I hold a MSc in Banking and Quantitative Finance (2016, distinction with honours) and a PhD (2019, cum laude, International PhD Mention, Extraordinary Award) in Quantitative Finance from Complutense University of Madrid (UCM). My doctoral dissertation concerns recent advances in the fields of stress testing and systemic risk. My research focuses on the spillover analysis using state-of-the-art techniques to capture the joint dependence between variables. My research interests lie in the fields of Risk Management and Financial Econometrics. My current research has a direct application on stress testing exercises and climate risk assessment.
In relation to my professional background, I have worked on projects for the European Commission dealing with systemic risk (Apr 2017- Aug 2017) and climate risk (Nov 2020 – Jul 2022), for the European Central Bank regarding the design of stress test scenarios (Jun 2018- May 2019) and for the Spanish National Securities Market Commission (CNMV) concerning the application of a liquidity stress test for investment funds and its implications for financial stability (Jun 2019 – Oct 2020).
- Reboredo, Juan C.; Ugolini, Andrea and Ojea-Ferreiro, Javier. "Do green bonds de-risk investment in low-carbon stocks?." Economic Modelling 108 (2022): 105765.
- Ojea-Ferreiro, Javier and Reboredo, Juan C. "Exchange rates and the global transmission of equity market shocks." Economic Modelling (2022): 105914.
- Ojea-Ferreiro, Javier. "Disentangling the role of the exchange rate in oil-related scenarios for the European stock market." Energy Economics 89 (2020): 104776.
- Ojea-Ferreiro, Javier. "Structural change in the link between oil and the European stock market: implications for risk management." Dependence Modeling 7.1 (2019): 53-125.