Curriculum vitae
Brief CV
Professional experiences
Aug 2022 - Present
Senior Economist in the Climate Analysis Team (CAT) of the Financial Stability Department (FSD)
Bank of Canada, Ottawa (Canada)
Nov 2020 - Jul 2022
Scientific/Technical support officer –Economic and Policy Analyst in Finance and Economy Unit (B.1)
Joint Research Centre (JRC) of the European Commission, Ispra (Italy)
Jun 2019 - Oct 2020
Researcher in the Research and Statistic Department of Directorate General Policy and International Affairs (DG-PEAI/DEE)
Spanish National Securities Market Commission (CNMV), Madrid
In charge of the stress test for the investment funds (extended report) for the assessment of the liquidity risk. The exercise shows a triple result:
The assessment of the percentage of liquid assets in the portfolio of investment funds.
The identification of the funds prone to experience problems in distress scenarios.
The assessment of the price impact on the financial markets as a result of fire sales.
Jun 2018 - May 2019
Traineeship in the Stress Test Modelling Division of Directorate General Macroprudential Policy & Financial Stability (DG-MF/STM)
European Central Bank (ECB), Frankfurt am Main
Apr 2017 – Aug 2017
Traineeship in Finance and Economy Unit (B.1) - Growth and Innovation
Joint Research Centre (JRC) of the European Commission, Ispra (Italy)
Jul 2016 – Sep 2016
Internship in the Comprehensive Risk Management, Modelling and RAROC Department
ABANCA, Vigo
Oct 2015 – Dec 2015
Research staff member of Economic Analysis II Department
Basque Country University (UPV), Bilbao
Education
Oct 2016- Sep 2019
PhD in Quantitative Finance
Complutense University of Madrid, Madrid
Advisor: Alfonso Novales Cinca
Grade: cum laude.
International PhD Mention
Sep 2014 – Jul 2016
MSc in Quantitative Finance and Banking
Complutense University of Madrid, Madrid
Grade: Distinction with honours
Sep 2010 - Jun 2014
BSc in Economics
University of Vigo, Vigo
Grade: Distinction
Scholarships and grants
Dec 2019
Grant covering the registration fee for the 44th Simposio de la Asociación Española de Economía-Spanish Economic Association
Spanish Economic Association (SAEe) , Alicante
Oct 2016 -Feb 2019
Pre-doctoral scholarship for staff research in training (Beca de formación profesorado universitario)
Spanish Ministry of Education and Science
Complutense University of Madrid, Madrid
Jul 2018
Grant covering the registration fee for the XXVI Finance Forum
Spanish Finance Association (AEFIN) , Santander
Sep 2013 - Jun 2014
Department Collaboration Scholarship (Becas de colaboración del MECD)
Spanish Ministry of Education and Science
University of Vigo, Vigo
Prize and awards
May 2022
University of Salamanca (USAL), Salamanca
Oct 2021
Complutense University of Madrid, Madrid
Dec 2017
First prize in the PhDay: Congress for PhD proposal
Complutense University of Madrid, Madrid
Jun 2016
Best Student’s award: course 2014-2016
Complutense University of Madrid, Madrid
Courses
Sep 2020
Securities financing transactions
Comisión Nacional del Mercado de Valores, Madrid
Jul 2020
Financial sustainability
Comisión Nacional del Mercado de Valores, Madrid
Dec 2019
Advances in the Econometrics of Program Evaluation and Inequality
Asociación Española de Economía-Spanish Economic Association (SAEe), Alicante
Jun 2019
Counterfactual Impact Evaluation (CIE) summer week
Joint Research Centre of the European Commission (JRC), Ispra
Aug 2018
Fundamentals on How to use Bayesian VARs for Policy Analysis and Forecasting with the BEAR Toolbox
European Central Bank (ECB), Frankfurt am Main
May 2018
Data analysis and Big Data using Python
Complutense University of Madrid, Madrid
Jan 2018
Macroeconomic Forecasting and Uncertainty: Bayesian methods
Complutense Institute of Economic Analysis (ICAE), Madrid
Sep 2017
English for academic writing and publishing
Complutense University of Madrid, Madrid
Jul 2013
Ninth meeting about Games’ Theory between Spain, Italy and Netherlands (SING9)
University of Vigo, Vigo
Participation in research projects
Mar 2016 – May 2016 (240 hours)
External research staff member in the project Determinants of price formation and level of risk in capital markets
Complutense Institute of Economic Analysis (ICAE), Madrid
References
Lucia Alessi, JRC of the European Commission, lucia.alessi@ec.europa.eu
Michela Nardo, JRC of the European Commission, michela.nardo@ec.europa.eu
Eudald Canadell Casanova, National Securities Market Commission, ecanadell@cnmv.es
Elena Rancoita, European Central Bank, Elena.Rancoita@ecb.int
Elisa Ossola, JRC of the European Commission, elisa.ossola@ec.europa.eu
Alfonso Novales Cinca, Complutense University of Madrid, anovales@ccee.ucm.es
Carlos de Miguel Palacios, University of Vigo, cmiguel@uvigo.es
Extended CV here