Cayetano Gea-Carrasco

Current

• VP Risk&Portfolio Management Global Markets at BBVA
• Ass. Professor at Instituto de Empresa Business School

Past

• Credit Portfolio Manager at BBVA
• Credit-Equity Derivatives Team at Merrill Lynch

Education

• CEMFI
• King's College London, U. of London
• Universidad Politécnica de Madrid

see less...

Connections

30 connections

Industry

Investment Banking

Cayetano Gea-Carrasco’s Summary

I monitor/manage the main parameters of risk for Global Markets Business at BBVA group; forecasting, identifying, measuring, monitoring, mitigating, trading (via derivatives) and developing models/strategies to manage the credit and market risk.

Cayetano Gea-Carrasco’s Specialties:

Derivatives, Risk Management, Basel II, Economic Capital, Reestructuring Process, Private Equity, Hedge Funds, Trading Strategies, Quantitative Finance, Financial Mathematics, Leverage Finance, Project Finance, Fund Raising

Cayetano Gea-Carrasco’s Experience

• VP Risk&Portfolio Management Global Markets

  BBVA

  (Privately Held; Banking industry)

  May 2009 — Present (8 months)

• Ass. Professor

  Instituto de Empresa Business School

  (Educational Institution; Education Management industry)

  2008 — Present (1 year )

• Credit Portfolio Manager

  BBVA

  (Privately Held; Banking industry)

  November 2007 — May 2009 (1 year 7 months)

• Credit-Equity Derivatives Team

  Merrill Lynch

  (Public Company; BAC; Financial Services industry)

  January 2003 — November 2007 (4 years 11 months)

  Working with ML Credit Research, identified trading strategies for clients related to default protection. Other research areas covered included proprietary CDS indexes and related tranche products (iTraxx, CDX and Xover), plus loan CDS, preferred CDs, recovery locks, digital default swaps, credit-linked notes, constant maturity CDS, and first to default baskets.
  
  Working with ML Equity Research analysts, I covered a diverse range of products, including single-stock and index options; volatility and dispersion (e.g. variance swaps); index changes; risk arbitrage; equity swaps and futures; portfolio and basket trading; and securitized derivatives.

Cayetano Gea-Carrasco’s Education

• CEMFI

  BSc , Economics and Finance

  “Valuing a portfolio of research and development projects: A copula approach”

• King's College London, U. of London

  MSc , Financial Mathematics

  Thesis: “Studying the properties of the Correlation Trading Strategies”, King’s College London & Merrill Lynch Equity Derivatives Strategy Team.

• Universidad Politécnica de Madrid

  MSc, Engineering , Telecommunication

  Thesis: “Algorithms of Image Reconstruction in TAC”.

  Activities and Societies:

  IEEE

Additional Information

Cayetano Gea-Carrasco’s Groups:

IEEE

•    Merrill Lynch Alumni
•    The "Risk" Factor
•    Equity Derivatives Professionals
•    King's College London

Cayetano Gea-Carrasco’s Honors:

CEMFI-Bank of Spain Scholarship
Ramón Areces Foundation Scholarship

Cayetano Gea-Carrasco’s Contact Settings

Interested In:

• career opportunities
• job inquiries
• business deals
• reference requests
• getting back in touch