Emilio Luis Saenz Guillen

About

Overview

Emilio Sáenz Guillén is a Doctoral Researcher in Actuarial Science at Bayes Business School, City St George's, University of London. His research interests lie in computational statitics and machine learning.

Emilio completed with honors a Bachelor's Degree in Economics and a Actuary Degree at University of Buenos Aires, Argentina. Afterwards he completed with distinction a MSc in Economics and Finance at University of Navarra.

Emilio's research focuses on stochastic models using spline functions and copulas, and includes work on generalised additive models, gradient boosting, Cox regression and accelerated failure time models, and non-parametric density estimation, as well as on the modelling of real/perceived income and standard of living, and their implications in marketing.

Prior to to joining Bayes Business School, Emilio has worked as Research Assistant at IESE Business School in Barcelona with Prof. Christian Eufinger, investigating the effect of stakeholders' ESG pressure on banking behaviour, and banking moral hazards caused by government bailout guarantees. Previously, Emilio worked with Prof. Gabriel Montes-Rojas and Prof. Pedro Elosegui in cooperation with the Central Bank of the Argentine Republic (BCRA), studying the effect of network centrality on interest rate spreads in Argentine interbank markets.

Qualifications

• Fully Qualified Actuary, Consejo Profesional de Ciencias Económicas de la Ciudad Autónoma de Buenos Aires, Argentina
• UBACyT Research Grant, University of Buenos Aires, Argentina
• MSc in Economics and Finance, University of Navarra, Spain
• MSc (Integrated) in Actuarial Science, University of Buenos Aires, Argentina
• Bachelor's Degree in Economics - Certificate of Academic Merit and Diploma "Cum Laude", University of Buenos Aires, Argentina

Employment

• Research Assistant, IESE Business School, Spain, July 2021 - July 2022
• Teaching Assistant, University of Navarra, Spain, September 2020 - June 2021
• Research and Teaching Assistant, University of Buenos Aires, Argentina, September 2019 - August 2020
• Manager, Grupo ISN S.A., May 2017 - July 2018

Languages

Basque (can read, write, speak, understand spoken), Catalan; Valencian (can read, write, speak, understand spoken), English (can read, write, speak, understand spoken, peer review), French (can read, write, speak, understand spoken, peer review), Portuguese (can read, write, speak, understand spoken, peer review) and Spanish; Castilian (can read, write, speak, understand spoken, peer review)

Expertise

Primary topics

• Actuarial Science
• Pensions
• Risk Modelling
• Actuarial Statistics
• Mathematical Finance

Research students

1^stsupervisor

• Professor Vladimir Kaishev, Professor of Actuarial Science

2^ndsupervisor

• Dr Dimitrina Dimitrova, Reader in Actuarial Science & Insurance

Publications

Professional activities