Pedro Serrano is Associate Professor in Finance at the Department of Business Administration at Carlos III University. He holds a Ph. D. in Economics from University of Basque Country (Bilbao, Spain), and a BSc in Physics from the University of Valencia (Valencia, Spain).
Pedro has previously held research positions as visiting scholar at University of California Los Angeles (UCLA), Columbia University (NYU) and University Pompeu Fabra (Barcelona, Spain). He is deputy director of the Master in Actuarial Sciences at University Carlos III of Madrid.
His current lines of research are fixed-income, derivatives and portfolio allocation. His research has been published in international academic journals listed in the Journal of Citations Report.
Pedro has also worked as an economic consultant in several private institutions in the areas of portfolio allocation, insurance pricing and risk management.
An actuary with more than 20 years of experience in international research, software design, quantitative consulting and education and more than 3 years in auditing-consulting in the role of Actuarial Practice Leader in a big-four with a team of 15 actuaries and engineers.
Senior Advisor of Roland Berger and AXA Spain and AMA
Member of the ASTIN Committee of the International Actuarial Association 2011-15 and previously Director of the Actuarial Science and Finance Programmes at University Carlos III for more than 10 years.
I have designed software solutions on quantitative analysis currently used in more than 12 insurance companies and banks in Spain.
PWC Professorship in Actuarial Research 2008-2011.
First SCOR Prize 2012(Spain & Portugal). My research work has been published in the main actuarial Journals: ASTIN, IME and SAJ
I have lectured and developed research in Universidad Carlos III de Madrid, University of Nebraska-Lincoln(USA), Concordia University, Montreal(Canada), Heriot-Watt University(UK), Swiss Re Institute, Zürich (Switzerland) and University of Aarhus( Denmark).
I am bilingual Spanish-English with basic understanding of Portuguese and German. My latest research stay was in summer 2013 in Aarhus, Denmark working with Professor Soeren Asmussen, Sobolev and Von Neumann Prizes in Applied Statistics.