At BBVA, my focus as Head of QIS Research encompasses the origination of equity volatility linked systematic strategies and the development of smart beta indices. This role builds on my extensive experience in quantitative and derivative strategy, where I spearheaded the European Equity and Derivatives Strategy team at BNP Paribas.
My strategy involves a rigorous blend of quantitative tools and macroeconomic insights, aiming to consistently deliver alpha. At BNP Paribas, our team created differentiating models that provided out-of-consensus trade ideas, leveraging my expertise in thematic baskets and Delta One products. These competencies are now being applied to innovate and expand BBVA's product offerings, aligning investment strategies with evolving market dynamics.