Jesus F. Rodriguez, Ph.D.

Organizational leadership role, leading cross-functional teams of 20+ engineers and scientists in executing complex technical projects.  Served as Agency Representative in internal and external collaborations. Authored compelling technical reports/briefings and effectively presented complex information to both technical and non-technical audiences, including senior leadership and customers. Mentored and coached team members, facilitating employee development through targeted training. Drove strategic planning initiatives, aligning project objectives with the Intelligence Community's mission, vision, and long-term goals, and capitalizing on opportunities to manage risk. Conducted thorough requirements analysis, translating functional requirements into technical specifications and ensuring alignment with customer needs and standards.  Implemented robust quality measurement processes, driving continuous improvement and excellence. Also served in a variety of roles, including acting Section Chief, Supervisor, and Data Scientist Lead. Established performance expectations and objectives, evaluated employee performance, and provided constructive feedback to drive continuous improvement. Evaluated and adapted work processes to enhance organizational effectiveness and efficiency, ensuring optimal resource utilization. Leveraged advanced statistical and mathematical methods to extract insights from complex, high-dimensional data, driving informed decision-making processes. Developed and implemented advanced mathematical models and algorithms to solve complex problems in various subject matter fields. Pioneered new applications of known mathematical techniques to address unique challenges and improve outcomes.

Developed bottom-up intensity-based jump model for credit derivatives and evaluated to fit to real data. Showed that markets exhibiting bounces and sinks can be modeled with skew Brownian motion, and that such a market model admits arbitrage in the classical sense. Created and organized Probability Seminar, a biweekly seminar for well-known academic speakers in the field. Independently supervised several Masters’ Theses in the Mathematics Department. Created and organized Mathematical Finance Practitioner Seminar, bringing leading researchers from industry to explain challenging problems facing practitioners. Taught graduate course in stochastic calculus.  Topics covered include an introduction to jump models, including compound Poisson, jump diffusion, and Lévy processes, as well as stochastic calculus and change of measure for jump processes. Developed an undergraduate course in Mathematical Finance, which became a permanent course in the department.

Conducted research in extending the theory of singular perturbation techniques in stochastic volatility models driven by Brownian motion to stochastic volatility models driven by more general Lévy processes. Co-taught PhD course in Department of Statistics and Applied Probability, Special Topics in Financial Mathematics. Topics included reflected backward stochastic differential equations, multiple optimal stopping problems, and applications to energy derivatives.

Studied nonlinear boundary value problems (BVP) and proved existence of solutions to a class of BVP with an easily verifiable asymptotic condition.  The solution is assured through the Schauder Fixed Point Theorem. Article published. Conducted research in credit default obligations (CDO). Developed a stochastic volatility model for multiple-name credit markets.  Captured the correlation between default times in an implementable fashion for modeling purposes.

SAMSI Financial Mathematics, Statistics, and Econometrics Program. Participated in working groups on Credit Risk and Portfolio Management.  Led several discussions on topics of interest, including stochastic control models in multiple-dimensions, modeling correlated multiple default derivatives based on stochastic volatility, stochastic portfolio theory, and studying the asymptotic behavior of stochastic differential equations with double reflecting boundaries. Mentor for undergraduate workshop in Financial Mathematics and workshop for Statistical Analysis.