Aurelio Romero-Bermudez

Senior Quantitative Analyst at ING

Speaker

Aurelio obtained his PhD in Theoretical Physics from the University of Cambridge. He moved to the University of Leiden for a postdoc, where he continued his research in the crossroads between Condensed Matter and Quantum Gravity. Aurelio has worked at European banks in Germany and Netherlands in the Internal Model Method, Market Risk and currently in xVA modelling at ING Bank. His research interests range from semi-analytic approaches to pricing and applications of ML and quantum computing in finance.