Sergi Galve Regolf Email & Phone Number

Dublin, Ie

San Sebastián, Basque Country, Spain

Currently focused on option pricing for both vanilla and exotic contracts, with applications in trading and risk management. My work integrates traditional quantitative finance with deep learning and quantum-inspired techniques.

Barcelona, Catalonia, Spain

·) Worked at the intersection of data science, finance and consulting in quantitative projects related to credit risk.·) Assumed a central role in the technical development of scoring, behavioural and payment ability models for a prominent Spanish bank. In particular:- Took charge of the modelling part, overseeing nearly all data science and coding aspects.- Collaborated closely with the validation team on model improvements and correctness.- Improved scoring model's discriminatory power (Gini).- Maintained a high level of autonomy.·) Developed LGD (loss given default) models under both IFRS 9 and IRB frameworks for a broad class of portfolios (Corporate, Retail, Secured and Unsecured) of a top-tier Spanish bank, sustaining a pivotal technical role as in the previous project, as well as a high degree of autonomy.·) Leveraged statistical models such as linear models, generalised linear models and decision trees. ·) Extensive use of the following programming languages: SAS, SQL, Python and R, for data science and analysis.·) Engaged in daily communication with a wide-ranging group of clients, diverse both in seniority and technical background. Presented project results and actively participated in discussions regarding the models.·) Worked in a fast-paced and dynamic environment with a strong commitment to meeting deadlines.

·) Instructed more than 50 college students, mainly coming from mathematics, engineering and finance, by delivering comprehensive mathematics courses via online platforms during the COVID-19 lockdown.·) Covered almost all subjects within the standard maths degree curriculum, offering in-depth guidance in linear algebra, differential and integral calculus, differential equations, logic, discrete mathematics, probability and statistics, abstract algebra, topology, real and complex analysis, and other fields.·) Strengthened my communication and pedagogical skills to a great extent. In particular, I was able to convey complex concepts with clarity and tailor the level of formality to suit the students' abilities.

Master Of Science - Ms, Advanced Mathematics And Mathematical Engineering (Mamme)

·) Specialised in higher mathematics, including algebra, number theory, differential geometry and combinatorics. ·) Thesis: Cell Sets.

Bachelor'S Degree, Mathematics

·) Completed optional courses in differential geometry, functional analysis and PDEs, dynamical systems, algebraic topology, algebraic.