Francesc Rosell
Associate Director, Model Development at Fitch Ratings
Based in London, United Kingdom
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Seniority
Director
Department
Finance & Accounting
Location
London
Industry
Financial Services
Company size
3.5K
Contact information
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f•••••••@fitchratings.com
Phone
5 credits+44 ••• •••• ••••
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Background
About Francesc Rosell
My job in model development is giving me the opportunity to take Covered Bonds / Structured Finance models to the next level. We have started by making the models more robust, and, therefore, less error prone. We are also in the process of enhancing the methodology of the models as well as simplifying when necessary. I am a former Equity Derivatives Trader trader capable of pricing vanilla and exotic options; and identifying and managing the main risks associated with them. I am also good at doing market making of warrants and at creating econometric models both in Matlab and Visual Basic for trading purposes. I am hard working, adaptable and I enjoy a challenge.
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