Dr. Alonso Peña is a Quantitative Analyst with extensive industry and academic experience. Currently Officer Credit Risk Management at the European Investment Bank, Luxembourg. Previously SDA Professor at the SDA Bocconi School of Management, Honorary Senior Visiting Fellow at the University of Cambridge, Associate Tutor for the Certificate in Quantitative Finance (Fitch Learning UK), and full-time quantitative analyst at Thomson Reuters and Unicredit Group.
Publications: "Advanced Quantitative Finance with C++" (PACKT Publishing UK, 2014) and 41 articles as author/co-author in peer-reviewed journals.
Awards: Robert J Melosh Medal on Finite Element Analysis, Duke University (1991).
Rouse Ball Travelling Studentship in Mathematics, Trinity College, Cambridge (1996).
Overseas Research Students (ORS) UK Government Award (1994).
Yates-Unilever Scholarship, Robinson College, Cambridge (1992).
Wellcome Trust Training Fellowship in Mathematical Biology (1999).
Alonso has taught in-house at the European Central Bank, the European Commission, HSBC, BNP Paribas, UBS, RBS, Bank of England, Bank of Italy, HM Treasury, Prudential Regulation Authority UK, Bank of Tokyo Mitsubishi, ING, European Investment Bank, European Investment Fund, De Nederlandsche Bank, JP Morgan, Royal Bank of Sweden (Sveriges Riksbank), Nordic Investment Bank amongst others.
Alonso completed the "Quantum Computing Fundamentals Program" at the Massachusetts Institute of Technology (MIT xPRO) in 2020.
He is fluent in English, Italian and Spanish.