has 15 years of international investment banking experience in risk management
and quantitative research. He covers many aspects of risk monitoring, taking a
cross-asset class approach to market risks.
joining RBIS, Abdelkader was Head of R&D at Heimdall Gate Capital Partners,
an investment advisory boutique providing tailor-made computer based strategies
to institutional investors. His professional experience includes positions in
both risk management and capital markets, including Financial Engineer at
Credit Agricole / Credit Lyonnais in the GRO, Operational Research Group:
operational research on pricing models, asset management risk monitoring and
regulatory rules implementation.
a continuous flow between academic environment and capital market activities.
He is currently working at the GENES Group (ENSAE/ENSAI/CREST) and is teaching
various courses including Numerical Methods in Finance, Asset-Liability
Management, Risk Management, Financial Regulation and Credit Derivatives in
several universities (Paris-Dauphine, Evry and Rennes).
graduated from ENSAI and holds a High Degree in Financial Research from
University of Rennes.