Blanco Sánchez, Iván

Finance and accounting

PhD: Universidad Carlos III Madrid

Office: F6.3

Biography

Iván Blanco is Assistant Professor in Finance at CUNEF. Ivan’s current research interests include: (i) Empirical Asset Pricing & Quantitative Investments, (ii) Feedback effects between financial markets and the real economy and (iii) Big Data, Machine Learning and Financial Technology. His research output has reached top international finance and economic journals like "The Journal of Financial Economics", "Journal of Corporate Fiannce", "The Energy Journal" or "Applied Sciences". 

Prior to join CUNEF, he has worked for BBVA in the CVA/Counterparty risk group, for Banco Santander in the quantitative model validation team and as senior quantitative algorithmic trader in Arfima Trading.  Ivan has also acted as independent consultant to numerous national and international firms mainly related with Financial Markets, Investments and Asset Pricing. 

Education

PhD in Finance, Universidad Carlos III de Madrid (2016).

M.Sc. in Finance and Quantitative Methods, Universidad Carlos III de Madrid (2013) and M.B.A, EOI Business School (2009).

B.S / M.S in Aerospace Engineering, Universidad Politécnica de Madrid (2006).

Research Interests

Empirical Asset Pricing & Quantitative Investments

Feedback effects between financial markets and real economy and Big Data

Machine Learning and Financial Technology

Career

Fund Investment Advisor (Noax Trading), NOAX GLOBAL FI, 2018 – Present.

Research Fellow (UC3M – Banco Santander Big Data Institute), 2017 – Present.

Postdoctoral Researcher (UC3M – Banco Santander Big Data Institute), 2016-2017.

Senior quantitative algorithmic trader (Arfima Trading), 2015-2016.

CVA/Counterparty risk group (BBVA), 2010-2011.

Model Validation Quant (Banco Santander), 2008-2010

Publications in Scientific Journals

Blanco, Iván; García, Sergio: "Options Trading and The Cost of Debt", Journal of Corporate Finance, Volume 69, 2021, 102005.

Blanco, Ivan; Peña, Ignacio; Rodríguez, Rosa: "Modelling Electricity Swaps with Stochastic Forward Premium Models", The Energy Journal, 39 (2), 2018.

Baldominos, Alejandro; Blanco, Iván; Moreno, Antonio; Iturrarte, Rubén; Bernardez, Oscar; Afonso, Carlos: "Identifying Real Estate Opportunities using Machine Learning", Applied Sciences, 8 (11), Art. 2321, 2018. 

Blanco, Iván; Wehrheim, David: "The Bright Side of Financial Derivatives: Options Trading and Firm Innovation", Journal of Financial Economics, 125 (1), 99-119, 2017.

Balbás, Alejandro; Blanco, Iván; Garrido, José: "Measuring risk when expected losses are unbounded", Risks, 2(4), 411-424, 2014.

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