| Sebastian del Baño Rollin started his career in academia obtaining his PhD in Mathematics in Barcelona and subsequently participating in research at the Max Planck Institut fuer Mathematik at Bonn, the Tata Institute at Bombay and the International Centre for Theoretical Physics at Trieste. He then moved to a Quantitative Analyst position in Natwest Global Financial Markets. In 2001 he became the Global Head of FX and Equity Quantitative Research at RBS Global Banking and Markets. After that he was vice-president at Nomura Securities responsible for the equity and hybrid mathematical models and front office trading systems. From 2005 to 2007 he worked as a quant trader at RBS Global Banking and Markets working primarily on modeling, trading and risk managing volatility and complex products. He now works for the Centre de Recerca Matematica in Barcelona. |
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