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Rocío Abalo graduated in Economics from the Business Studies Faculty of Alcalá University, graduating with the highest honours.

She joined Deloitte S.L. as an auditor in 2007. In 2008, she joined Gomarq Consulting S.L. as a consultant, auditing procedures and compliance for securities market firms until June 2017. In September 2017, she was named Director of Afi FinReg Compliance Solutions S.L. a company specialised in the provision of compliance services to entities supervised by the CNMV.