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pablofabrega/README.md

Pablo Fabrega

Computer Science @ University of Notre Dame (B.S., College of Engineering, Class of 2027). I build software at the intersection of full-stack engineering, machine learning, and quantitative finance.

  • Currently a Software Engineer Intern at Attom Labs, shipping custom developments for enterprise clients.
  • 3× medalist, Panama National Mathematics Olympiad.
  • Based in Panama · fully bilingual (English / Spanish).
  • Ask me about portfolio-risk modeling, FastAPI, or teaching people to code from scratch.

Featured projects

stress-engine — Market Scenario & Stress-Testing Workbench Full-stack portfolio-risk platform (FastAPI · Next.js/TypeScript · PostgreSQL · Celery · Redis). Computes historical VaR/CVaR, drawdown, and Fama–French factor decomposition over real market data, and runs historical crisis-replay (2008, COVID-19) and hypothetical macro-shock scenarios with an explainable hedge-suggestion engine. Backed by 235 automated tests.

regime-engine — Regime-Aware Risk & Allocation Platform (in progress) Detects the current market regime from macro/market data and generates regime-conditional risk metrics and explainable rebalancing recommendations.


Tech

Languages: Python · C / C++ · Java · SQL · TypeScript · Bash Frameworks & tools: FastAPI · React / Next.js · Pandas · PySpark · Celery · Redis · PostgreSQL · Docker · Git · Linux Focus areas: Machine learning · Quantitative finance · Distributed systems · Full-stack development


Connect

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  1. stress-engine stress-engine Public

    Full-stack portfolio risk & stress-testing platform — historical VaR/CVaR, Fama–French factor models, and crisis/macro-shock scenarios. FastAPI · Next.js · PostgreSQL · Celery.

    Python