Nicolás Cofré

Data Scientist

I am an industrial engineer, my skills include quantitative economics, machine learning and a strong background in the underlying math involved
Professional experience Projects Education Contact

Experience

Research Analytics Manager (Data Scientist)

HSBC

Research on anomaly detection, unsupervised machine learning like autoencoders and density based clustering.

Consultant

GBA

Financial economics applications, time series intervention studies, counterfactual analysis, strategic advice

Risk Analyst

Banco de Chile

Credit portfolio performance analysis, portfolio concentration risk, income prediction, probability of default stress test, competition analysis.

Projects

Economy simulator

This code that I have written in C++ aims to produce an environment useful for many experiments, it can be used as a reinforcement learning environment for multi agent simulations and to experiment with economic models considering network interactions. You can download the code from here

Education

Master of Science in Analytics

Georgia Institute of Technology

Master of Science in Economics

Universidad de Chile

Industrial Engineer (Master of Science in Industrial Engineering equivalent)

Universidad de Chile

Bachelor of Science in Industrial Engineering

Universidad de Chile

Bachelor of Science in Mining Engineering

Universidad de Chile

Contact

nicolas.cofre@gatech.edu