Nicolae MeraHead of EMEA Market Risk Analytics at Morgan Stanley
Profile
Nicolae Mera - EMEA Head of Market Risk Analytics at Morgan Stanley
Nicolae is the EMEA Head of Market Risk Analytics at Morgan Stanley, leading model development for regulatory and risk management models for market risk. Prior to joining Morgan Stanley in 2018 Nicolae has led the Quantitative Risk & Capital Strategies team within the risk methodology team at Credit Suisse and has held positions in proprietary trading (systematic trading) and academia (computational fluid dynamics research). Nicolae holds a PhD in applied mathematics and has over 15 years’ experience in quantitative modelling as applied to market risk, systematic trading, applied mathematics and engineering.
Agenda Sessions
Covid-19 - How would FRTB have coped under extreme market conditions?
, 12:00View Session