Nordine is in charge of the Financial quantitative team and co-head of Risk Advisory at Mazars. He has extensive experience in complex financial and economical modelling. He has been involved as an expert on several assignments linked to valuation processes applied to vanilla and exotic financial instruments, risk assessment and management (modelling and calibration, backtesting, stress testing etc.) or IAS 39 and BaselII/Basel III implementation. He has a wealth of experience in valuing vanilla and exotic derivatives across all asset classes (interest rate, credit, inflation, equity, FX, commodities, hybrids etc.) for many of Mazars’ financial services clients.