Miguel Ángel Sánchez Jiménez

Data Scientist at BBVA CIB - Global Markets

Madrid, Community of Madrid, Spain

About

Experience

  • BBVA (7 yrs 10 mos)
    • eFX Quantitative Trader
      Sep 2023 - Present · 2 yrs 10 mos

    • Foreign Exchange Trader
      Apr 2021 - Sep 2023 · 2 yrs 6 mos

      FX Spot Market Making and Risk Management of Voice and Electronic Book +215% over budgeted leverage P&L in 2022 +167% over budgeted leverage P&L in 2021

    • Data Scientist/Algorithmic Trading Quant
      Sep 2018 - Apr 2021 · 2 yrs 8 mos

      Member of the Young Data Professional Program in Advanced Analytics and Algorithmic Trading at Global Markets business unit. Activities: -Prototyping model for attrition risk alert generation using a Kalman Filter. -Development of an agent-based model for simulating stock price movement (Synthetic market data generator) -Recommender system for axed bonds -Development of a real-time indicator of the flow value in quote-driven markets -Development of an execution algorithm for illiquid index futures pricing and hedging

  • Strategy & Multinational Business Management Intern at Telefónica
    Mar 2018 - Aug 2018 · 6 mos

    -Development of the 3-year strategic plan for Multinational Corporations Unit in B2B segment -Support in management and strategic projects for Multinationals Corporation Unit