Hi, I'm Gorka Crespo Bravo
Quantitative Finance & Risk Analyst
Business Administration graduate and MSc student in Banking and Quantitative Finance with strong analytical skills. Focused on developing my career as an analyst in Asset Management, Private Banking, or Family Office, combining technical expertise with a comprehensive view of the 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
Portfolio Management
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.
Market & Systemic Risk
Estimation of Value at Risk (VaR) and Conditional VaR (CoVaR) metrics to measure systemic risk. Analysis of spillovers and contagion between financial markets.
Derivatives Valuation
Options valuation using the Black-Scholes model and Monte Carlo simulation. Sensitivity analysis through the Greeks (Delta, Gamma, Vega, Theta).
Time Series Analysis
Estimation of ARIMA and VAR models for financial time series forecasting. Stationarity diagnostics, cointegration, and impulse-response analysis.