About

Emiliano Sánchez

Quantitative Risk Advisor for Banking

Valuation · Market Risk · Model Validation

For nearly twenty years, I have been turning risk and valuation methodologies into production software for banks, supervisors, and risk-software vendors across Europe. I work hands-on across the quantitative lifecycle, from requirements and model specifications through to tested implementation, ensuring that the model on paper and the numbers in the system agree.

My education combines business and mathematics: a degree in Business Administration from Universidad Nacional de Cuyo in Argentina, a Master’s in Financial Engineering from Universidad de Alcalá in Madrid, and a Master’s in Mathematical Engineering from the Universitat Politècnica de Catalunya in Barcelona, where my thesis on stochastic models for statistical arbitrage received the highest distinction.

This combination shapes how I approach quantitative work. I expect a model to be mathematically rigorous, technically robust, and grounded in business reality.

What I do

01
Pricing & Valuation

Pricing engines and valuation models in C++ and QuantLib: mortgages, multi-curve frameworks, illiquid bonds, Prudent Valuation.
02
Regulatory & Balance-Sheet Risk

IRRBB, funds transfer pricing, VaR and credit risk (PD, LGD, ECL), from methodology to reporting across multi-entity groups.
03
Risk Platforms & Automation

Customising and automating risk platforms such as Regnology Risk Hub with Java, SQL and Python, backed by automated tests.

Selected organisations & engagements

Across consulting and in-house roles, I have led engagements for banks, financial institutions and risk-software organisations across Europe, often owning the work from requirements and methodology through implementation and delivery.