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QuantMinds International

Savings end soon:

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7 - 10 November, 2022
W Barcelona

Alberto Elices
Senior Loan Pricing and Product Development Officer at European Investment Bank


Alberto Elices obtained a PhD in Power Systems engineering at Pontificia Comillas University (Madrid, Spain) and a Masters in Financial Mathematics in the University of Chicago. He worked for two years as a quantitative analyst in a hedge fund in New York and almost 17 years as a senior quant member of the model validation group of Santander Bank in Madrid (Spain). Since July 2021, he started a new career in the non-profit sector as a senior loan pricing and product development officer at the European Investment Bank in Luxembourg.

Agenda Sessions

  • Curve calibration using smooth evolving forwards