Hi, I'm Gorka Crespo Bravo
Quantitative Finance Analyst
BSc in Business Administration and MSc student in Banking & Quantitative Finance with strong analytical capabilities. Seeking to pursue a career in Portfolio Management or Asset Allocation within Asset Management, Private Banking or a Family Office, combining technical expertise with a holistic view of business and wealth structuring.
Professional Experience
My academic and professional background in the world of finance.
MSc in Banking and Quantitative Finance
UPV · UCM · UV · UCLM
Interuniversity master's degree. Year 1 at UPV (Bilbao) and Year 2 at UCM (Madrid). Master's Thesis (ongoing): Network-Based Risk Connectedness Measures for Hedging in European Markets. Key coursework: Numerical Calculus in Finance, Derivatives, Fixed Income, Risk Management, Econometrics, Financial Mathematics.
Accounting Assistant
Luko Instalaciones y Montajes S.L.
Verification of financial data, bank reconciliations, and transaction monitoring. Supported financial reporting processes and administrative accounting workflows. Donostia-San Sebastián.
Erasmus Exchange Program
Hochschule Düsseldorf
International academic exchange in Germany, broadening global perspective in business management and finance.
Accounting Assistant
Luko Instalaciones y Montajes S.L.
Initial support in accounting tasks and data verification for the company's administrative management. Donostia-San Sebastián.
BSc in Business Administration and Management
University of the Basque Country (UPV/EHU)
Bachelor's Thesis: Valuation of an Investment Project (Grade: 9). Key coursework: Investment Analysis, Corporate Finance, Financial Mathematics, Accounting Analysis, Econometrics.
Core Skills
Languages
Projects
Selection of academic projects and quantitative analysis. Click to view the source code.
Portfolio Management
Construction of optimal portfolios using Markowitz theory (Mean-Variance) and Sharpe ratio maximization. Efficient frontier analysis and asset allocation.
Systemic Risk & CoVaR Modeling
An analysis of how four major US companies affect the overall risk of the stock market during extreme financial conditions.
Exotic Options Pricing via Monte Carlo Simulation
A computational finance project using Monte Carlo simulations to calculate the fair value of complex derivatives, such as Basket and Barrier options.
Macroeconomic VAR Analysis: Evaluating Monetary Policy Shocks
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.
Interest Rate Derivatives Pricing & Volatility Modeling
Calculating the fair value of complex interest rate products, such as Swaps and Caps, using real-world financial models.