Emiliano Sánchez

Twenty years turning risk and valuation methodology into production code for banks, supervisors and risk-software vendors across Europe. I work from the requirements specification through to a tested implementation, so the model on paper and the numbers in the system agree.

• 20+years in banking risk
• 12projects & engagements →
• 28technologies and domains →

What I do

1. 01

   Pricing & Valuation

   Pricing engines and valuation models in C++ and QuantLib: mortgages, multi-curve frameworks, illiquid bonds, Prudent Valuation.

2. 02

   Regulatory & Balance-Sheet Risk

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

3. 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.

Working languages English · German · Spanish