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Alonso Guerrero

Alonso Guerrero

Quantitative Researcher at Kepos Capital LP

New York, NY , United States

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

OrganizationRoleDate RangeDetails
Kepos Capital, L.P.Quantitative ResearcherJul 2024 to Present
NYC-based institutional investment manager ($2B AUM) that employs systematic investment strategies across macro markets.
Duke UniversityTeaching AssistantAug 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 InternMay 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...
BREINData ScientistAug 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...
CheckGrowth ManagerJul 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 AssistantMar 2018 to Jul 2019
• Led discussion sections for “Introduction to Microeconomics” and “Financial Statement Analysis”. • Outstanding student reviews (average score: 6.4 / 7).
ScotiabankInvestment Banking Intern - M and ASep 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 LimaEconomics InternFeb 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)

NameRoleLocation
Arlen Khodadadi
Arlen Khodadadi
Senior Portfolio ManagerNew York, NY , United States
B
Bernard Yoo
Portfolio Manager and ResearcherNew York, NY , United States
Craig Reeson
Craig Reeson
Portfolio Manager and ResearcherNew York, NY , United States
Isabelle Myers
Isabelle Myers
AnalystGreenwich, CT , United States
Mark Carhart
Mark Carhart
Founding Partner and Chief Investment OfficerNew York, NY , United States
Andy Rykowski
Andy Rykowski
TraderMiami, FL , United States
Eric Zhu
Eric Zhu
Portfolio ManagerNew York, NY , United States
E
Ernest Asp
Senior TraderNew York, NY , United States
Guillaume Chossière
Guillaume Chossière
Researcher and Portfolio ManagerUnited States
K
Katherine H.
Quantitative TraderUnited States
Showing 1-10 of 13 team members

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