Jan 2021 - Present
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Jaime Sánchez-Blanco Email & Phone Number
Financial and Insurance Risk Analyst
at
Deloitte España
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✓ Verified Jun 2026
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Current company
Role
Financial and Insurance Risk Analyst
Location
Greater Madrid Metropolitan Area, Spain, Spain
Company size
Who is Jaime Sánchez-Blanco? Overview
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Quick answer
Jaime Sánchez-Blanco is listed as Financial and Insurance Risk Analyst at Deloitte España, a company with 295722 employees, based in Greater Madrid Metropolitan Area, Spain, Spain. AeroLeads shows a matched LinkedIn profile for Jaime Sánchez-Blanco.
Jaime Sánchez-Blanco previously worked as Delivery Manager at Deloitte España and Función Actuarial. Stochastic Model at Generali. Jaime Sánchez-Blanco holds Emba, Executive Master Business Adm. from Eae Business School.
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Deloitte España
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Profile bio
About Jaime Sánchez-Blanco
Professional with more than 13 years of experience, in different financial companies: Renta 4, Banco de España, Open Bank y Ahorro Corporación and in the insurance company HNA.Nowadays I’m directly involved in the development of Solvency II, Own Risk and Solvency Assessment, Forward Looking Assessment of Own Risks, Risk Adjustment Management, Assets and Liabilities Management, Market-Consistent Scenarios Generator and other different quantitative and qualitative metrics.Graduated in two AFI’s masters and coding experience, gives a high specialization profile, and knowledge of the business.My last goal? Automatization of the data in the processes of calculation of the Fundamental Spread and the Probability of Default. Development of an Implied Rating Model from market CDS’s quotations, using Hull methodology.A software? Algo Financial Modeler, it’s incrediblethe accuracy of this software… A quote?Imagination is more important than knowledge. Albert EinsteinWhat I’m snooping?The Solvency Capital Requirement of the Credit Linked Notes, applying the Brownian movement into the CDS’s , so I can evaluate the sensibility of the default including the Solvency II shock. To generate Montecarlo correlated scenarios, I use Cholesky.
Listed skills include Afm, Alm, Scr Mercado, Visual Basic, and 20 others.
Current workplace
Jaime Sánchez-Blanco's current company
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Deloitte España
8 roles
Jaime Sánchez-Blanco work experience
A career timeline built from the work history available for this profile.
Función Actuarial. Stochastic Model
Desarrollo de procesos. Eliminando excel hacia Prophet.Desarrollo de Librerías en Prophet para IFRS17 y SII.Implantación y explotación del Modelo estocático.Optimización lineal de las BBDD del pasivo para Prophet.Diseño y explotación de las BBDD del activo para Prophet. SF & IMGestión del modelo estocástico para el cálculo de las TP's, AoM, EIOPA's Test.CE.
May 2018 - Jan 2021
Senior Consultant At Willis Towers Watson
Senior Consultant.Prophet ALS, External.PRIIPS.Assets databases para Prophet.Linear Optimization liabilities databases.
Mar 2017 - May 2018
Financial And Insurance Risk Analyst
- Development of the Risk Management metrics in different software’s.-AFM, development of the ALM model, CashFlow Matching Act, Solvency II, ORSA-FLAOR (stress scenarios) and transitional measures (Matching, Volatility y.
- Not plain vanilla structures, using G-h Tukey distribution( CLN’c linked to ITRAXX Europe Crossover S24), simulating the evolution of the 75 companies CDS’s.
- Linked to IBEX structures.
- Linked to GSCI Cruce Oil Index.
- Super calibration of the sigma and alfa for the Hull&White valuation trees.
- Implied Rating Model, Hull methodology.Automatization, linking Bloomberg to excel and coding VBA for different uses.-Designer of the ALM Policy, Liquidity Policy, Investment Policy, Data Quality Policy.-Implied Rating.
Jan 2013 - Nov 2016
Head Of Middle Office
Fixed income, Equity and Funds valuation. Extraction of the data from Bloomberg terminal for Fixed income, Fix to float, callable, strutured notes, IRS's, SPV's, Propeties... valuations.Crisis management: Grexit, Portuguese and Spanish banking crisis.Development of the software for the portfolio valuation, budgeting and the reporting for different.
Jan 2011 - Dec 2012
Financial Controller
Quantitative Development of the Basilea II RP’S: RP 21, RP31, RP32, RP51/52, RP60/61Adopting Circular 12/2008 CNMV (Basilea II).Adopting Circular 7/2008 CNMV (Accounting).Risk Management of the Portfolio, reporting to the Executive Management.Development of the OTC's software.Adopting the internal control's.Designer of the tasks of the department.Reporting.
Sep 2004 - Jan 2011
Financial Controller
Temporaly Practitioner.Department: Intervención General.Controller of the Public Teasure accounts.Managemente of the Public Debt and Financial Service.Development in Excel of needed controls.
Oct 2001 - Oct 2003
Financial Controller
International Department.Funds operating. Back Office support.Administration Department. Unit Linked valuations.Evaluation of manual tasks to improve it in VBA.Monitoring and controlling the operations.Monitoring contract execution.
Apr 2000 - Oct 2000
Team & coworkers
Colleagues at Deloitte España
Other employees you can reach at deloitte.com. View company contacts for 295722 employees →
RC
Rick Carr
Colleague at Deloitte EspañaHouston, Texas, United States, United States
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FT
Felicia Tong
Colleague at Deloitte EspañaSingapore, Singapore
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AZ
Ana-Maria Zvac
Colleague at Deloitte EspañaGreater Madrid Metropolitan Area, Spain
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MO
Merli Oago
Colleague at Deloitte EspañaEstonia, Estonia
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EN
Emilie Novoa
Colleague at Deloitte EspañaDallas, Texas, United States, United States
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RS
Rajdeep Shaw
Colleague at Deloitte EspañaKolkata, West Bengal, India, India
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MS
Meryem Set
Colleague at Deloitte EspañaAdana, Türkiye, Turkey
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MG
Manuel Gómez Argandoña
Colleague at Deloitte EspañaCommunity Of Madrid, Spain, Spain
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HM
Heya Moni
Colleague at Deloitte EspañaDhaka, Dhaka, Bangladesh, Bangladesh
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HP
Hari Prasad
Colleague at Deloitte EspañaGurugram, Haryana, India, India
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Rick Carr
Colleague at Deloitte EspañaHouston, Texas, United States, United States
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FT
Felicia Tong
Colleague at Deloitte EspañaSingapore, Singapore
View →
AZ
Ana-Maria Zvac
Colleague at Deloitte EspañaGreater Madrid Metropolitan Area, Spain
View →
MO
Merli Oago
Colleague at Deloitte EspañaEstonia, Estonia
View →
EN
Emilie Novoa
Colleague at Deloitte EspañaDallas, Texas, United States, United States
View →
RS
Rajdeep Shaw
Colleague at Deloitte EspañaKolkata, West Bengal, India, India
View →
MS
Meryem Set
Colleague at Deloitte EspañaAdana, Türkiye, Turkey
View →
MG
Manuel Gómez Argandoña
Colleague at Deloitte EspañaCommunity Of Madrid, Spain, Spain
View →
HM
Heya Moni
Colleague at Deloitte EspañaDhaka, Dhaka, Bangladesh, Bangladesh
View →
HP
Hari Prasad
Colleague at Deloitte EspañaGurugram, Haryana, India, India
View →
7 education records
Jaime Sánchez-Blanco education
Emba, Executive Master Business Adm.
Grea Risk Management In Insurance Companies, Business Administration And Management, General
Quantitative Management In Financial And Insurance Companies Expert Program, Afi, Financial Maths
Afi
Master In Banking And Financial, Banking And Financial Services
Afi
Specialized Course, Nic'S, International Accounting Standards
Afi
Graduate, Business Administration, B
Public Examinations (Bank Of Spain Inspector), Inspector Public Examinations For Bank Of Spain
FAQ
Frequently asked questions about Jaime Sánchez-Blanco
Quick answers generated from the profile data available on this page.
What company does Jaime Sánchez-Blanco work for?
Jaime Sánchez-Blanco works for Deloitte España.
What is Jaime Sánchez-Blanco's role at Deloitte España?
Jaime Sánchez-Blanco is listed as Financial and Insurance Risk Analyst at Deloitte España.
Where is Jaime Sánchez-Blanco based?
Jaime Sánchez-Blanco is based in Greater Madrid Metropolitan Area, Spain, Spain while working with Deloitte España.
What companies has Jaime Sánchez-Blanco worked for?
Jaime Sánchez-Blanco has worked for Deloitte España, Generali, Willis Towers Watson Iberia, Hna Mutualidad, and Hna Mutualidad De Los Arquitectos Y Químicos.
Who are Jaime Sánchez-Blanco's colleagues at Deloitte España?
Jaime Sánchez-Blanco's colleagues at Deloitte España include Rick Carr, Felicia Tong, Ana-Maria Zvac, Merli Oago, and Emilie Novoa.
How can I contact Jaime Sánchez-Blanco?
You can use AeroLeads to view verified contact signals for Jaime Sánchez-Blanco at Deloitte España, including work email, phone, and LinkedIn data when available.
What schools did Jaime Sánchez-Blanco attend?
Jaime Sánchez-Blanco holds Emba, Executive Master Business Adm. from Eae Business School.
What skills is Jaime Sánchez-Blanco known for?
Jaime Sánchez-Blanco is listed with skills including Afm, Alm, Scr Mercado, Visual Basic, Solvency Ii, Orsa, Microsoft Office, and Microsoft Excel.
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