Associate Lecturer

• Sep 2022 - Present

Statistics Department Statistics Department

Senior Economist

• Mar 2018 - Present

As a Senior Economist/Data scientist in the Global Risk Management area, I am in charge of developing the economic outlooks for our retail credit portfolios across most of the countries in which BBVA has presence. My duties include to develop quantitative models to forecast delinquency rates, and write down qualitative research that supports our outlooks. We present our results in several committees to top management and other areas of the bank. Models we work with: Panel data models, ARDLs, Regression Trees (Boosting, Random Forests and Bagging) and VAR models. Show less

Senior Economist

• Mar 2018 - Present

I work as a senior manager helping to develop the Forward Looking tool within the Global Risk Management area. My main duties include the development of "what if" macroeconomic scenarios and how these would impact in the bank provisions and calpital (regulatory & economic). Also, I calculate and write down macroeconomic outlooks for retail portfolios across BBVA footprint countries.

Research Economist

• Nov 2014 - Mar 2018

My duties included:- Monitor on a regular basis the Spanish Real Estate Sector, at national and regional level.- Applying Big Data techniques to Real Estate Research- Develop and contribute to develop quantitative economic and risk analysis models- Write down regular research notes.- Support any other departments that might need particual real estate research.

Credit Risk Manager

• Dec 2009 - Nov 2014

My duties included the analysis and evaluation of actual and potential market risks for the insurance portfolios, and more in particular credit risks. That included calculating regular risk measures (VaR, Maximum Expected Losses, portfolio limits…), writing down notes, developing and implementing Solvency II, along with internal risk models. Moreover, I was responsible for the analysis, rating and investment limits of the Spanish SME's insurance companies. I undertook the analysis of these companies through a fundamental approach (financial statements, cash flows analysis and news-flow following). Show less

Equity Strategist

• Aug 2008 - Dec 2009

Our principal task was to contribute to the formulation of allocation views on asset classes (with a deeper focus on equities) and generating trading ideas. This included monitoring financial markets, writing down regular research notes, communicating with clients and our sales/trading force, and developing quantitative models to support our research and asset allocation recommendations.

Associate lecturer

• Jan 2022 - Jul 2022

Taught Financial Management to third year undergraduates in the Grado en Finanzas y Contabilidad. Taught Financial Management to third year undergraduates in the Grado en Finanzas y Contabilidad.

Portfolio Manager

• Nov 2006 - Aug 2008

Initially, I worked as a portfolio manager running 2 pure credit portfolios (investment grade and high yield), and later I changed to the Asset Allocation Team where I was specialized on fixed income assets. The Asset Allocation Team run its total return portfolios combining inputs from the strategists and quantitative models (multi asset strategies and systematic strategies). Initially, I worked as a portfolio manager running 2 pure credit portfolios (investment grade and high yield), and later I changed to the Asset Allocation Team where I was specialized on fixed income assets. The Asset Allocation Team run its total return portfolios combining inputs from the strategists and quantitative models (multi asset strategies and systematic strategies).

Equity Research Analyst

• Oct 2003 - May 2006

My daily duties included assisting senior strategists with our regular research, writing down short notes for our sales/trading force and external clients, and developing quantitative models. Quantitative models I worked with included: regime analysis using internal equity flows, fundamentals analysis, pair trading, short-selling analysis, optimization for asset allocation and other valuation models. My daily duties included assisting senior strategists with our regular research, writing down short notes for our sales/trading force and external clients, and developing quantitative models. Quantitative models I worked with included: regime analysis using internal equity flows, fundamentals analysis, pair trading, short-selling analysis, optimization for asset allocation and other valuation models.

Economic Analyst

• Jan 2003 - Aug 2003

As economic analyst I took part in projects with high economic and econometric contents. My projects included International Comparisons of Investment, International Comparison of Productivity and Consistency between Labour Markets and National Accounts Indicators As economic analyst I took part in projects with high economic and econometric contents. My projects included International Comparisons of Investment, International Comparison of Productivity and Consistency between Labour Markets and National Accounts Indicators

Economist

• Apr 2002 - Dec 2002