Sébastien Lépy

Head Of Investment Risks at ABC arbitrage

Sébastien Lépy has a strong background in mathematics and financial economics, with experience in managing investment risks and market risks across various asset classes. At Groupe ABC arbitrage, Sébastien heads the Investment Risks team and has held roles such as Head of Market Risk, Deputy Head of Quantitative Risk Management, and Quantitative Analyst. Prior to this, Sébastien worked at Amundi Asset Management as a Quantitative Researcher and at Société Générale as a Trader Assistant on the delta one trading desk. Sébastien holds a degree in Mathematics and Financial Economics from Ecole Nationale Supérieure des Mines de Nancy and an MSc in Mathematics & Computer Science from Institut Elie Cartan.

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