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Rodríguez Rozas, Ángel
Quantitative Methods
PhD: Universidade de Lisboa
Biography
Ángel Rodríguez is an Adjunct Lecturer in the Department of Quantitative Methods at CUNEF Universidad. He joined Banco Santander in 2018 and is currently Head of Global Banking, Risk and Finance within the Models team of the CIB Chief Data&AI Office, leading the development and governance of advanced models. Previously, he was a quant in Internal Validation, where he led the development of a derivatives pricing library (IR, FX, credit, commodities, equity, inflation).
He holds a PhD in Computational Mathematics from the University of Lisbon and an MSc in AI from URV/UPC, with an outstanding academic award. He has published over 20 scientific papers and coauthored two patent applications in quantitative finance and quantum-based simulation.
Education
Ph.D. in Computational Engineering and Applied Mathematics, Universidade de Lisboa, Portugal, 2012
MSc in Computer Science - Artificial Intelligence, Polytechnic University of Catalonia (UPC), Barcelona, Spain, 2008
BSc in Computer Science, University of Rovira i Virgili, Tarragona, Spain, 2006
Research Interests
Financial modeling and risk management; numerical methods based on Monte Carlo and the Finite Element Method (FEM); AI/Big Data/Data Science/Statistical Computing; High-Performance Computing (HPC); industry-academia knowledge transfer and collaborations.
Professional Career
Data Scientist Manager in CDAIO (Chief of Data and Artificial Intelligence Office), Banco Santander, Corporate & Investment Banking (SCIB), Jul 2025 - Present
Quant Expert in Model Validation - Corporate Risk Division, Banco Santander, Madrid, Spain Mar 2018 - Jul 2025
Recurrent Invited speaker (specialized subjects within Finance Master programs), Brain and Code and Afi Escuela de Finanzas, Jan 2024 - Present
External Consultant (freelance), IQM Quantum Computers, Espoo, Finland; Munich, Germany; Bilbao, Spain (working remotely), May 2021 - Feb 2023
Most relevant publications
Gonzalez-Conde, Javier; Rodríguez-Rozas, Ángel; Solano, Enrique; Sanz, Mikel: "Efficient Hamiltonian simulation for solving option price dynamics", Physical Review Research, 5(4), Art. 043220, 2023.
Martín, A.; Candelas, B.; Rodríguez-Rozas, A.; Martín-Guerrero, J.; Chen, X.; Lamata, L. ; Orus, R.; Solano, E.; Sanz, M.: "Towards Pricing Financial Derivatives with an IBM Quantum Computer", Physical Review Research, 3 (1), Art. 013167, 2021.
Rodríguez-Rozas, Ángel; Diaz, Julien: "Non-Conforming Curved Finite Element Schemes for Time- Dependent Elastic-Acoustic Coupled Problems", Journal of Computational Physics, 305, 44-62, 2015.
Acebrón, Juan A; Rodríguez-Rozas, Ángel: "Highly Efficient Numerical Algorithm Based on Random Trees for Accelerating Parallel Vlasov-Poisson Simulations",Journal of Computational Physics, 250, 224-245, 2013.
Otros profesores
