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6 - 9 December 2021
Hotel ArtsBarcelona

Daniel Arrieta Rodriguez
Senior Model Validation Quant at Santander


Daniel Arrieta is Senior Model Validation Quant at Santander’s Risk Division, where he analyses and validates valuation and risk models. Before joining Santander Group he was Head of Quantitative Modelling at Haitong Bank. Previously Daniel has worked as Senior Front Office, in this position he gave support to the exotic derivatives trading desk by developing pricing and hedging tools. He started his career as quantitative consultant within the Grupo Analistas.

He is also regular lecturer in several postgraduate degrees and has been published in world class quantitative finance magazines. Daniel holds a PhD in Mathematical Finance, a MSc in Advanced Mathematics, and a MSc in Quantitative Finance.

Agenda Sessions

  • Model risk quantification based on relative entropy