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Johan Gunnesson

BBVA

Having completed his PhD in theoretical physics, Johan started working in quantitative finance, first in the department of Quantitative Analysis at Banco Cooperativo, and then at BBVA in 2012, in Risk Methodologies. At BBVA, he is involved in the definition and implementation of economic and regulatory capital models, as well as XVA pricing, from the risk management side and with an emphasis on accounting considerations.

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