Dr. José Antonio Climent Hernández is a member of the Statistics and Operations Research Area. He holds a Ph.D. in Economic Sciences (Finance) from the Instituto Politécnico Nacional (2013), a Master's degree in Engineering (Operations Research) with honors from the Universidad Nacional Autónoma de México (2004), and a Bachelor's degree in Actuarial Science from the same institution (2001).

His academic background integrates the areas of Probability, Statistics, Financial Engineering, Economic Engineering, Actuarial Science, and Operations Research, with solid training for developing models applied to decision-making and financial risk management.

His scientific career has been honored with the AECA 2026 International Award, the FIMEF-EY 2025 International Financial Research Award, the Best Paper Award at FIMEF 2024, The Best Empirical Research Paper Award from the American Academy of Financial Management Latin American Chapter (AAFMLAC) in 2018, the Arturo Díaz Alonso Research Award in Finance (2017), and the Lázaro Cárdenas Medal from the Instituto Politécnico Nacional (2014), the institution's highest academic distinction.

He has been an active member of the Sistema Nacional de Investigadores e Investigadoras (SNII) since 2016 and holds active PRODEP Desirable Profile status since 2015, reflecting a sustained trajectory in research, teaching, human resources development, and cultural dissemination and preservation.

He serves as a Full-Time Professor in the Statistics and Operations Research Area within the Department of Systems in the Division of Basic Sciences and Engineering at the Universidad Autónoma Metropolitana Unidad Azcapotzalco.

His research work is focused on developing probabilistic, statistical, and stochastic models for Financial Engineering and Decision Analysis, with emphasis on financial derivatives valuation, financial risk management, investment portfolios, structured products, and financial and energy market modeling through the statistical justification of $\alpha$-stable distributions and other models capable of representing leptokurtosis, asymmetry, and regime switching.His recent contributions include developing models for valuing European options on stocks, indices, currencies, commodities, and energy, incorporating advanced methodologies for quantifying and hedging financial risks. These research lines are developed within the Statistics and Operations Research Area and the Financial Markets and Institutions Research Group.

He has continuously taught over one hundred undergraduate courses and more than ten graduate courses in higher education institutions, notably: Financial Engineering, Decision Analysis, Operations Research, Cost Engineering, Probability and Statistics, Option Valuation, Financial Derivative Products, Financial Mathematics, Actuarial Mathematics of Personal Insurance, and graduate courses: Selected Topics in Computing, Financial Administration, Financial Foundations, Probability and Statistics, as well as in the Diploma in Pension Systems: Introduction to Demography and Actuarial Science, Coverage Extension, and Economic Factors Affecting Pensions.

His teaching activities have contributed to training professionals and researchers in Engineering, Computer Science, Business Administration, Health Sciences, Economic Sciences, Management, and Actuarial Science.

As a mentor, he has supervised over twenty undergraduate theses in Industrial Engineering, Civil Engineering, Computer Science, and Actuarial Science. His capstone projects encompass applications in industrial process improvement, systems engineering, forecasting, insurance, investment projects, and real options, integrating quantitative methodologies to solve problems in the productive and services sectors. Furthermore, he has participated in student development through institutional tutoring and academic advising programs.