David Aylagas is a Tech Lead with a strong background in market risk and over two years of experience in valuing bonds and derivatives. They have specialized in developing tools for sensitivity calculations, CVA/DVA, FRTB metrics, and VaR, while also managing projects related to the implementation of IRB Core 2.1 recommendations and integrating financial products in Murex 3 across LATAM and Europe. Previously, David served as a Senior Consultant at KPMG, focusing on CDS, risky loans, and regulatory capital estimations. They hold a degree in Mathematics from Universidad Complutense de Madrid.
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