Santiago Babío Fernández

Santiago Babío Fernández is an accomplished finance professional currently serving as an Interest Rates Options and Exotics Trader at BBVA since September 2022, specializing in front-office optimization of collateral posting and financing. Prior experience includes a role as a Quantitative and Algorithmic Interest Rates Trader at Arfima Trading, where Santiago managed a relative-value portfolio of U.S. securities. An earlier internship at Arfima Trading provided foundational insights into futures markets. Santiago's academic background includes a Master of Science in Mathematics and Applied Mathematics from Universidad Autónoma de Madrid and a Bachelor of Science in Aerospace Engineering from Universidad Politécnica de Madrid, supplemented by quantitative finance studies at UCL. Additional research experience encompasses assisting in the development of FORTRAN code at the Tokyo Institute of Technology and a part-time internship focused on stock market time series analysis at ETSIAE - UPM.