PhD Candidate in Quantitative Finance and Economics
Gorka Crespo Bravo
Quantitative Finance Analyst
MSc in Banking and Quantitative Finance and part-time PhD candidate at UPV/EHU, with a background in risk management, derivatives pricing, fixed income and financial econometrics.
Professional Experience
My academic and professional background in the world of finance.
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Sep 2026 — Present
Education
PhD in Quantitative Finance and Economics
University of the Basque Country (UPV/EHU)
Doctoral program (part-time). Research team: Banking and Quantitative Finance.
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Sep 2024 — Sep 2026
Education
Interuniversity MSc in Banking and Quantitative Finance
UPV · UCM · UV · UCLM
Master's degree program. Institutions: Year 1 at UPV (Bilbao) & Year 2 at UCM (Madrid). Master's Thesis: Network-Based Risk Connectedness Measures for Portfolio Construction in European Markets. Key coursework: Numerical Calculus in Finance, Derivatives, Fixed Income, Risk Management, Econometrics, Financial Mathematics.
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Feb 2023 & Apr 2024 — Jun 2024
Work experience
Accounting Assistant
Luko Instalaciones y Montajes S.L.
Managed financial data verification, bank reconciliations, and transaction monitoring. Supported financial reporting processes and administrative accounting workflows. Donostia-San Sebastián, Spain.
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Mar 2023 — Jul 2023
Education
Erasmus Exchange Program
Hochschule Düsseldorf
International academic exchange in Germany, broadening global perspective in business management and finance.
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Sep 2020 — Jun 2024
Education
BSc in Business Administration and Management
University of the Basque Country (UPV/EHU)
Bachelor's degree program. Bachelor's Thesis: Valuation of an Investment Project (Grade: 9). Key coursework: Investment Analysis, Corporate Finance, Financial Mathematics, Accounting Analysis, Econometrics.
Core Skills
- Python
- R
- Git
- LaTeX
- Excel
- Office Suite
Languages
- Spanish: Native
- Basque: Native — C1 (Basque Government)
- English: B2 First (Cambridge English)
Recommendation Letters
Recommendation letters from my academic career.
Professors at the Faculty of Economics and Business
University of the Basque Country (UPV/EHU)
September 8, 2026
Degree Coordinator and professor at the Faculty of Economics and Business
University of the Basque Country (UPV/EHU)
March 11, 2024
Professor at the Faculty of Economics and Business
University of the Basque Country (UPV/EHU)
March 11, 2024
Projects
Selection of academic projects and quantitative analysis. Click to view the source code.
Python · 3 files
Construction of optimal portfolios using Markowitz theory (Mean-Variance) and Sharpe ratio maximization. Efficient frontier analysis and asset allocation.
R · 3 files
An analysis of how four major US companies affect the overall risk of the stock market during extreme financial conditions.
Python · 4 files
A computational finance project using Monte Carlo simulations to calculate the fair value of complex derivatives, such as Basket and Barrier options.
Python · 4 files
An econometric analysis project using Vector Autoregression (VAR) and Impulse Response Functions (IRFs) to measure the impact of Federal Reserve interest rate changes on key economic indicators.
Python · 6 files
Calculating the fair value of complex interest rate products, such as Swaps and Caps, using real-world financial models.