I am a finance professional with a strong background in quantitative risk management.
I enjoy doing data analytics with R.
Maybe this blog can tell you who am I better than the official CV. But if not, I would say that…
Currently, I am engaged with Mirai Solutions GmbH, a small statistical consultancy, to help a top Insurance Company to manage their financial risks and meet the regulatory requirements.
Prior to that, being in charge of Implementing/executing/applying Basel II capital requirement directives, I help Bank of Valencia to manage its financial risk and adapt them to changes on bank regulations.
I hold a FRM certificate.
March 2014 – Onwards Mirai Solutions GmbH Zurich (SWITZERLAND)
Risk Capital Modelling applied to Insurances Companies using R.
September 2010 – August 2013 Bank of Valencia Valencia (SPAIN)
Risk manager in charge of Capital Requirements & reporting
May 2006 – September 2010 Bank of Valencia Valencia (SPAIN)
Quantitative analyst in charge of Risk’s parameters under advanced Basel II regulatory framework
July 2005 – May 2006 Consultora de Riesgos Financieros S.A. Madrid (SPAIN)
Junior Quantitative consultant
Certificate of Financial Risk Manager (FRM)
September 2003 – June 2005. University Complutense Madrid (SPAIN)
Master of Advanced Studies, Quantitative Finance. Awarded the Quality Mention by the Spanish Ministry of Education and Science.
September 1999 – June 2003. University of Valencia (SPAIN)
Bachelor’s Degree in Economics, specializing in Economic analysis and quantitative methods.
- December 2012. “Credit card incidents and control systems”. International Journal of Information Management, Vol. 32, Issue 6, Pages 501–503, Dec 12 (jointly Pavia and Veres)
- July 2012. No free lunch blog. “Reflexión sobre la LTV”. Awarded (2n position) on the brainstorming competition promoted by the most impact economic think-tank in Spain.
- June 2005. Master Theses. “Función de cancelación anticipada de los préstamos hipotecarios titulizados en España.” II work-shop Quantitative Finance, June 2005, Bilbao. (Spain)
- April 2004. “Estrategia de una red de ciudades para analizar su posicionamiento competitivo.” XIII Simposio Internacional de Turismo y Ocio de ESADE, April 2004, Barcelona. (jointly Amparo Sancho)