Northwestern University, Kellogg School of Management, Evanston, IL, USA
‐Post‐doctoral Fellow, January 2009 – August 2009
‐Visiting Post‐doctoral Fellow, August 2008 – December 2008

Universidad Complutense de Madrid, Spain
‐Ph.D. Economics, July 2007
‐M.A. in Quantitative Economics, June 2000
‐B.A. in Economics (Quantitative Economics), June 1998

Market Risk Measures and Volatility, Market Frictions (Market Microstructure), and the Econometrics of High Frequency Data

Colegio Universitario de Estudios Financieros (CUNEF), Madrid, Spain
‐ Assistant Professor, September 2011‐present

Northwestern University, Kellogg School of Management, Evanston, IL, USA
‐Research Associate, September 2009 – August 2011
‐Visiting Scholar at the "Zell Center for Risk Research", September 2009‐August 2010
‐Post‐doctoral Fellow, January 2009 – August 2009
‐Visiting Post‐doctoral Fellow, August 2008 – December 2008

Universidad Complutense de Madrid, Spain (Departmento de Economía Cuantitativa)
‐Teaching Assistant / Trainee, 2001 – 2009

Universidad Complutense de Madrid, Spain
‐Economic Analyst, ERISTE‐ICAE Group, 1999 ‐ 2003

Academic papers:

1.  "Day of the Week Effect on VIX. A Parsimonious Representation", with David E. Guerrero, 2012 (forthcoming) The North American Journal of Economics and Finance. Issue on "Risk Management and Financial Derivatives"
2. "Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency VIX", with Torben G. Andersen and Oleg Bondarenko, 2011 (submitted to Review of Financial Studies), CREATES Research Papers 2011-49
3. "The Information Content in a Volatility Index for Spain", with Alfonso Novales, Journal of the Spanish Economic Association (SERIEs), Vol. 2 (2), 2011, 185‐216
4.  "Are Volatility Indexes in International Stock Markets Forward Looking?" with Alfonso Novales. RACSAM, Vol. 103 (2), 2009, pp. 339‐352 ‐ Applied Mathematics Series

Working Papers:

1. "The Role of Market-Makers in the Quality of SPX Quotes", 2011
2. "The Daily Closing VIX Data for 2008. Reveal Unrecognized Properties", with David E. Guerrero and Arthur B. Treadway, 2010

Work in Progress:

1. "Volatility Dynamics", with Nicola Fusari, 2012
2. "Sovereign Risk vs Private Sector Risk: The Spread Between Volatility Indexes to Measure the Country Risk Premium", 2011

Non‐Academic papers:

1.  Coauthor of 153 weekly articles in the Spanish business newspaper "CincoDias" as member of ERISTE‐ICAE Group
2.  Coauthor of 40 monthly and 8 quarterly technical reports on Economic Analysis as member of ERISTE‐ICAE Group (ISSN for quarterly reports: 1139‐1960)