I specialize in the quantitative valuation of renewable energy projects, having conducted Power Purchase Agreement (PPA) valuations for solar and wind energy in the Iberian market. Leveraging a customized Vasicek model and incorporating Baringa and Aurora curves, I analyze market dynamics and project long-term price trajectories, providing strategic insights for renewable energy project finance.Beyond energy markets, I bring expertise in financial product valuation, including interest rate, inflation, and FX-linked instruments. I have implemented advanced models like SABR for pricing exotic options, delivering innovative solutions across diverse financial markets.

As a quant, I have developed, validated, and audited advanced risk models, including: • Credit Risk Models: Estimation of key parameters (PD, LGD, EAD) for IFRS9 provisions. • Stress Testing Models: Creation and validation of stress scenarios to evaluate financial resilience. • Portfolio Segmentation: Implementation of tree-based models for portfolio analysis and segmentation. • Econometric Modeling: Use of autoregressive models and statistical methodologies to capture market dynamics. • Machine Learning: Application of advanced techniques to enhance model accuracy and predictive power.This diverse expertise enables me to deliver robust, data-driven insights and solutions across financial and risk management domains.

Asset management consulting

Hired as a research assistant by the Chair of Banking Research at the University of Alcalá (UAH), I focused on developing AI systems for portfolio optimization in banking, leveraging machine learning techniques to enhance financial decision-making.