FIELDS OF CONCENTRATION:

                Derivatives, Risk Management, Asset Pricing

EDUCATION:

Universitat Pompeu Fabra, Ph.D. Candidate in Finance and Economics, Expected date of completion: September 2007, Advisor: José M. Marín                                   

Universitat Pompeu Fabra , M.Sc. in Finance and Economics, 2001, Graduated with honours

Instituto Tecnológico Autónomo de México, B.A. in Applied Mathematics, 1996, Thesis: “On the Valuation of Derivative Products”, Graduated with special honours

ACADEMIC PROFESSIONAL EXPERIENCE:

        TEACHING:

Assistant Professor, Department of Economics, UPF: Corporate Finance I (2005-2006)

Visiting Professor, Department of Economics, University of Belgrade: Financial Modelling (graduate, 2004)

Visiting Professor, Department of Mathematics, ITAM, México: Dynamical Systems and Dynamic Optimization (2003), Introduction to Mathematics (1999)

Teaching Assistant, Department of Economics, UPF: Financial Economics (graduate), Computer Tools (graduate), Financial Economics (2001)

        RESEARCH:

Research Assistant, Department of Economics, UPF: Research with Professor Branko Urosevic on the valuation of mortgages, and reversed-mortgages (2002-2003)

        PAPERS:

The Impact of a Regulatory Change on Fund Market Risk and Derivative Use, work in progress

The Use of Derivatives in the Spanish Mutual Fund Industry, joint with José Marín

Moral Hazard and Adverse Selection in Corporate Financial Risk Management, reprinted in The ICFAI Journal of Financial Risk Management, June 2005, pp.7-30

        SEMINAR PRESENTATIONS:

                Centre for Analysis of Risk and Regulation, London School of Economics, UK, 2003

                XII Foro de Finanzas, Universitat Pompeu Fabra, Spain, 2004

                Simposio de Análisis Económico, Universidad de Murcia, Spain, 2005

                Center for Financial Studies, Empirical Asset Pricing Summer School, Germany, 2006

   NON-ACADEMIC PROFESSIONAL EXPERIENCE:

Financial Analyst, Group Market Risks - Risk Methodologies Area, UniCredito Italiano, Milan, 2007-today

     ·         Banking Book Risks, Credit Treasury project, Basel II project.

Research and Development Manager, Division of Derivatives and New Products, Banamex, Mexico City, 1998-2000

·         Development of the ‘fixed income derivatives’ and the ‘foreign exchange derivatives’ trading books.

I developed the models in VBA and the tools for the front office, and assisted the back office to understand the financial instruments. I also dealt with the regulatory authorities and the Risk Management Department to comply with regulatory and internal requirements to open and maintain a new trading book. I also assisted the marketing department on how the new products worked and could be sold. During most of this time, I had under my charge two full time R&D Financial Analysts, and two part-time R&D Financial Analysts. Finally, I made an evaluation of the viability to open a ‘credit derivatives trading book’ on the main division’s software package (Summer 2001).

·         Improvement of valuation models and summary reports for the ‘equity derivative’ trading book.

  Research and Development Financial Analyst, Division of Risk Management, Banamex, Mexico City, 1997-1998

·         Development of risk management products for the middle- and front offices

·         Development of new risk management methodologies and executive summary reports

·         Valuation and risk analysis of credit risk swaps, total rate of return swaps, and credit linked notes

OTHER INFORMATION:

                Computer skills:                   Matlab, RiskWatch, RiskScript, Stata, VBA

                Languages:                          English, German, Spanish, Italian (basic)

                Born:                                    July, 16, 1973

                Family:                                 Married, one son