Marc
Aliaga
DeFi architect and structured finance enthusiast with a background in cybersecurity and low-level programming. International vision, relentless curiosity, and a builder mindset.
Building at the intersection of finance and technology
I am a DeFi architect and structured finance enthusiast based in Spain with an unwavering international outlook. My passion lies at the convergence of decentralized finance protocols and traditional financial engineering, where I design solutions that bridge the gap between legacy systems and the future of open finance.
With a strong foundation in quantitative analysis, smart contract development, and financial modeling, I have contributed to projects spanning tokenized asset platforms, yield optimization strategies, and risk management frameworks. My approach combines rigorous academic thinking with hands-on building.
I am always open to learning, collaborating with diverse teams, and exploring new frontiers in finance and technology.
Barcelona Finance Hub
Watch my startup presentation at Barcelona Finance Hub, where I showcased the future of structured finance in DeFi.
Read the full LinkedIn postSelected Projects
A selection of my most relevant work across DeFi, structured finance, and full-stack development.
SIPRIFI
Decentralized Structured Credit & Clearing Protocol
Siprifi Finance is a decentralized structured credit and clearing protocol for binary risk markets. It enables prediction market exposures to be issued, structured, and settled using pre-funded capital, hierarchical risk tranching, and strict solvency constraints.
- Pre-funded risk: all losses capitalized ex ante
- Hierarchical tranching with defined seniority
- Binary-aware solvency modeling (100% VaR)
- Deterministic settlement waterfall
Risk Management Toolkit
Implementation and comparison of Value at Risk (VaR) methodologies, including parametric VaR, Monte Carlo simulation, and Student-t distribution, applied to financial time series using Python.
Ornstein–Uhlenbeck Model for VIX
A full Python implementation of the Ornstein–Uhlenbeck stochastic process, including simulation, visualization, and parameter control.
Portfolio Theory Algorithms
Python implementation of Modern Portfolio Theory concepts, including the Global Minimum Variance portfolio, covariance matrix estimation, and decomposition of idiosyncratic risk using the Gram–Schmidt orthogonalization process.
Books & Papers
A curated selection of the books and academic papers that have shaped my thinking across finance, technology, security, and systems design.
Books
Analysis of Financial Time Series
RUEY S. TSAY
VALUE-AT-RISK
Glyn A. Holton
Technologies
Languages
Frameworks & Tools
Finance & DeFi
Data & Infrastructure
Let's connect
Interested in collaborating, discussing DeFi, or exploring opportunities? I would love to hear from you.