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Castellano Ruiz, Javier
PhD: Johannes Gutenberg-Universität Mainz
Biography
Javier Castellano is an Adjunct Lecturer in the Department of Quantitative Methods at CUNEF Universidad. Educated as a theoretical physicist, he made the move to pursue a career in quantitative finance in 2020. He currently works as a quant for Banco Santander, with a focus on pricing and life-management models for equity derivatives. Previously, he worked as a consultant in Madrid. He did his PhD on particle physics at the Johannes Gutenberg-Universität, in Mainz, Germany.
Education
PhD PhD in Theoretical Physics, Johannes Gutenberg-Universität Mainz (2021)
MSc in Physics, Universitat de Valencia (2017) and Master in Quantitative Finance, Afi Escuela (2021)
BSc in Physics, Universidad de Sevilla (2016)
Research Interests
Quantitative finance, numerical methods and machine learning
Professional Career
Equity Derivatives Quant at Banco Santander (since 2022)
Quantitative Analyst at KPMG (2021-2022)
Quantitative Analyst at Altair (2021)
Most relevant publications
Carmona, A., Castellano, J., & Neubert, M.,"A warped scalar portal to fermionic dark matter", The European Physical Journal C, 81, 58, 2021.
Ahmed, A., Carmona, A., Castellano, J., Chung, Y., & Neubert, M.,"Dynamical origin of fermion bulk masses in a warped extra dimension", Journal of High Energy Physics, 45, 2019.