“Working at the University of Barcelona was one of my wishes when I decided to pursue an academic career”

Luis Ortiz-Gracia is a postdoctoral researcher in the Department of Econometrics, Statistics and Applied Economics of the Universitat de Barcelona School of Economics. He obtained his PhD in Mathematics from the Polytechnic University of Catalonia in 2011. Ortiz-Gracia led the Financial Mathematics and Risk Control research group at the Centre de Recerca Matemàtica and carried out research stays at CWI (Netherlands) and the School of Mathematics and Physics of the University of Queensland (Australia). Before he moved to the academia, he spent some years working on quantitative projects in several private firms.

It’s already been nine months since you joined the UB School of Economics as a postdoctoral researcher. What do you think of the experience thus far?
My experience so far is really exciting. I enjoy doing research and teaching as well and I have found an excellent atmosphere at the University of Barcelona.

What can you tell us about the research you are carrying out at the University of Barcelona?
My field of research is Computational Finance which lies at the intersection of Numerical Analysis and Stochastic Calculus with a clear application in Finance. I work on the development of efficient algorithms for pricing financial contracts on the state-of-the-art hardware as well as on credit and market risk measurement with mathematical tools.

Are you enjoying conducting your research at the University of Barcelona?
I belong to a big research group on risk in insurance and finance called Riskcenter and I enjoy discussing about those topics with the other members of the group. It is a very dynamic group, we organize seminars, workshops and receive our colleagues from overseas. In regard to this last point, it is fair to say that UB School of Economics is very well located and easily reachable by public transportation, making this way a more comfortable place for visitors.

What courses do you teach at the Faculty of Economics and Business?
I teach Advanced Risk Quantification in the master of Actuarial and Financial Sciences and Operations Research in the degree of Statistics.

What do you enjoy most about teaching UB students?
I particularly like the teaching at master level where I feel that I can help them in their preparation to get into the job market.

You had to go through a competitive selection process before being offered a place at the University of Barcelona. How was your experience as an Economics Job Market candidate?
The experience was interesting, since it was the first time that I delivered a seminar as part of a recruitment process.

Did you ever imagined yourself being a postdoc researcher at the University of Barcelona?
That was one of my wishes when I decided to pursue an academic career. I studied Mathematics at the University of Barcelona and I’m really happy of being a professor some years later.

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