Dorinel Bastide

Senior Quantitative Analyst at BNP Paribas

Speaker

After a 2-year quantitative analyst experience at the derivatives valuation company Pricing Partners in London, Dorinel has spent 1.5 year at HSBC dedicated to XVA and reserve modelling before joining BNP Paribas in 2011 first in Risk Methodology and Analytics team (CCR and Market Risks). In 2017 he integrated the Stress Testing Financial & Simulations team covering clearing, systemic, operational, market, credit and climate modelling risks (for stress test, ICAAP & IFRS9 metrics) and also contributes to the Risk Model Fundamentals and Research Lab led by Vladimir Chorniy. He has helped framed and setup the research Chair Stress Test with Applied Mathematics Lab of French Ecole polytechnique for which he is the coordinator for BNP Paribas since 2018, organizing various seminar research events and designing PhD projects in applied mathematics for risk management. Dorinel holds a PhD in Applied Mathematics from University Paris-Saclay and is a GARP certified FRM.