Roberto Knop Muszynski

Roberto Knop has a PhD in Economics and Finance by Universidad Autónoma de Madrid. Experienced Banking (financial risks: credit, market, liquidity) & Real Estate (valuation and investment) professional with high quantitative technical background. Advanced knowledge of derivatives, structured products, loans, securitizations, risk management and real estate. Banking experience in Banco Santander, Barclays Bank, Banesto. Real Estate experience in SAREB (Spanish bad bank), Jones Lang Lasalle. Finance professor in many high-level finance institutes and universities. Financial consultant in Europe, Middle East and Latin America. Writer of several financial papers and books.

CORPORATE EXPERIENCE

• Director Big Data & Analytics. Responsible for Data Analytics consultancy area, Analistas Financieros Internacionales, 2019 – Present

• CEO – Partner, Company dedicated to advising on restructuring operations and business refinancing, Fires Advisors SL., 2020 – Present

• Capital markets & derivatives FreeLance Consultant. Financial Regulatory Authority (FRA) Egypt: training for Egyptian professionals in derivatives: valuation, market, and credit risk measurement. Banco Internacional de Chile: credit risk measurement in derivative instruments for corporate risk hedging, calculation of PD’s for CVA estimation, 2021 – Present

• Senior Advisor for valuations and capital markets business, Jones Lang Lasalle, 2019 – Present

• Valuations Head. Real Estate Assets Valuations in Spain. Valuations according to local regulation and international standards. All type of real estate assets and portfolios, Jones Lang Lasalle, 2017 – 2019

• Chief Risk Officer. Responsible for financial Risk of the company that manages 60 billion euros becoming from the restructuring of the Spanish financial bank system. Responsible for the valuation of the REO’s and REDs received from the rescued banks. Swap deal execution and management (42 bn deal). Interest rate hedging of the company’s debt. Design, execution, credit & interest rate risk monitoring, SAREB (Spanish Bad Bank), 2013 – 2016

• Head of Market & Counterparty Risk within Treasury Activities. Responsible for Market, Counterparty and Valuation modelling, measuring and reporting, Banesto (Grupo Santander), 2008 – 2013

• Head of Balance & Liquidity Risk. Responsible for the balance sheet and Treasury risk (market and credit) analysis. Structurer for balance sheet and customer deposits. Design of hedging strategies and structured products. ALM & Credit Risk. Responsible for Asset and Liabilities system implementation in the Spanish Barclays Branch. Derivatives risks measurement, approval and reporting, Barclays Bank Spain, 2002 – 2008

• Deputy Manager of the Market Risk Department at Banco Santander. Responsible for the Quantitative and Methodology Unit, Banco Santander, 1999 – 2002

• Deputy Manager of the Risk Department: responsible for the Market Risk Unit, 1991 – 1997

• Analistas Financieros Internacionales S.A. Responsible of the Derivatives and Structured Products Consultancy department, Banco Central Hispano, 1997 – 1999

ACADEMIC EXPERIENCE

• Adjunt Professor of Capital Markets, Real Estate Finance, ESF finance at IE University (MIM, BBA, BIE, IMBA and International Programs: Saudi Arabia)

• Adjunt Professor of Derivatives, Financial Risks, Real Estate at AFI Escuela

• Adjunt Professor of Derivatives, Financial Risks, Real Estate at Instituto de Estudios Bursatiles

• Adjunt Professor of Derivatives, Financial Risks, Asset Liability Management at Fundación de Estudios Financieros

• Adjunt Professor of financial risks at ICADE University

• Adjunt Professor of Derivatives at Instituto BME

• Adjunt Professor of Capital Markets, Financial risks at UNIR University

Author/Coauthored of multiple papers and books, including:

• “Finanzas de Diseño. Manual de Productos Estructurados” published in January 2001

• “Structured Products HandBook”, published in January 2002 by John Wiley Editors

• “Derivados de Crédito” published in September 2003 by Editorial Pirámide

• “Medición de Riesgos de Mercado y Crédito” published in March 2004 by Editorial Ariel

• “Manual de instrumentos derivados” published in November 2005 – 2013 by Editorial Escuela de Finanzas Aplicadas

• “Manual de instrumentos de renta fija” published in June 2006 – 2013 by Editorial Ariel

• “Manual de Bolsa” (Chapter 29: Structured Products). February 2007. Editorial Ariel

• “Credit Default Swaps” published in October 2012 by Editorial Delta

• “Derivados Financieros” (co-written with other authors). Published in October 2021 by Editorial Delta

International teaching experience:

• Professor – Consultant of the European Community for the training projects in finance of the Countries of the East. Financial markets course for Bulbank, Sofia-Bulgaria, 1997

• Visiting professor at the Instituto de Estudios Superiores de Administración (IESA) Caracas-Venezuela. Advanced Banking and Finance Program, Caracas, 2000

• Professor of the Treasury Market Risk Control teams of Banco Santander in Latin America: Argentina, Chile, Brazil and Venezuela, 1999 – 2002

• Professor WestLB: financial products linked to inflation, Dusseldorf, 2004

• Visiting professor by the Inter-American Development Bank (IDB) in coordination with the Ministry of Finance of Ecuador. Derivatives Instruments Program, Quito, 2016

• Visiting professor at the Colombian Stock Exchange Bogotá-Colombia. Training Program of futures and options on Bonds, Currencies, Stocks, Bogotá / Medellin, 2010 – 2011 – 2012 – 2013 – 2017

• Professor of derivative instruments. IEB and FRA of Egypt (Financial Regulation Authority). MBA for professionals from the local market

• Professor of derivatives and risks for the World Bank. AFI- Central Bank of Kyrgyzstan

• Capital markets, derivatives, risks. IE – Altamayyuz Program in Saudi Arabia

ACADEMIC BACKGROUND

• PhD., Universidad Autónoma de Madrid, Spain, 2018

• CESGA., Certified Environmental, Social and Governance Analyst, 2021

• RICS Member since 2018

• Economist, Universidad Autónoma de Madrid, Spain, 1986 – 1991

• Master courses in “Banking”, Universidad Autónoma de Madrid, 1992

• FIA (Financial Alternative Investments) Certificate, 2015

• Course: “Money Markets”. Euromoney, Reading – UK, 1992

• Course: “Portfolio Management: Bonds Futures”. LIFFE., London, 1993