Staff profile
staff list 
Dr Daniel Santamaria
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Job title: Senior Lecturer
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Dept: Business School
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Tel: 01227 767700 ext 3188
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Campus: Canterbury
Biography
Daniel has a BA (Hons) in Economics, an MSc in Business Finance and a PhD in Empirical Finance. He specialises in applied time series econometrics. Whilst undertaking this PhD, he worked as a consultant in econometrics at the London Clearing House at the Business Development division. Daniel worked in the City for nearly 10 years in Asset Management as a Quantitative Research Analyst in Fixed Income and Currencies. He worked for DLIBJ Asset Management before setting up a hedge fund business. He developed in house quantitative trading models on currencies and bonds and fixed income hybrids that were used extensively by currency propriety traders and fund managers. More recently, he successfully developed a trading desk using his quantitative trading models on currency fund management. He has traded foreign exchange and has maintained an in depth understanding of the financial markets.
Whilst working in the City, Daniel has taught innovative courses in applied econometrics to financial markets at the Durham Business School. Daniel joined Canterbury Christ Church University in 2009.
Teaching and Academic Interests
Daniel teaches finance modules to postgraduates. His main focus is portfolio analysis and econometric modelling.
He has research interests in the dynamics surrounding the equity, fixed income and money markets, particularly how to utilise trading models in an investment arena.
Subject Group
Accounting and Finance
Publications, Working Papers and Conference Papers
Forecasting The Euro: A Re-Evaluation of the Eclectic Approach" (2009) Paper sent to the European Financial Management Association
"Forecasting The Euro: Testing Model Specification Within the Eclectic Framework" (2009) Working Paper
Consultancy Interests
1998 – 1999. Consultant in econometrics at the London Clearing House. – Development of Risk Management systems within Business Development.