Julián Panero

- Derivatives Valuation using Open Source Risk Engine (ORE) and Numerix - Prudent Valuation and Independent Price Verification (IPV) supervision - Audit of Machine Learning models for fraud detection

- Derivatives Valuation using Bloomberg, Numerix and Quantlib-Python. - Prudent Valuation Adjustments and Independent Price Verification (IPV) supervision.

Valuation of financial products Full automation of validation process for VaR and SVaR using Python Full automation of comparison process for RTPL and HTPL using Python Risk not in the Model (Z-Spread) calculation and visualisation with Atoti (Python BI tool) Implementation of Full Revaluation method in Murex 3: -Shocks generation for interest and fx rates and their volatility using Python -Interpolation of interest rate curves using Pyhton -Use of MRB module in Murex 3 to validate its configuration

Remote / Weekends - Data extraction (Scrapy, Selenium, BeautifulSoup, Requests) - Data manipulation (Numpy, Pandas) - Numerical methods and Statistics (Scipy, Statsmodels) - Machine Learning (Scikit-Learn, LightGBM, XGboost, Catboost) - Deep Learning (TensorFlow, Keras) - Data Visualization (Matplotlib, Seaborn, Plotly, Atoti, Tableau)

First academic year. As part of the training in Management Solutions. - Financial Products and Derivatives - Valuation - Market Risk - Credit Risk - Macroeconomics - Accounting

Major in Applied Physics