Mathias Etienne Director - Financial Services

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

Experience

He is a director with over 12 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 as he was the lead in ECB on-site investigations around Fair Value and Prudential Valuation for a large financial institution.

Work Highlights

• Mathias has setup a 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.