Born in Lima, Peru, Caballero studied under the tutelage of distinguished masters Alberto Molina, Cajahuaringa, and Miguel Nieri at the Escuela Nacional de Artes de Lima, where he graduated with highest honors. His exhibitions have included showings at the National Museum, the Gallery of El Comercio, and at commercial galleries like Galeria 2VS. Caballero's paintings can be found in collections in countries such as Belgium, France, and Italy, and he lists his favorite artists as Renior, Degas, and Monet.