Florian Richard
About Florian Richard
Florian Richard is a seasoned finance professional currently serving as the FRTB (SA/IMA) FO Lead at Murex in Singapore, a position he has held since 2019. He possesses a Master's degree in Quantitative Finance from the National University of Singapore and has extensive experience in risk management, model validation, and machine learning techniques.
Work at Murex
Florian Richard has been employed at Murex since 2010, where he currently serves as the Front Office (FO) Team Lead. His role includes overseeing the Front Office team and ensuring effective operations within the organization. Since 2019, he has also held the position of FRTB (SA/IMA) FO Lead, focusing on compliance with FRTB regulatory expectations. His responsibilities encompass conducting sensitivity analysis and utilizing various financial metrics to ensure adherence to regulatory standards.
Education and Expertise
Florian Richard has a solid educational background in quantitative finance and engineering. He earned a Master's degree in Quantitative Finance from the National University of Singapore, studying from 2018 to 2020. Prior to this, he completed a Master's degree in Electrical and Electronics Engineering at INSA Lyon from 2004 to 2007. Additionally, he holds a DEUG - Two years university degree in Sciences and Technology from Université de Nantes, obtained between 2002 and 2004. His expertise includes model validation and review for pricing and risk models across various asset classes.
Previous Work Experience
Before joining Murex, Florian Richard gained valuable experience through various internships and roles. He worked as an intern at France Telecom in 2006 for six months in the Lyon Area, France. Following this, he served as an Associate - Risk Management Product Engineer at Moody's Analytics / Fermat from 2007 to 2010 for three years in Singapore. Earlier in 2007, he completed a six-month internship at ST Electronics in Singapore. This diverse experience contributed to his development in the field of finance and risk management.
Technical Skills
Florian Richard possesses strong technical skills in machine learning techniques, including Regression, Decision Trees, Naïve Bayes, Support Vector Machines (SVM), and Neural Networks. He is proficient in utilizing numerical methods such as Finite Differences, Monte Carlo simulations, and Binomial Trees, which are essential in quantitative finance. Additionally, he has extensive experience in programming languages, including C++, Python, SQL, and R, enabling him to implement complex financial models and analyses.