Daniel Arrieta RodriguezHead of XVA Model Validation at SantanderSpeaker
Profile
Daniel Arrieta serves as an adjunct professor at IE University and holds the position of Head of XVA Model Validation at Banco Santander. In this capacity, he is responsible for analyzing and validating cross-valuation models and assessing risks, contributing to the bank's robust risk management framework.
Daniel holds a PhD in Mathematical Finance from Universidad Complutense de Madrid. He also earned an MSc in Advanced Mathematics from U.N.E.D. and an MSc in Quantitative Finance from Escuela de Finanzas Aplicadas, demonstrating a strong academic background that complements his extensive professional experience in finance.
Agenda Sessions
Stochastic local volatility and minimum relative entropy
, 17:10View Session