| Quantitative analysis in models of valuation of financial instruments : interest rates, FX, equities, commodities, credit spreads, etc. Quantitative analysis in models of management of financial risks : Value-at-Risk, historical VaR, GARCH VaR, EVT VaR, for Basel 2 and Solvency 2 requirements. Expertise in ALM, Risk Management, IFRS for banks and insurance companies. Audit, review, study, design, implementation, documentation and justification of every step before audits by external auditors and regulators. |
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