Alejandro Arias Gómez.
Mathematician - Software Engineer
Quantitative Analyst at Morningstar DBRS, working on mathematical and data-driven models for structured finance.
Quantitative Analyst at Morningstar DBRS, working on mathematical and data-driven models for structured finance.

I am a Mathematics and Software Engineering graduate with a strong interest in financial quantitative analysis. My background combines mathematical training with practical experience in software engineering and financial analytics. I am currently working as an quantitative analyst in Structured Finance at Morningstar DBRS, where I study and develop models that perform quantitative risk analysis involving default, recovery, and correlation modelling for securitized products.
I am especially motivated by problems that require structured thinking and mathematical analysis, and I enjoy continuously learning across disciplines such as statistics, finance. Alongside my professional work, I have been actively involved in volunteering and leadership roles with CISV International, where I contribute to educational development and risk management in international youth programs. Outside of work, I enjoy photography, travel, and other activities that combine creativity with exploration.







I carried out my Bachelor’s thesis within the Machine Learning Group at UAM, in collaboration with the scikit-fda development team. The work focuses on the mathematical and statistical foundations of Functional Principal Component Analysis (FPCA) for irregularly sampled data.
Functional Data Analysis (FDA) is a branch of statistics that studies data whose observations are functions, rather than finite-dimensional vectors. In this framework, each observation is modeled as a realization of a random variable, allowing the use of tools from probability theory, linear algebra, and functional analysis.
The dissertation develops the theoretical formulation of the PACE (Principal Component Analysis through Conditional Expectation) algorithm, introduced in Yao et al. This algorithm is an extension of classical FPCA designed for sparse and irregular sampling. It studies the estimation of mean and covariance operators via kernel smoothing, the role of bias correction and measurement noise, and the reconstruction of functional principal component scores through conditional expectation, providing a mathematically robust approach to dimensionality reduction in functional settings.

This Bachelor’s thesis studies the theory of primary decomposition in commutative algebra, with a particular focus on the class of monomial ideals in Noetherian rings. The work addresses the structural decomposition of ideals and the conditions under which such decompositions exist.
After introducing the basic notions of commutative algebra, the dissertation develops the general framework of primary decomposition in Noetherian rings. The focus then shifts to monomial ideals in polynomial rings, where their combinatorial structure allows for a more explicit and constructive treatment of primary decompositions.

CISV International is a global, volunteer-led non-governmental organisation dedicated to educating and inspiring action toward a more just and peaceful world through intercultural exchange, cooperation, and understanding. Founded in 1950, CISV operates in nearly 70 countries with over 200 local chapters, offering educational programmes and community activities that promote peace education and cross-cultural engagement.
Volunteers at all levels (local, regional, national, and international) play a central role in sustaining and delivering CISV’s mission, shaping both strategic direction and on-the-ground activities.
I served as a volunteer leader for CISV summer and mini-camp programmes, coordinating activities and supporting participants throughout the camp experience. My contributions included guiding educational activities, mentoring junior leaders, and ensuring that the daily operation of the camps aligned with CISV’s peace education objectives.
In my role as Risk Manager for CISV Madrid, I was responsible for ensuring the safety and wellbeing of participants and volunteers across international programmes and local activities. The role combined structured risk planning with rapid decision-making during live activities and camps.
I developed and enforced risk management policies aligned with CISV standards, assessed potential risks during programme planning and execution, and trained volunteers on safety and emergency protocols. During activities, I responded calmly to unforeseen situations, making time-critical decisions to mitigate risk, protect participants, and maintain programme continuity.
As part of the CISV Madrid Executive Committee, I was responsible for the training and educational development of 16-17 year-old participants preparing to take on the role of Junior Counsellors (JC) in CISV programmes. This involved designing and delivering educational sessions and supporting their personal and leadership development.
In addition, I contributed to the execution and support of internal projects of CISV Madrid in order to sustain programme delivery, volunteer coordination, and the overall functioning of the organisation.