Credit Risk Modeler at La Caixa
Barcelona Area, Spain
- Current
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- Credit Risk Modeler at La Caixa
- Past
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- Credit Risk Modeler at Banc Sabadell
- Instructor at Universitat Pompeu Fabra
- Research Assistant at Universitat Pompeu Fabra
- Analyst at Financial Innovations
- Consultant at European Investment Bank (Self-employed)
- Junior and senior programmer at Getronics
- Internship at GESA - Endesa
- Education
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- Universitat Pompeu Fabra
- Harvard University
- University of Wisconsin-Madison - School of Business
- Universitat Pompeu Fabra
- Universitat Politècnica de Catalunya
- Universitat Politècnica de Catalunya
- Connections
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105
connections
- Industry
- Banking
- Websites
Antoni Sureda-Gomila’s Summary
Mathematician and a PhD candidate in Finance. Interested in any field related to quantitative finance: derivatives, risk management, asset management...
As a researcher, I have explored the following areas in Finance and Corporate finance:
* Financial regulation
* Corporate control
* Risk management
* Asset pricing
* Asset Management
Antoni Sureda-Gomila’s Specialties:
Financial regulation, Corporate control, Risk management, Asset pricing, Asset Management, Higher Education
Antoni Sureda-Gomila’s Experience
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Credit Risk Modeler
La Caixa
(Privately Held; Banking industry)
January 2009 — Present (11 months)
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Credit Risk Modeler
Banc Sabadell
(Privately Held; Banking industry)
May 2007 — December 2008 (1 year 8 months)
Construction and validation of credit risk models.
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Instructor
Universitat Pompeu Fabra
(Educational Institution; Higher Education industry)
April 2003 — September 2007 (4 years 6 months)
Fall 2006 Instructor: Mathematical Finance (Undergraduate level).
Fall 2005 Teaching assistant: Investment (Graduate level).
Fall 2004 Teaching assistant: Investment (Graduate level).
Spring 2004 Teaching assistant: Advanced Microeconomics (Graduate level). -
Research Assistant
Universitat Pompeu Fabra
(Educational Institution; Research industry)
May 2003 — May 2007 (4 years 1 month)
I have provided research assistantship in the following projects:
Franzoni, F. and Marín, J. M. (2006). Pension plan funding and stock market efficiency. The Journal of Finance, 61(2):921–956.
Marín, J. M. and Olivier, J. (2006). The dog that did not bark: Insider trading and crashes. Mimeo, Universitat Pompeu Fabra. -
Analyst
Financial Innovations
(Privately Held; 1-10 employees; Financial Services industry)
July 2006 — September 2006 (3 months)
Analysis and back testing of investment strategies.
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Consultant
European Investment Bank (Self-employed)
(Self-Employed; Banking industry)
September 2004 — January 2005 (5 months)
Participation in the project:
Exchange Rate Risk Pricing and Management of Long Term Loans in the Main Foreign Currencies Against the Tunisian Dinar. -
Junior and senior programmer
Getronics
(Public Company; Information Technology and Services industry)
June 2000 — May 2002 (2 years )
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Internship
GESA - Endesa
(Public Company; Utilities industry)
June 1999 — September 1999 (4 months)
Antoni Sureda-Gomila’s Education
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Universitat Pompeu Fabra
PhD , Finance , 2003 — 2008
Thesis advisor: José M. Marín
Thesis Proposal: Essays on the behavior and regulation of insiders
Courses:
Real Analysis, Measure Theory (Prof. Gabor Lugosi)
Topics in Finance (Prof. Manuel Moreno)
Financial Economics I (Prof. Branko Urosevic)
Financial Economics II (Prof. José M. Marín and Giovanni Cespa)
Corporate Finance (Prof. Vicente Cuñat)
Banking (Prof. Xavier Freixas) -
Harvard University
Visiting Fellow , Finance , 2006 — 2006
Courses attended:
Behavioral Finance (Professor Jeremy Stein)
Corporate Finance (Professors David Scharfstein and Jeremy Stein)
I worked on:
“Insider trading and welfare when information has social value”.
“Ownership Dynamics with Multiple Insiders: The case of REITs ”(with
Robert H. Edelstein, Branko Urosevic, and Nicholas Wonder).
“Firms vs. Insiders as Traders of Last Resort” (with José M. Marín). -
University of Wisconsin-Madison - School of Business
Honorary Fellow , Finance , 2006 — 2006
I worked on:
“Firms vs. Insiders as Traders of Last Resort” (with José M. Marín). -
Universitat Pompeu Fabra
MSc in Economics , Economics , 2002 — 2003
Courses:
Econometrics (Prof. José García Montalvo)
Macroeconomics I (Prof. Christian Haefke)
Microeconomics I (Prof. Fabrizio Germano)
Microeconomics II (Prof. Fernando Vega-Redondo)
Macroeconomics II (Prof. Jordi Galí)
Applied Time Series Analysis (Prof. Fabio Canova)
Microeconomics III (Prof. Sjaak Hurkens)
Internacional Finance (Prof. Jaume Ventura)
Macroeconomics III (Prof. Xavier Sala-i-Martin) -
Universitat Politècnica de Catalunya
Graduate studies in quantitative finance , Finance , 2000 — 2001
Introduction to the economic environment and finance management.
Basic financial operations.
Money and fixed income markets.
Variable income and forex markets.
Modeling and pricing of variable income assets.
Numerical methods applied to finance.
Interest rate models.
Volatility and correlation.
Market vision and its implementation.
Quantitative risk management.
Portfolio management. -
Universitat Politècnica de Catalunya
BSc in Mathematics , Mathematics , 1996 — 2000
Specialization in numerical methods and statistics.
Additional Information
Antoni Sureda-Gomila’s Websites:
Antoni Sureda-Gomila’s Groups:
Societat Catalana de Matemàtiques
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Banco Sabadell -
The "Risk" Factor -
Harvard University Alumni -
Economist Group -
Basel ii Compliance Professionals Association (BCPA) -
Barcelona Professionals -
UPF Alumni - Antics UPF -
Quant Finance -
UPC alumni -
la Caixa Employees & Alumni Network -
Quant Linked Group (QLG: Wall Street Quants) -
Real Estate and Infrastructure in Spain -
Finance Club
Antoni Sureda-Gomila’s Honors:
2007 American Real Estate Society (ARES) Foundation Best Paper award at the 12th Asian Real Estate Society (AsRES) Annual Conference & The 2007 AREUEA International Conference.
2007-2008 Fundación Banco Herrero: Grant for scientific research 2007 for the work: ‘Insider trading and welfare when information has social value’
2003–. . . Graduate studies grant for the formation of researchers (PFI). Spanish Ministry of Science and Technology. Ref: BES-2003-2083
2006 Ayudas para estancias breves FPI. Ministerio de Educación y Ciencia. Grant for visiting Harvard University.
2003–2004 Ayudas para la movilidad de alumnos en programas de doctorado con mención de calidad. Spanish Ministry of Education, Culture and Sports.
1999–2000 Scholarship holder in the library of Ramon Llull Residence Hall (Col·legi Major Ramon Llull).
Antoni Sureda-Gomila’s Contact Settings
Interested In:
- career opportunities
- consulting offers
- new ventures
- expertise requests
- business deals
- reference requests
- getting back in touch
