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QuantMinds International
13 - 16 November 2023
Intercontinental O2London

Daniel Arrieta Rodriguez
Model Validation Senior Quant at Santander


Daniel Arrieta is Senior Model Validation Quant at Santander and Associate professor at Universidad Complutense de Madrid (UCM).

At Santander Daniel validates XVA Front Office models and as researcher he is focused in pricing models and model risk quantification.
Daniel holds a PhD in Mathematical Finance from Universidad Complutense de Madrid,

a MSc in Advanced Mathematics from U.N.E.D. and a MSc in Quantitative Finance from Escuela de Finanzas Aplicadas."

Agenda Sessions

  • Model risk quantification based on relative entropy