This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

6 - 9 December 2021
Hotel ArtsBarcelona

Daniel Arrieta Rodriguez
Senior Model Validation Quant at Santander

Profile

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

    15:10