- Definition and implementation of Portfolio Alignment methodology for decarbonization targets.- Calculation of Carbon footprint and Financed Emission using PCAF standards.- Portfolio Management

- Development of machine learning models for early alerts of credit deterioration and detection of financial mismanagement.- Implementation of Credit Portfolio Optimization Tool using Return on Risk Weighted Assets (RORWA).- Implementation of Paris Agreement Capital Transition Assessment tool (PACTA) in SCIB.- Design and implementation of a digital analytical tool for financial benchmarking.

Quantitative Risk Analyst at Santander Analytics, Madrid, Spain. Performing the following functions:- Model Risk analysis and model validation of (Credit, Rates) .- Implementation of Risk Pricing Models.

Professor of asset allocation, fund selection and risk management in several courses and masters.

Professor of risk management and credit derivative pricing models.

Quantitative Risk Analyst at BBVA Asset Management, in Madrid, Spain. Performing the following functions:- Model development for measurement credit risk.- Analysis of new products and financial instruments under several regulatory environments.- Definition of risk policy for Credit Support Annex.

Investment consultant at Wealth Management DepartmentAnalistas Financieros Internacionales (AFI), in Madrid, Spain. Performing the following functions:- Advisory on managing for multiple SICAVs and various fund of funds.- Definition and management of model portfolios for several Private Banking Entities.- Fund selection in multiple asset classes.- Creation and maintenance of fixed income indices in real time for ETFs.- Experience in several consulting services for public administration.