Ph’D, Vice-President at Mizuho International plc, in charge of Model Validation and Model Risk.

• Model Validation of Fixed Income and Equity pricing models
• Model Risk measurement
• Implementation of Vanilla and Exotic models for derivatives
• Operational Risk VaR, Market Risk VaR
• Programming in C++, C#, CUDA

See list of publications in Finance.

See list of publications in Theoretical Physics.

Username: sebgur