Juan Carlos Arismendi Zambrano
Lioncitadel's Director
Juan Carlos Arismendi Zambrano
Lioncitadel's Director
Juan Carlos Arismendi Zambrano
Dr. Arismendi is a Professor in the Department of Economics, Finance and Accounting, at University College Dublin, UCD College of Business. Previously, he was Professor in business schools and economics departments in recognized institutions around the world such as: the University of Monterrey (Monterrey - Mexico), the Technological Institute of Higher Studies of Monterrey (Campus León - Mexico), the Federal University of Bahia (Brazil), and the University of Brasilia.
Dr. Arismendi holds a PhD in Finance (Quantitative Finance) from the ICMA Centre, Henley Business School (AACSB, AMBA, EQUIS). He holds several certifications, such as: PRM (Professional Risk Manager – PRMIA), FRM (Financial Risk Manager – GARP), CQF (Certificate in Quantitative Finance – 7City – Wilmott), Series 65 Investment Advisor Law Examination, and as an Investment Advisor by the Chartered Institute of Securities and Investment (Unit 6 FSA Principles of Financial Regulation + Unit 5 Investment Management) of the United Kingdom.
He was a Quantitative Strategist at Banctrust & Co., where he developed High Beta Fixed-Income investment strategies for the research team (Miami, US - Caracas, Venezuela). He was Vice-President and partner of Clever Financial an investment advisor a wealth management firm in Caracas – Venezuela (2003 - 2008). His main task was to develop investment portfolios that considered low-risk assets (Agencies-Treasuries) through portfolios with Emerging Market Bonds to High Yield portfolios. He was also Founder and CEO of Financial Intelligence Systems, a company that worked with Clever Financial in the development of an automatic trading in the FOREX, Stocks, Bonds, Futures and Options markets.
His research work includes Empirical Asset Pricing, Quantitative Finance, Multivariate Systemic Risk Modelling, Sentiment Analysis and Artificial Intelligence in Trading Systems. He has been published in journals of Finance, Numerical Algebra, Statistics, and Physics such as: Journal of Banking and Finance, International Review of Financial Analysis, Applied Mathematical Finance, Numerical Linear Algebra with Applications, Journal of Multivariate Analysis, and Chaos Solitons & Fractals.
Additionally, his work has been presented at major conferences such as the European Finance Association Annual Meeting and the Financial Management Association Annual Meeting.
His extensive experience and academic knowledge, always related to the mathematical development of automated investment strategies based on risk analysis, has motivated him to be part of the team of innovative leaders that are part of Lion Citadel, a company with the clear objective of developing and marketing intelligent algorithms called SMART LION in which he has an important participation in design and testing.
Our directors led by Juan Carlos Arismendi, developed algorithms based on technical analysis strategies that total 40 decision rules and were applied to S&P 500 stocks, with very positive results.
