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Gaël Robert
Head of Risk Analytics at Mizuho


 Gaël is currently working within Mizuho Securities Risk Management department focusing on Risk methodologies in general and the FRTB SA and IMA implementation in particular.

Gaël started his career at Societe Generale's Economic Research Department focusing on the Eurozone. He 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.

Gaël 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.

Gaël Robert's Network

Agenda Sessions

  • Meeting the FRTB’s fundamental review requirements