Fernando Ruiz, CAIA

Madrid Area, Spain, Madrid Spain

Quantitative Risk Analyst

Financial economist with experience in asset allocation, mutual fund analysis and derivative pricing. I have been working for the last 5 years as a Model Risk Analyst at Banco Santander. First, I had been focused on pricing models for interest rates, FX and credit risk products. Recently, I started with the validation of market risk pricing model, XVA and initial margin (SIMM). However, my professional background is also closely related to the world of financial investments. Specifically, I began my career as a investment consultant at Analistas Financieros Internacionales (AFI), advising the asset allocation of several funds of funds and providing services of fund selection and model ...