Raphael A.
Global Head of Traded Risk Independent Model Review @HSBC
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WORK HISTORY
Global Head of Traded Risk Independent Model Review @HSBC
London, GB
Leading a global team of model validators covering all aspects of model risk assessment in the areas of - traded Counterparty Credit Risk (XVA, initial margin modelling, SA CVA)- VaR, SVar, IRC- FRTB (SA and IMA)- Economic Capital for market risk - regulatory stress-testing
EDUCATION
ENS Paris-Saclay
Diplôme d’Études Approfondies de Physique Théorique“, 1re année
RWTH Aachen University
Master’s, Mathematical Physics
The University of Bonn
Doctor of Philosophy (PhD) in Mathematics, Algebraic Topology, Geometry and Dynamical Systems
ABOUT RAPHAEL A.
Raphael is a versatile practitioner of quantitative finance with two and a half decades…
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