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Rodríguez Rozas, Ángel
Quantitative Methods
PhD: Universidade de Lisboa
BIO
Ángel joined Banco Santander in 2018 where he currently works at the headquarters as a Quantitative Analyst in the Internal Validation team, within the Risk division. As part of his role, he is responsible for leading the design and development of a financial library for the internal validation of derivatives models, including interest rates, FX, credit, commodities, equity and inflation.
Ángel obtained a doctorate (Ph.D.) in Computational Mathematics from the University of Lisbon and an M.Sc. in Artificial Intelligence from the Rovira i Virgili University (URV) and the Polytechnic University of Catalonia (UPC). He is co-author of more than 20 research articles in international journals in different research areas. He is also co-author of a patent application in the field of finance and simulation to solve the Black-Scholes model with a novel quantum algorithm.
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