UPenn / Mathematical Economics / Statistics & Data Science

Diego Ordonez

I'm Diego Ordonez, a student at the University of Pennsylvania studying Mathematical Economics with a minor in Statistics & Data Science. My work spans risk and regulatory analysis, research on monetary policy, credit access, and portfolio optimization, and economic podcasting.

Open CV
PwC Chile Basel III, regulatory reporting, and compliance testing in Santiago
Fed Challenge Analyzing inflation, labor markets, and monetary policy
Penn IBEC Podcast Hosting macro-finance conversations and economic analysis
Diego Ordonez smiling outdoors in a light blue shirt.
Based in Philadelphia
Current work Research Assistant, Fed Challenge, Penn IBEC

Featured project

Machine Learning for Portfolio Optimization

Spring 2026 Portfolio Optimization

The paper walks through the full workflow from signal engineering and PCA to model comparison and out-of-sample long-short portfolio construction, with the key result that forecast fit and portfolio quality do not always point to the same model.

Browse All Research View Paper
Project snapshot 205,376 stock-month observations across 10,058 U.S. equities

The analysis compares Linear Regression, Ridge, Lasso, Random Forest, and Gradient Boosting, then converts those predictions into industry-neutral portfolios.

Models 5 compared

From linear baselines to tree-based methods.

Method PCA + ranking

Signals are compressed, standardized, and ranked within industry.

Takeaway Fit is not everything

Ridge led on risk-adjusted performance while Gradient Boosting led on return.

Featured Podcast Episode

Macro Meets Business

Macro Meets Business is Penn IBEC's podcast on the macro forces behind real business decisions. It brings together conversations on policy, markets, trade, and the institutions shaping the global economy.

Browse All Episodes Penn IBEC

Education

University of Pennsylvania

Philadelphia, PA

B.A. in Mathematical Economics • Minor in Statistics & Data Science

College of Arts and Sciences • Expected May 2028

Experience

Summer 2026

Research Assistant to Prof. Charles Calomiris • Andersen Institute for Finance and Economics

Philadelphia, PA
Summer 2025

Advisory Intern • PwC Chile, Risk & Regulatory Services

Santiago, Chile
  • Supported Chilean banks as they transitioned toward Basel III and updated CMF banking regulations across risk and regulatory reporting systems.
  • Reviewed SQL scripts and validated data pipelines to protect reporting integrity.
  • Performed compliance testing on financial datasets and communicated findings to clients.
Summer 2024

Summer Intern • Premier College Prep

Ambler, PA
  • Tutored students in SAT and ACT preparation while building individualized study plans grounded in diagnostics, performance trends, and practical test strategy.
  • Designed targeted math, reading, and testing instruction for individual students.
  • Implemented Excel spreadsheets to streamline office inventory management.
Summer 2023

Research Assistant • Swarthmore College Department of Economics

Swarthmore, PA
  • Conducted research on alternative financial services and their role in credit access for underserved populations under Professor Maria Pia Olivero.
  • Collected and analyzed data using Stata to support empirical research.
  • Synthesized academic literature and contributed to supervised research discussions.

Leadership and activities

Penn International Business and Economics Club

Chair of Economic Analysis • Oct 2024 - Present

Produce macroeconomic reports on global trends, contribute analysis to finance-based discussions, and host podcast episodes with leaders working across macro-finance and policy.

Penn College Fed Challenge Team

Analyst • Mar 2026 - Present

Analyze inflation, labor markets, and current monetary policy to build recommendations around the Fed's dual mandate.

Argentina@Penn

Co-President • Jan 2026 - Present

Co-lead club programming, funding, and budgeting while building campus partnerships around Argentine culture.

Penn Science High School Journal

Associate Editor • Sep 2024 - Sep 2025 Managing Editor • Sep 2025 - Sep 2026

Lead a team of editors reviewing scientific papers and help refine clarity, structure, and analytical rigor before publication.

Penn Undergraduate Economics Society

Academic Committee Member • Oct 2024 - Present

Build presentations on alternative financial services, SNAP benefits, and growth differences across Argentina, Japan, and the United States.

Coursework and skills

Relevant coursework

Calculus III Linear Algebra Differential Equations Firms and the Macroeconomy Microeconomic Theory Macroeconomic Theory Probability Inference Modern Data Mining Big Data Analytics Enabling Technologies

Toolkit

Python Java Stata R SQL HTML CSS Microsoft Office Data Processing Data Analysis

Awards, interests, and languages

Awards

  • National Hispanic Recognition Award
  • AP Scholar with Distinction

Interests

Soccer Running Biking Guitar Video Editing Puzzles Cars and Racing

Languages

English • Native Spanish • Native French • Conversational Italian • Conversational