Gael RobertHead of Global Risk Analytics at Mizuho Securities
Gael is currently leading the global risk analytics group of Mizuho Securities, focusing on Market and Credit Risk methodologies in general and the FRTB SA and IMA implementation in particular.
Gael started his career at Societe Generale's Economic Research Department. Gael then worked on Counterparty Credit Risk modelling for Societe Generale, Deutsche Bank and Rabobank International in Paris, Tokyo, Hong Kong and London, putting in place centralised Monte Carlo frameworks, developing targeted solutions for wrong-way risk and non-vanilla transactions.
Gael holds a M.Sc. in Statistics & Economics from ParisTech ENSAE and a Master’s Degree from Sciences-Po Paris. I am a CQF and GARP FRM alumni.