Damien Pouponneau

Head of the modelling team\eligible assets in the Operatons Risk and Compliance Directorate

Damien Pouponneau

Damien Pouponneau is Head of the modelling team/eligible assets in the Operations Risk and Compliance Directorate, which is part of the Directorate General Financial Stability and Operations. His research interests include finance, quantitative finance, with a particular interest in asset backed securities, the valuation of structured financial assets (rates and credit) and market risk. He obtained a Master's degree in mathematics and statistics from the University of Versailles in 2000. Previously, Damien worked as a consultant at CAPCO and as a quantitative analyst for the basket correlation desk for Natixis.

Current position

Head of the modelling team\eligible assets in the Operatons Risk and Compliance Directorate

Previous position

Head of a consultancy firm and quantitative analyst

Diplomas

  • Master M2 in Mathematics and Statistics, Univeristy of Versailles (2000)
  • Master M1 in Applied Mathematics, University of Marne-la-Vallée (1999)
  • Licence in Mathematics, University of Angers

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