Rebeca Peláez

Rebeca Peláez is an Assistant Professor at the Department of Statistics, Universidad Carlos III de Madrid since 2023. She also holds a Quant position at Twinco Capital, having moved to industry in 2025. Her academic career includes a PhD in Statistics and Operations Research from Universidade da Coruña and a bachelor's degree in Mathematics from Universidad de Oviedo.

Educational Background:

• Bachelor's in Mathematics, Universidad de Oviedo
• PhD in Statistics and Operations Research, Universidade da Coruña (2022), with a research stay at KU Leuven's Department of Economics.

Her research interests focus on advancing credit risk measurement methodologies. Key areas include nonparametric estimation of probability of default, kernel smoothing, survival analysis, and mixture cure models. She also applies bootstrap techniques to contexts like electricity demand forecasting and public health analysis, such as modeling hospital length-of-stay during pandemics.

Recent articles highlight her work on functional data analysis for energy systems, survival analysis applications, and refined nonparametric models for financial risk. These studies emphasize methodological innovation with practical implications in both academia and industry.

She received the Extraordinary PhD Award from Universidade da Coruña in 2022 for her thesis on credit risk estimation. No current advisees or grants are listed in the provided details, though her academic contributions remain centered on risk assessment and statistical methodologies.