Experience

Markets, risk,
and quantitative systems.

My career has moved from fixed income and derivatives into quantitative investment risk, data infrastructure, automation, and analytical systems.

Investment Risk Manager

Vontobel

Zürich

Investment risk & analytical systems

Investment risk across funds, quantitative analysis, data, automation, and AI-assisted analytical tools.

Key projects

01
Governed risk-data platform
Migrated fragmented Excel and legacy SQL data into Snowflake, with RAW and HIST layers, governed views, orchestration, and automated quality controls.
02
Decision-ready risk analytics
Built standardised dashboard objects with freshness, quality, and lineage embedded, plus a semantic layer for an investment-risk agent.

Quantitative & risk management

Partners Group

Switzerland

Quantitative risk

Quantitative risk work spanning FX hedging, Python automation, and SQL-backed analytical tools for live processes.

Key projects

01
Firm-wide FX hedging platform
Managed $36B+ of active notional and more than 15,000 annual transactions, with precise allocations under tight operational deadlines.
02
Hedging automation and optimisation
Built Python libraries for rollovers, share-class hedging, driver reconciliation, trade netting, and automated performance attribution.
03
NAV review infrastructure
Designed a normalised SQL store for NAV and AUM data with an AWS-backed review workflow, reducing manual reconciliation and input errors.

Credit, treasury & markets

Banca March

Madrid

Markets & credit

Credit and markets work across fixed income, commercial paper, derivatives, and FX, alongside Python and SQL automation.

Key projects

01
Commercial-paper valuation model
Developed and deployed a Python random-forest model to improve pricing in the illiquid Spanish commercial-paper market.
02
Trading-desk analytics
Integrated SQL, Python, and VBA workflows for real-time portfolio valuation and risk reporting.
03
OTC derivatives and primary issuance
Structured interest-rate swaps, FX options, and forwards for corporate clients, and supported bond and commercial-paper deals up to €500m.

Education & research

Mathematics and physics shaped how I frame problems. Finance made that discipline operational.

A quantitative foundation developed through formal study, independent research, and professional finance training.

Double Degree in Mathematics and Physics

Universidad Complutense

2014–2020

Mathematics · Physics

Training across algebra, analysis, theoretical physics, and scientific modelling. The mathematics dissertation was graded 10/10.

Master in Stock & Financial Markets

IEB

2019–2021

Finance · Markets

Applied finance across fixed income, derivatives, and portfolio construction. The final project developed an interest-rate-derivatives investment strategy and was graded 9/10.

CFA Charterholder

CFA Institute

2021–2023

Professional credential

Completed all three levels of the CFA programme in consecutive years.

Selected degree research

Both dissertations are written in Spanish and open directly as PDFs.

Abstract illustration connecting algebraic structures with gravitational-wave geometry

Mathematics · Español · 49 pp.

Criterios de irreducibilidad de polinomios en dominios de factorización única

Polynomial irreducibility criteria in unique factorization domains, developed within commutative algebra.

Open PDF

Physics · Español · 25 pp.

Radiación gravitacional: modos cuasinormales de estrellas relativistas

Gravitational radiation studied through the quasinormal modes of relativistic stars.

Open PDF