Teresa Fernández Jiménez
Madrid
Summary
Experienced model developer ; Implement mathematical valuation models for pricing and computing sensitivities of equity derivative products
Overview
15
15
years of professional experience
Work History
Equity Quant
BANCO SANTANDER
05.2013 - Current
- Build pricing tools for use by the Front Office (trader, sales, structuring)
- Work with the relevant departments to put these new models and products into production. This involves working with risk, validation, technology, middle office to ensure the successful execution of the project
- Performance achievements: Improved the models that are used to hedge the risk of the portfolio, ensuring that the profit targets can be reached.
- Delivered new and innovative financial products.
- Main achievement : To develop and implement a SLV model using MC to price and hedge path dependent products. This model improved the previous performance by 20%.
Equity Quant
BANESTO
01.2011 - 05.2013
- Develop and implement mathematical valuation models for pricing and computing sensitivities of equity derivative products.
Finance Analyst
INDIZEN
01.2010 - 01.2011
- Worked as external consultant in Bankia, connecting IT development team with front office, coordinating the projects.
Performance and Globalization
BBVA Asset Management
01.2009 - 01.2010
- Homogenize the valuation model across all the countries in the business and develop a model to measure the performance.
Education
Emergin Leaders PMD -
LSE - The London School of Economics
2022
Mathematic Engineer Master -
Universidad Carlos III Madrid
2013
Quantitative Finances Master -
AFI Escuela De Finanzas
2009
Mathematic degree -
Universidad Complutense De Madrid
2008
Skills
- Data Analysis
- Code Development ; C , Python , Visual Basic , Matlap
- Data Modeling
- Statistical Analysis
Timeline
Equity Quant
BANCO SANTANDER
05.2013 - Current
Equity Quant
BANESTO
01.2011 - 05.2013
Finance Analyst
INDIZEN
01.2010 - 01.2011
Performance and Globalization
BBVA Asset Management
01.2009 - 01.2010
Emergin Leaders PMD -
LSE - The London School of Economics
Mathematic Engineer Master -
Universidad Carlos III Madrid
Quantitative Finances Master -
AFI Escuela De Finanzas
Mathematic degree -
Universidad Complutense De Madrid
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