Ángel Rodríguez-RozasAssociate Director – Quantitative Analyst, Model Validation at Banco Santander
Ángel Rodríguez Rozas holds a Ph.D. in Computational and Applied Mathematics from the University of Lisbon and an M.Sc. in Artificial Intelligence from the Universitat Rovira i Virgili (URV) and the Polytechnic University of Catalonia (UPC). He has authored more than 20 research articles in international peer-reviewed journals in many different areas of research, including artificial intelligence, numerical methods for PDEs, high-performance computing, plasma physics, the finite element method, seismic wave propagation, oil&gas simulation and inversion of petrophysical measurements, and quantum computing for finance.
Ángel joined Banco Santander in 2018 where he is currently working as a Quant Analyst in the Internal Validation team, within the Risk Department. As part of his role, Ángel is responsible for leading the design and development of a numerical library for the internal validation of pricing models, including interest rates, FX, credit, commodities, equity, inflation, and xVA. His research efforts are currently focusing on the finance industry, investigating efficient numerical methods (Quasi- and Monte Carlo methods, Finite Elements) and quantum computing algorithms (digital and analog) for the pricing of financial derivatives.