Carlos Morales is a highly accomplished Quantitative Analyst with a background in Mathematics and Philosophy. He has worked for several prominent companies, including Liberty Mutual Insurance, Sentinel Investments, GMO, Wellington Management, State Street, and Edison Mission Energy. Additionally, he was an Assistant Professor at Worcester Polytechnic Institute.

Morales is an expert in dynamic asset allocation using macroeconomic and credit cycle estimates, credit cycle modeling, scenario-based modeling, correlation and volatility regime forecasting, credit curve estimation, transaction cost modeling, risk management, VaR, C-VaR, statistical estimation, Monte Carlo simulation, and robust portfolio optimization. He also specializes in liquidity estimation in fixed income using TRACE.

He holds a Ph.D. in Mathematics from Boston University and a BA and MA in Math and Philosophy from the University of Houston.