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Frederic Abergel Location
Paris, FR
Frederic Abergel Work
Membre du conseil scientifique de la FRB @ (January 2026 - Present)
Researcher @ (April 2024 - December 2025)
Professor Emeritus, Laboratory MICS @ (January 2026 - Present)
Senior quantitative analyst @ (December 2018 - April 2024)
Director of the Chair of Quantitative Finance @ (October 2007 - November 2018)
Director of the laboratory of Mathematics Applied to Systems @ (April 2011 - August 2016)
Head of Equities and Commodities Analytics and Systems @ (September 2005 - August 2007)
Head of Paris Quantitative Analytics @ (May 2004 - August 2005)
Senior quantitative analyst @ CAI Cheuvreux (September 2001 - March 2004)
Consultant @ (March 1996 - September 2001)
Researcher @ CNRS and Université Paris XI (January 1989 - September 1998)
Assistant Professor @ (August 1987 - December 1988)
Teaching assistant @ Université Paris (September 1985 - July 1987)
Frederic Abergel Education
Ecole normale supérieure 1981-1985
Université Paris XI and École Normale Supérieure
Habilitation à diriger des recherches, département de Mathématiques, Université Paris XI
Frederic Abergel Skills
Financial Modeling
Trading
Risk Management
Management
Quantitative Finance
Equity Derivatives
Derivatives
Equities
Market Risk
Structured Products
Stochastic Calculus
Monte Carlo Simulation
Quantitative Investing
Quantitative Analytics
Commodity
Fixed Income
Financial Engineering
Hedging
Investment Banking
Capital Markets
Options
Statistics
Applied Mathematics
Financial Markets
Frederic Abergel Summary
Frederic Abergel, based in Paris, FR, is currently a Membre du conseil scientifique de la FRB at FRB | Fondation pour la recherche sur la biodiversité. Frederic Abergel brings experience from previous roles at FRB | Fondation pour la recherche sur la biodiversité, CentraleSupélec and BNP Paribas Asset Management. Frederic Abergel holds a 1981 - 1985 Ecole normale supérieure. With a robust skill set that includes Financial Modeling, Trading, Risk Management, Management, Quantitative Finance and more. Frederic Abergel has 3 emails and 1 mobile phone numbers on RocketReach.
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