PhD in applied mathematics, Claude is the CEO of Zeliade Systems. Claude started his career as Quant at Société Générale on Equity derivatives during 4 years and then moved to academia where he co-created the MATHFI project at INRIA, which was the first project focused on mathematical finance at INRIA, and the PREMIA pricing library, in 1998.
Claude then created Zeliade Systems in 2003. Claude has established over the years a very dense network of clients in investment banks, hedge funds and CCPs, and of partners in the academia. Claude is invited on a regular basis in the best research teams in mathematical finance in the academia and talks in prestigious seminars worldwide.
His fields of expertise include volatility models, calibration, model risk and uncertainty, and margin models. Claude has created in 2014 the Zanadu notebook report generation platform which underpins Zeliade model validation business.
Claude is also board member of the MIDO counsil at PSL Dauphine University, member of the scientific counsil of the PANORISK project, and member of the advisory board of the MSc in Mathematics and Finance at Imperial College London.
Ismail LaachirHead of Risk Analytics and Model Validation
Head of Risk Analytics and Model Validation
PhD in financial mathematics, Ismail is in charge of Risk Analytics and Model Validation at Zeliade. He participated in multiple projects in the areas of derivatives pricing, calibration and financial risks.
Ismail managed/participated in several validation projects for LCH SA, LCH Ltd, CME, HKEX OTC Clear, ICE Clear Europe, ICE Clear, SIX x-clear, LME Clear, KDPW_CCP, covering all markets segments: cash and equity, equity derivatives, CDS, interest rates and commos.
Ismail fields of expertise include the analysis of financial data, filtered historical simulations, backtesting, model risk in finance and model validation.
Jacopo CorbettaHead of Interest Rates Modelling