Director, Market and Counterparty Credit Risk at Mazars in the UK
Nicolas is a Director with more than 12 years of experience specialising in equity derivatives pricing and modelling. He has a global background in market and counterparty credit risk, with experience in banks on the development & validation side as well as in consultancy firm. Nicolas possesses extensive experience in counterparty credit risk modelling. Prior to joining Mazars, Nicolas led a team of quantitative analysts developing methodologies for CCR and FRTB-CVA at Deutsche Bank. He has been leading the regulatory interaction on CCR with the ECB for over five years.