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Rubén Castillo Sánchez

Rubén Castillo Sánchez

Head of quants

New Horizon Technologies | Spain


My Portfolio Highlights

My New Track

Data Engineer

My New Track

SQL for Business Analysts

My New Track

SQL Server for Database Administrators

Quantitative analyst focused on applying AI, ML, and algorithmic techniques to financial markets. Passionate about investing, solving challenges, and the automation of complex and abstract tasks.

My Work

Take a look at my latest work.


Data Engineer


SQL for Business Analysts


SQL Server for Database Administrators


SQL Fundamentals

My Certifications

These are the industry credentials that I’ve earned.

Other Certificates

Datacamp SQL Fundamentals

Datacamp SQL for Business Analysts

Datacamp SQL Server for Database Administrators

DataCamp Course Completion

Take a look at all the courses I’ve completed on DataCamp.

My Work Experience

Where I've interned and worked during my career.

FALKE ESPORTS | Nov 2022 - Present


Legal, financial and strategy support.

New Horizon Technologies | Mar 2021 - Present

Data Scientist | ML/AI Researcher | Quant lead

Definition and overview from a data science perspective of the quantitative trading department strategy guidelines, evaluation of the robustness of the strategies’ alpha and code quality review. High-level design and overview of the AI / ML models. Implementation and overview of the portfolio allocation layer, development of a proprietary backtesting code base and other auxiliary tools.
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Bonsai Blue Capital | Oct 2019 - Mar 2021

Financial research

Oversight and advisory on the logic behind the investment algorithms, modelling, definition and evaluation of new logics and features. Design and evaluation of algorithms to efficiently allocate the portfolio holdings.

Deloitte España | Sep 2017 - Nov 2019

Associate in Economics, Valuation & Business Modelling

Participation in projects involving appraisals and business valuations in the context of investment analysis or refinancing. Financial advisory in the context of mergers and acquisitions. Business modelling, specially for real estate and companies in the renewable energies sector.

Liga de Bolsa | Aug 2016 - Present


Management of the competition ranking and design of new tracking tools for the performance of the players. Data analysis, financial management and elaboration of the internal planning and management models.

My Education

Take a look at my formal education

Master in artificial intelligence applied to financial markets in Artificial IntelligenceInstituto BME (Bolsas y Mercados Españoles) - Grupo BME | 2019
Double major in Law and Business Management in Law and managementUniversidad Carlos III de Madrid | 2018

About Me

Rubén Castillo Sánchez

My expertise and education in artificial intelligence and applied mathematics is complemented and supported by my background in management and law. This allows me to add value in changing contexts and multifunctional positions.

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