Experience

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  Vilt

  Oct 2009 - Sept 2010

  It consultant

  Different web content management projects using Vignette.• La Caixa: development of the web content manager.• Barcelona City Hall: validation and testing of the framework.• Bank of Spain: maintenance and evolving software of the framework.Technologies: Java, SQL and standards web (HTML, Javascript, ...)

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  Bbva

  Jun 2011 - Jul 2013

  Technologies and Methodologies, Market Modeling.• Analysis and complete development of a equities pricer using different models: Black-Scholes, Local Volatility (Dupire) and Stochastic Volatility (Heston).• Validation and replication of the market models and pricers used in the treasury department for calculation of the price and hedging of the financial derivatives.• Introduction to interest rates modeling: Libor Market Model.• Drawing up of documentation and technical manuals.• Advanced support of users.Technologies: Excel, VBA, Matlab. Show less

  • Quantitative Data Analyst

    Jul 2012 - Jul 2013

  • Quantitative Analyst

    Jun 2011 - Jul 2012
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  Cepsa

  Aug 2013 - Aug 2018

  • Development of Valuation and Risk Platform for the Gas Trading Area based on Power BI. Visual and interactive daily reporting accessed by web / phone / tablet that shows current and historical status of: market curves (Brent, TTF, Henry Hub, FX, Gas Formulas), financial instruments valuations, credit exposure, CSA's thresholds status, hedge efficiency tests and different KRI's related to physical / financial exposure. Tools: Power BI, M, DAX, C#, Datagenic, Java• Currently on development of a Data Warehouse for Risk and Valuation for Power Business, that includes cogeneration plants, combined cycle, Power wholesaler, financial services to clients and a complex proprietary trading activity. Tools: Tableau, SSIS, C#, Java, SQL, Kimball Paradigm Show less • Development of system based on SQL and VBA for calculation of PnL for the trading portfolio composed of physical and financial positions on oil and oil products assets.• Forward Curve Construction for oil and oil products based on market and historical data for the valuation of the open risk positions. • Control, risk analysis and reporting of the proprietary trading positions.• Calculus and validation of risk measures (VAR) for the proprietary trading book.• Adaptation and evolution of the legacy system used for deal capture and risk mesurement for new business requirements.• Development of internal solutions for regulatory compliance (EMIR).• Intensive usage of Financial Data Vendor Tools (Reuters, Bloomberg).• Development of a system based in .NET for control, measuare, audit and reporting of the trading room credit risk based on corporate policy.• Technical Support (IT and Risk Management) for the election and implementation of an ETRM solution.• Different technical support and little developments for different business areas (Legal, Financial, BO, FO).Tecnologies: Excel, Access, VBA, SQLServer, C#, ADO.NET Entity Framework, WPF Show less

  • Head Of Risk And Middle Office

    Sept 2016 - Aug 2018

  • Quantitative Risk Analyst

    Aug 2013 - Aug 2016
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  Omiclear - the iberian energy clearing house

  May 2018 - now

  Trading member representative omiclear's risk comitte
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  Axpo group

  Sept 2018 - now

  • Oversight of several trading desks including strategies in energy markets including physical and financial trading in gas, LNG, certificates, crude oil, refined products, power and capacity markets. Daily report, explain and comment PnL and Risk Metrics. Closely interaction with traders for deeper understanding on their position, PnL, reporting systems and any other concern.• Created a framework for daily delivery of interactive Power BI reports for Options, Structured Products and hourly profiled power positions. These framework allows Risk and Front Office understand daily PnL and risks for several complex portfolios. This has made everyone have a track where the value is coming from and how much of that is not defined, allowing fast identifications of issues and leading to major improvements in the data feeds.• Responsible for monthly delivering unrealized PnL figures at company level, including millions trades across all different business and subsidiaries. Extraction and cleaning information from PnL systems. Make relevant corrections and propose accounting solutions for new business activities. Answer question and explain key factors to controlling and accounting departments. Technologies: Power BI, M, DAX, SQL, MDX, R, Excel, VBA Show less

  • Senior Portfolio Manager Analyst - Structuring & Options Trading

    Oct 2022 - now

  • Market Risk Analyst

    Sept 2018 - Sept 2022