Sandra Ranilla-Cortina, PhD, currently serves as AVP Quant Modeler at Credit Suisse, focusing on quantitative analysis and technology, specifically in the development and optimization of monitoring and backtesting methodologies for IRB models. Prior to this, Sandra held the position of Senior Quant Analyst at Banca March, where responsibilities included macroeconomic scenario estimation and credit risk modeling. Previous experience includes roles at CaixaBank Asset Management, Deloitte, and as an academic researcher at Universidad Politécnica de Madrid. Sandra's educational background features a forthcoming PhD in Mathematics from Universidad Complutense de Madrid and multiple master's degrees in fields related to finance, artificial intelligence, and advanced mathematics.