Thomas Lepers
Executive Director @Morgan Stanley
London, GB
EMAILS
MOBILE NUMBERS
+91 *********19
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WORK HISTORY
Jan 2016 — Present
Executive Director @Morgan Stanley
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London, GB
Head of EMEA Model Risk ManagementHead of model risk management for Traded Risk (IMM, XVA, IM, IMA VaR models)Internal Model Methods (IMM, all regulations globally)Electronic trading modelsxVA pricing modelsRisk management models, P2AInitial Margin modelsVaR, SVaR, RNIVStress testing ( CCAR, ICAAP.)MRM principles framework: SS1/23
EDUCATION
2005 — 2007
École normale supérieure de Lyon
MsC
SKILLS
Capital MarketsStructured ProductsInvestment BankingQuantitative FinanceRisk ManagementStochastic CalculusMarket RiskFinancial ModelingFixed IncomeEquity DerivativesDerivativesCredit RiskFinancial RiskQuantitative AnalyticsInterest Rate DerivativesVba
ABOUT THOMAS LEPERS
Morgan Stanley, Head of EMEA Model Risk Management and Global Head of Traded Risk Model Risk Management
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