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Alberto Elices
Head of XVA Model Valuation at Santander

Profile

Alberto Elices obtained a PhD in Power Systems Engineering at Pontificia Comillas University (Madrid, Spain) and a Masters in Financial Mathematics at the University of Chicago. He joined Santander in 2004 after spending two years in a hedge fund in New York. He has worked as Equity and FX quantitative analyst, headed Equity Model Validation and he is currently Head of XVA Model Validation within Model Risk Area at Santander in Madrid (Spain). During his professional career, he has also published a number of papers in practitioner and academic journals.

Agenda Sessions

  • Funding Value Adjustment: Accounting Versus Economic Management Perspectives

    11:10
  • Hot Topics in the XVA Space

    11:50