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6-10 December 2021
Hotel Fairmont Barcelona Rey Juan Carlos IBarcelona

Andrés Berenguer Alonso
Market Risk Director – Derivative Valuations Area at Santander


Andrés Berenguer is currently team director within the derivative valuations area of the Market Risk department in Banco Santander. Since 2009 he has been working on derivative valuations including besides other things, advising on the pricing models of exotic trades, XVA calculation or interest rate curves modelling (basis spreads, collateral, OIS discounting,...). Before working in banking, his experience was in Space and Communications Engineering. He hold a M.Eng. (Laurea) in Telecommunications Engineering from the Miguel Hernández University of Elche, a MBA from the University of Valencia, a M.Sc.  in Technologies, Systems and Communications Networks Engineering from the Polytechnic University of Valencia and he is currently working on his PhD in Telecommunications Engineering from the Miguel Hernández University of Elche.

Agenda Sessions

  • Challenges faced when dealing with alternative data: an efficient time series and data proxy analysis