Aurelio Romero-Bermúdez

Aurelio Romero-Bermúdez is a seasoned quantitative analyst specializing in credit risk and modeling, currently serving as a Senior Quantitative Analyst at ING since August 2023, focusing on XVA and CCR modelling. Prior to this role, Aurelio worked at ABN AMRO Bank N.V. as a Quantitative Analyst dealing with market and counterparty credit risk, where notable contributions included a paper on analytic RFR option pricing. Additionally, Aurelio held positions at Deutsche Bank, specializing in counterparty credit risk validation, and has extensive research experience as a postdoctoral fellow at both the University of Jena and Leiden University, where expertise was developed in areas such as quantum gravity and disordered systems. Educational qualifications include a PhD in Physics from the University of Cambridge, complemented by a Master of Philosophy in nanotechnology from the same institution and a BSc in Particle Physics from Universidad de Santiago de Compostela. Aurelio has also presented at various conferences, showcasing a strong presence in the quantitative finance community.