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
Contact