Olivier Andre

Background

About Olivier Andre

I enjoy working at the crossroads of finance, quantitative modelling and technology. I am currently doing this as the head of a market risk team at CACIB, in charge of contributing to the realization of a new cross business-lines market risk IT framework implementing all metrics from Var, Stress and monitoring of risk limits to FRTB calculations and built on big data technologies. Prior to that experience, I have been head of loan collateral management for Credit Agricole’s secured funding vehicles (covered bonds, securitisation.) for 7 years,a period during which the activity more than doubled in size notably with the birth of Credit Agricole's RMBS program, and I have also been a front office quant specializing in derivatives across multiple asset classes for 14 years, during which I also notably have been in charge of the conception, development and management of several pricing libraries (used worldwide by my organizations), an in-house developed risk-management solution for all asset classes exotic products (managing over EUR 2Bn in notional) and had operational responsibilities over the risk management of multiple large transactions.