Mathias Etienne Director - Quantitative Solutions

Mathias is a Director in the Quantitative Solutions department with a focus on Market Risk, CCR and Valuation. 

Experience

He is a director with over 15 years’ experience. Mathias has in-depth knowledge of pricing methodologies from exotic to vanilla products across a range of asset classes. He has extensive experience with regulators in risk modelling, model validation, as well as optimising valuation and risk frameworks.

Work Highlights

• Mathias has setup a Fair Value and Prudent valuation framework for a large EU financial institution.
• He led the creation of a BMR regulatory compliant benchmark in the Nordics.
• He was a senior advisor for an FRTB IMA PRA submission on Market Risk.
• He is a senior advisor for an SA CVA ECB submission on CCR.