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About
Alonso Guerrero is a Quantitative Researcher at Kepos Capital, L.P., a globally focused asset management firm based in New York. In his current role, he conducts systematic research and develops quantitative investment strategies, leveraging his expertise in statistics and data science for global financial markets. At Kepos, his work supports multi-asset and systematic portfolio solutions, enabling data-driven decision-making across diverse asset classes.
His professional background includes experience as a Quantitative Research Intern at Kepos Capital and as a Teaching Assistant at Duke University, where he contributed to research and instruction in statistics and applied quantitative methods. Prior to joining the investment industry, he also held roles in data science, management consulting, and investment banking, broadening his analytical perspective across financial services, higher education, and banking sectors.
Alonso holds a Master of Science in Statistics from Duke University, a Bachelor of Science in Economics from University of London, and a Bachiller in Economics from Universidad del Pacífico (PE). His specific strengths include quantitative analysis, econometrics, and portfolio research. Through his international academic and professional journey, Alonso has built a foundation in global macro, systematic investing, and cross-asset research within the alternative investment industry.
Career History
| Organization | Role | Date Range | Details |
|---|---|---|---|
| Kepos Capital, L.P. | Quantitative Researcher | Jul 2024 to Present | NYC-based institutional investment manager ($2B AUM) that employs systematic investment strategies across macro markets. |
| Duke University | Teaching Assistant | Aug 2022 to May 2024 | • Led lab sessions for "Statistical Programming" (Fall 2023 and Spring 2024) and “Introduction to Data Science” (Fall 2022 and Spring 2023), using 𝐑𝐒𝐭𝐮𝐝𝐢𝐨 and 𝐆𝐢𝐭𝐇𝐮𝐛. |
| Kepos Capital, L.P. | Quantitative Research Intern | May 2023 to Aug 2023 | NYC-based institutional investment manager ($2B AUM) that employs systematic investment strategies across macro markets. • Developed 2 research projects focusing on distinct sets of macro assets, usin... |
| BREIN | Data Scientist | Aug 2020 to Jul 2022 | Responsibilities: • Developing 𝐦𝐚𝐜𝐡𝐢𝐧𝐞 𝐥𝐞𝐚𝐫𝐧𝐢𝐧𝐠 and optimization models using 𝐏𝐲𝐭𝐡𝐨𝐧 and/or 𝐑. • Wrangling data from large systems using 𝐒𝐐𝐋. • Constructing automated dashboa... |
| Check | Growth Manager | Jul 2019 to Aug 2020 | • Constructed metrics to measure acquisition, conversion, and retention of users. • Conducted research to measure the effect of the platform on student performance. • Built the company’s financial val... |
| Universidad del Pacífico (PE) | Teaching Assistant | Mar 2018 to Jul 2019 | • Led discussion sections for “Introduction to Microeconomics” and “Financial Statement Analysis”. • Outstanding student reviews (average score: 6.4 / 7). |
| Scotiabank | Investment Banking Intern - M and A | Sep 2018 to Mar 2019 | • Prepared M&A presentations and contributed to building financial models by researching comparable firms, industry trends, and the company's fundamentals |
| Cámara de Comercio de Lima | Economics Intern | Feb 2018 to Jun 2018 | • Conducted economic research for consulting projects and external publications. |
Education
Duke University
Master of Science - MS, Statistics
2022 — 2024
Universidad del Pacífico (PE)
Bachiller, Economics
2014 — 2019
University of London
Bachelor of Science - BS, Economics
2014 — 2019
Université catholique de Louvain
Exchange student, Business & Economics
2017 — 2017
International Baccalaureate
2012 — 2013
Others at Kepos Capital LP (13)
| Name | Role | Location |
|---|---|---|
| Senior Portfolio Manager | New York, NY , United States | |
B Bernard Yoo | Portfolio Manager and Researcher | New York, NY , United States |
| Portfolio Manager and Researcher | New York, NY , United States | |
| Analyst | Greenwich, CT , United States | |
| Founding Partner and Chief Investment Officer | New York, NY , United States | |
| Trader | Miami, FL , United States | |
| Portfolio Manager | New York, NY , United States | |
E Ernest Asp | Senior Trader | New York, NY , United States |
| Researcher and Portfolio Manager | United States | |
K Katherine H. | Quantitative Trader | United States |
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A Andrey Belov | Research Analyst | Cramer Rosenthal Mcglynn LLC | Stamford, CT , United States |
B Brian Harvey | Equity Portfolio Manager | Cramer Rosenthal Mcglynn LLC | United States |