Educational Background

MSc in Computer Science & Applied Mathematics, UPC (Universitat Politècnica de Catalunya, Barcelona)

Postdoctoral Research (Big Data & Machine Learning), ETH Zürich (Swiss Federal Institute of Technology)

Professional Experience

Credit Suisse, Global Strategy Trading Division (2011–2020): Led the development of the "Bifrost Core" automated trading engine, successfully managing drawdowns during the European debt crisis.

Aurevio Capital (2020–Present): Responsible for the risk control and backtesting architecture of Axis Alpha ETF, leading a 12-person quantitative team.

Key Achievements

The factor model identified an average excess return of 42.6% in three rounds of testing from 2021–2024.

Axis Alpha ETF achieved a +65% net asset value in its first year, with a maximum drawdown of <6%.

Julián Santamaría Gómez (Head of Quantitative Research)

"Data is a mirror, reflecting the endless possibilities of the future."

With a rigorous research methodology and solid practical experience, Julián leads the quantitative team to continuously optimize models, helping clients achieve steady growth in a dynamic market.