Adrien Palayret Manager - Quantitative Finance

Adrien is a manager within our Quantitative Solutions team, which is part of the Advisory & Consulting service line (sector: Financial Services). He has been with the firm and based in the London office for over 6 years.

Experience

Adrien is an expert in the pricing of financial products (derivatives pricing) as well as in the modelling of financial risk. He had exposure to a wide variety of quantitative models around Market risk, Liquidity risk and Credit Risk.

On the market risk side, he worked on topics like FRTB, Market Risk VaR and RNIV models on the Equity side as well as the pricing and valuation of derivative products, but has also worked in depth on IFRS 9 and IRB models on the credit risk side.

Adrien also has in-depth capabilities in programming and model implementation.

Work Highlights

Adrien has been the lead project manager and implementer for both our IFRS 9 Tool and Liquidity tool built using Python - which has been leveraged for a large number of projects both on the consulting and audit side.