sector optimization models.
    AMPLMILPPythonOptimization
Selected work

Projects & open source

Live product

Manakin Energy

A production SaaS platform delivering real-time energy-market intelligence to battery-storage operators and generators in Chile. ML price forecasting across 50 horizons plus dynamic-programming dispatch optimization, all in a multi-tenant full-stack system.

LightGBMFastAPINext.jsPostgreSQLDockerMLOps
Visit site →
Open source

RiskEngine

Historical Value-at-Risk and portfolio risk analytics for multi-asset portfolios. Computes VaR & CVaR via three methodologies (historical, parametric, Monte Carlo), full risk/return metrics, and per-asset attribution — served through a FastAPI + React app.

PythonFastAPIReactTypeScriptPostgreSQLDocker
View on GitHub →
Open source

Battery Dispatch Optimizer

A from-scratch battery energy-storage (BESS) dispatch optimizer using exact dynamic programming with backward induction over a discretized state-of-charge grid — modeling efficiency losses, power limits, and cyclic constraints to maximize arbitrage revenue.

PythonDynamic ProgrammingNumPyPandas
View on GitHub →
Toolbox

Skills & technologies

Languages

PythonSQLJuliaTypeScriptAMPL

Quant & ML

VaR / CVaRMonte CarloLightGBMTime-series forecastingCredit risk

Optimization

Dynamic ProgrammingLinear ProgrammingMILPUnit Commitment

Data & platforms

DatabricksSnowflakeSparkPostgreSQLGCP

Engineering

FastAPINext.jsDockerREST APIsETLGit

Energy modeling

PLEXOSAmebaPLPCustom UC models
Research

Publications

Get in touch

Let's build something rigorous.

Open to freelance and remote roles with finance, fintech, and energy companies. Tell me about your risk, forecasting, or optimization problem.

Email me WhatsApp
fjferradaf@gmail.com +56 9 8806 8080 WhatsApp LinkedIn GitHub