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Miguel Vitiello

Miguel Vitiello

Risk Analyst

Bank Santander | Madrid, Spain

Technologies

My Portfolio Highlights

My New Track

Python Programmer

My New Course

Introduction to Python

My New Track

Python Programmer

Insights artist, painting vivid pictures of knowledge with data as the brush.

My Work

Take a look at my latest work.

DataLab

py

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DataLab

Intermediate SQL

DataLab

Introduction to SQL

DataLab

py

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My Certifications

These are the industry credentials that I’ve earned.

Other Certificates

GARP FRM

DataCamp Course Completion

Take a look at all the courses I’ve completed on DataCamp.

Courses

Introduction to Python
Introduction to SQL
Introduction to ChatGPT
Understanding Data Science

My Work Experience

Where I've interned and worked during my career.

Bank Santander | Apr 2023 - Present

Risk Analyst

N/A

Wenance | Sep 2022 - Mar 2023

Risk Specialist

N/A

Bank Sabadell | Mar 2022 - Jul 2022

Credit Risk Analyst

N/A

Axesor Rating | Oct 2020 - Feb 2022

Head of Review Function

As Head of Model Review, the main functions consisted on: - Validation and monitoring the credit ratings. Included monitoring quality and statistical goodness of fit of the ratings and backstesting the stability of transition matrices. In this task, the R software is used. - Review significant changes or modifications to the rating methods and models. - As part of the Audit Committee, is neccesary a periodically report on the results of the Review Function to this Comitte and to the INEDs.
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Optimissa, Capital Markets Consulting | Sep 2019 - Oct 2020

Consultant

The work in the Bank consisted on control, monitoring and daily validation of market data and financial instrument valuation models. Specifically: - Daily control of valuation of exotics derivatives (mainly barrier options, TARF, Asian options, etc..). In this work the Matlab software were used. The valuation is made with price simulations using Monte Carlo method. - Daily control of option’s CVA and DVA. - Control of vanilla options with Murex - Daily price control of vanilla bonds with Bloomberg and Reuters.

Clarus Risk Limited | Dec 2018 - Jul 2019

Data | Market Risk Models Analyst

The work at Clarus Risk Limited, a Guernsey Fintech, consisted on: - Monitoring and reviewing the process of creation of market risk reports (and related calculations) to investment funds. - Review and execute Matlab code. - Market Risk Models: Value at Risk, Monte Carlo simulation, Conditional VaR (expected shortfall), Backtesting market risk metrics, Attribution Analysis, among others. - Quantitative/Literature/Regulatory research to add and create new calculations into the reports. For example, a Liquidity VaR, DV01 and CS01 calculation was added to the reports of certain clients.

Deloitte | Jan 2018 - Nov 2018

Financial Risk Management, Assistant Consultant

Stress Test Project (EBA 2018). Impact calculator in provisions and PD and LGD parameters (IFRS9).

santalucia seguros | Nov 2016 - Nov 2017

Risk Management Analyst

The work in Santalucia, an insurance company, consisted on: - Initial training in AFM was necessary. Tool that is used to perform the SCR, regulatory capital of the entity. - SCR Life and Market valuations were reviewed. - In SCR Life, I worked with the stress of mortality tables and lapse risk according to Solvency II regulation. - In the SCR market, I worked with Spread stress and with the other risk modules (Equity and Interest rate risk) established by the Solvency II regulation. - Software skills: AFM, SQL, Excel, VBA, SAS, Bloomberg

Bankia | Jun 2016 - Aug 2016

Methodology department

The internship in this Bank consisted mainly in a methodological migration of the bank's credit risk models. Bankia has most of its models written with the programming language Matlab and wanted to migrate to R in order to use big data methods.

INFISA CONSULTORIA Y APLICACIONES | Mar 2016 - May 2016

Financial Consultant

The internship in this consulting company consisted on the validation of the valuation of financial instruments (mainly financial loans) with respect to the valuation made by an internal tool that was being implanted on the client.

My Education

Take a look at my formal education

Master in Quantitative Finance , Quantitative FinanceUniversidad de Alcalá | 2020
Master’s Degree, Financial risk ManagementUniversidad Pontificia Comillas | 2016
Economics and Finance degree, Finanzas, generalUniversidad Autónoma de Madrid | 2014

About Me

Miguel Vitiello

I am a graduate in Economics and Finance with a Master's degree in Financial Risk Management and Quantitative Finance. My academic interest in both subjects is focused on the technical or mathematical skills.

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