Market Risk Management @ (November 2013 - December 2015)
Senior Financial Engineer @ (November 2012 - November 2013)
Financial engineer @ (January 2007 - November 2013)
Financial engineer @ (January 2004 - January 2007)
Fabrice Roche Education
Université Denis Diderot (Paris VII)
Master/DEA (Statistics and Financial Mathematics)
2002-2003
Universite Paris 1 Pantheon Sorbonne
Fabrice Roche Skills
Capital Markets
Derivatives
VAR
FX Options
Financial Risk
Stress Testing
Investment Banking
Risk Management
Trading Systems
Equity Derivatives
Interest Rate Derivatives
Fixed Income
Options
Market Data
Market Risk
Financial Markets
Frtb
Fabrice Roche Summary
Fabrice Roche, is currently a Director - Global Markets at Nexialog Consulting. Fabrice Roche brings experience from previous roles at TNP Consultants, Crédit Agricole CIB, Agence Française de Développement and Natixis. Fabrice Roche holds a 2002 - 2003 Master/DEA in Statistics and Financial Mathematics @ Université Denis Diderot (Paris VII). With a robust skill set that includes Capital Markets, Derivatives, VAR, FX Options, Financial Risk and more. Fabrice Roche has 2 emails on RocketReach.
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