Rebeca Peláez

Rebeca Peláez

Quant

Twinco Capital

Bio

Rebeca Peláez has been an Assistant Professor at the Department of Statistics of Universidad Carlos III de Madrid since 2023. She graduated in Mathematics from the Universidad de Oviedo and earned her PhD in Statistics and Operations Research from the Universidade da Coruña in 2022. During her PhD, she did a research stay at the Department of Economics of KU Leuven (Belgium). Her PhD thesis on “Nonparametric estimation of the probability of default in credit risk” received the Extraordinary PhD Award from UDC. In 2025 she moved to industry with a Quant position in Twinco Capital.

Her research focuses on advancing methodologies for credit risk measurement, proposing flexible estimators of the probability of default capable of adapting to challenging conditions, such as censored data.

Interests
  • Kernel Smoothing
  • Nonparametric Curve Estimation
  • Survival Analysis
  • Mixture Cure Models

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