Personal page

Hey, I'm Tomás Somoza.

I'm a former Physics student interested in Finance.

My Background / About Me

🔍 Currently I am a Model Validation Analyst at Crédit Agricole CIB. Based in Paris.
🔭 My major is in Physics. I have done Ms. Sc. in Quantitative Economics.
✍️ Aside from my hands-on work, I also delve into writing technical articles about Machine Learning and Money Markets.
Always open to connect and explore synergies!
Opinions are my own and not the views of my employer.

My Projects

RAG on Custom folder

Using ChromaDB to create a simple RAG system for my documents. Two variants: Reading Notes or Paul Graham's essays.

Conformal Prediction

Repository with applications of this Uncertainty Quantification method to some real-life use cases.

Graph Theory stuff

Here I will record my learning journey through Graph Theory and its applications for Machine Learning.

IRBook

Trying to implement as much as possible of Damiano & Brigo's book of Interest Rates in Python.

Econophysics

This was the topic of my Bachelor's degree thesis: modelling financial bubbles as ferromagnetic phase transitions.

Others

Here I will group projects with other coding languages. For the moment only C++ and Julia.

Thank you for reading!