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Oliver Renault
Olivier is Head of Structuring & Advisory at StormHarbour. His team provides advisory services to financial institutions in the field of regulatory capital management and accounting solutions, and ...voir plusOlivier is Head of Structuring & Advisory at StormHarbour. His team provides advisory services to financial institutions in the field of regulatory capital management and accounting solutions, and looks after credit transaction structuring and restructuring, valuations, and funding transactions. Prior to joining StormHarbour in May 2009, Olivier worked for Citigroup since 2004, initially as head of European Structured Credit Strategy and then in the credit derivatives structuring team, working on regulatory capital, risk transfer and balance sheet optimization transactions both for Citi's loan book and external clients. He started his career as assistant professor (Lecturer) at the London School of Economics where he taught Derivatives and Risk courses. He then worked for Standard & Poor's Risk Solutions where he was in charge of portfolio modeling projects and correlation-related research. His job included the development of economic capital models for banks as well as training/advisory for European clients. Olivier has a PhD in quantitative finance from the University of Louvain and a Masters from Warwick University. He is the author of many published articles and a book on credit risk and derivative pricing.voir moins