Senior Quant Analyst in charge of Valuation advisory business, Gustavo Guardia is a leading financial quantitative analyst and mathematician with extensive experience in pricing financial derivatives, market Risk, liquidity risk, stress Debt and Credit Value Adjustment (CVA), Value at Risk (VaR), Stress Testing and Stress VaR (SVaR), and company and asset direct and contingent valuation.
Mr. Guardia is PhD (Candidate) in Quantitative Finance. UCM-UV-UPV- UCLM; MSc. in Quantitative Finance; and BA in Economics by Pontificia Universidad Católica del Perú, PUCP.
Has been scholar at Fundación Carolina; with several fellowships in IE, AFI and Instituto L. R. Klein – UAM, he also has been Research Assistant at Department of Economy at PUCP.
He has been working in major financial institutions as external consultant in asset pricing, risk valuation projects and has worked as Head of Valuation with Exoe Financial in Madrid for major asset and fund managers.