Dr Pedro Gurrola Perez is a mathematician specialised in risk and financial modelling. His current research is focused on market infrastructures including model validation, market liquidity, risk management, and the economics of distributed ledger technologies for clearing and settlement. At the World Federation of Exchanges he leads a team of researchers focused on delivering empirical research to support their policy work. He is currently a member of the Board of Advisors of the Robert A. Schwartz Center For Trading and Financial Markets Research. 

He holds a PhD in Mathematics from Universite de Montpellier and another from the University of Barcelona.

Pedro’s preferred subjects are: Financial risk management, risk models, counterparty credit risk management, CCPs and clearing, quantitative finance (stochastic calculus, Monte Carlo simulations, numerical methods).