Séminaire du jeudi 14 décembre : BNP Paribas

Publié le dans seminar

Laurent Carlier

Ecole Centrale Paris 99

Master Maths applied to Finance

BNPP from 1999 to now

3.5Y in Tokyo => 2Y in London => 3.5Y in NY => 8Y in London => 1Y in Paris

Always part of quantitative research team for Capital Market (part of CIB, Corporate and Institutional Bank), focusing on various Asset Classes (Interest Rates, FX, Mortgates and Credit mostly). Most of my work was about deriving Pricing and Risk Management models for Trading.

Since 1Y in Paris heading the Data and AI Lab of Global Market, whose role is to leverage all the data we collect through Machine Learning techniques for the benefit of the business.

This means for example understanding better the needs of our clients to provide acute recommendation, help the Sales prioritize better their daily calls to improve their hit rate by being more relevant to their clients, anticipate better the next move in the Market to help trading offering a better service or finally working with Economists and Strategists to analyse better what drive the economy or a particular asset.