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Firm

We are a financial engineering firm committed to bringing the most advanced quantitative methodologies to Latin America. We systematically challenge and adapt these international practices to the specific need of our clients.

The company is led by Jacques Burrus with international education, professional experience both in New York and Latam. He is a professor in Colombian and Chilean universities where he teaches financial engineering at graduate level both to students and practitioners.

 

We hope that our work allows to foster the competitiveness, efficiency, and safety of Latam financial markets.

See Curriculum

Jacques Burrus

CEO and Founder

Our Mission

Reduce the cost of capital for our clients with tools that bring the best of international financial engineering to the daily management of banking institutions.

Our Vision

Foster the competitiveness, efficiency, and stability of the financial sector through the automatization of the risk management processes, allowing to epitomize the complex exposures of the balance sheet to risk factors and facilitate an informed decision-making.

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About Jacques Burrus

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Founder and CEO Burrus Financial Intelligence

 

Corpbanca

Head of financial engineering. He joined Corpbanca with the objective to implement FX options and modernize the pricing and hedging methodologies of derivatives in general. Upon the purchase of Santander Colombia and Helm bank, his team became responsible for the modeling of the entire banking and trading books.

 

BNP Paribas

Fixed income quant. This experience allowed him to get acquainted with the state-of-the-art technology of mathematics applied to finance and directly witness the 2008 crisis.

 

Rosario University

• academic planning for the Master of Quantitative Finance(Postgraduate).

 

Externado University

• "Bank Theory course for the Master of Finance". "Management curriculum for the Master of Quantitative Finance" (Postgraduate).

 

 

Adolfo Ibañez University

• Master Program of Financial Engineering

• Qualified of derivatives

• Programming Seminary C++

• Applies Mathematics Module, Forwards, Options and Swaps.

• Bloomberg Tutorials

 

 

Pontifical Catholic University of Chile

• Master level course "Coverage Options"

 

 

Speaker at professional conferences

• "Liquidity Risk", Miami.

• "Model Validation", Mexico City.

 

 

University of California, Berkeley

Master of Financial Engineering, Quantitative finance, GPA: 3.9

• Computational finance: Advanced Finite Differences,

   Simulation Methods, and Trees.

• Empirical methods: Quantile regressions, Kalman Filters, GMM, MLE.

• Stochastic calculus: Replication theory, change of numeraire with

   Girsanov, Lévy processes.

 

University of California, Berkeley

 

Ecole polytechnique

Financial Industry

Teaching Curriculum

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