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Personal

1. Date of birth: 21/06/1973
   

2. Place of birth: Madrid (Spain)
   

3. Marital status: Single, no children
   

4. Nationality: Spanish
   

Current appointments

1. ‣2011-... Professor, Solvay Brussels School of Economics and Management at the Université libre de Bruxelles.
   

2. ‣2012-... Honorary Visiting Professor, Cass Business School.
   

3. ‣2012 (spring) Invited Professor at Banco de España, Madrid, Spain.
   

4. ‣2012 (spring) Invited Professor at the Duisenberg School of Finance, Amsterdam, The Netherlands.
   

5. ‣2004-...  ECARES member.
   

Fields of research

1. ‣Main Field: Quantitative Finance
   

2. •    Sub-fields empirical: Risk management, financial market structures
   

3. •    Sub-fields theoretical: Heavy-tailed distributions, volatility
   

Past appointments

1. ‣2007-2010 Associate Professor (Chargé de cours confirmé), Université libre de Bruxelles, Brussels, Belgium.
   

2. ‣2004-2007 Assistant Professor (Chargé de cours temporaire), Université libre de Bruxelles, Brussels, Belgium.
   

3. ‣2002-2004 CentER PostDoc research fellow, Tilburg University, The Netherlands (Mentor: Prof. Bas Werker).
   

4. ‣2001-2002 CIRANO PostDoc, Montreal, Canada (Mentors: Prof. Rene Garcia and Prof. Eric Renault).
   

5. ‣2001 (summer) Credit Suisse First Boston, London, UK. Internship.
   

6. ‣1999-2000 CREST, Paris, France. Visiting European Doctoral Program PhD student (Mentor: Prof. Christian Gouriéroux).
   

7. ‣1998-2006 CORE member in different forms (PhD student and fellow).
   

Past visits and medium-term invitations

1. ‣2011 (autumn) Invited lecturer at Cass Business School, London, UK
   

2. ‣2010 (spring) Visiting scholar at New York University - Stern School of Business (Volatility Institute), New York, USA.
   

3. ‣2009 (autumn) Invited lecturer at City University (Department of Economics), London, UK.
   

4. ‣2008 (spring) Invited lecturer at New Economics School, Moscow, Russia.
   

5. ‣2006-2011 (spring) Invited lecturer at Université Paris IX - Dauphine, Paris, France.
   

6. ‣2002-2005 (spring) Invited lecturer at Université Paris I - Sorbonne, Paris, France.
   

Education

1. ‣2002 Ph.D in Economics, CORE Université catholique de Louvain, Belgium
   

            Econometric modeling of financial durations

1. (Supervisors: Prof. Luc Bauwens and Prof. Olivier Scaillet)
   

2. ‣1998 MA in Economics, Université catholique de Louvain, Belgium
   

3. ‣1997 BA in Statistics, Universidad Carlos III de Madrid, Spain
   

4. ‣1995 BA in Economics, Universidad Carlos III de Madrid, Spain