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6 - 9 December 2021
Hotel ArtsBarcelona

David Garcia Lorite
Quantitative Analyst at Caixabank


David Garcia Lorite, currently works in Caixabank as XVA quantitative analyst and he is doing a Ph.D. at Universidad de Barcelona under the guidance of Elisa Alós with a focus in Malliavin calculus with application to finances. For the last fourteen years, he has worked in the financial industry in several companies but always working with hybrid derivatives. He has also strong computational skills and he has implemented several quantitative and not quantitative libraries in different languages throughout his career.

Agenda Sessions

  • A Malliavin calculus approach to volatility modelling