Jonathan Vogel

Jonathan Vogel is a seasoned Senior Quantitative Analyst at Bpifrance since April 2012, specializing in quantitative financial modeling, including asset allocation strategies, sovereign rates fair-value modeling, and private equity statistical modeling. In addition, Jonathan is proficient in quantitative modeling of portfolio credit risk for corporate loans and credit guarantee funds, focusing on model improvement and the study of loan securitization schemes. Prior experience includes a role as a Statistician at Assurances Mutuelles De France, where Jonathan conducted studies and pricing of reinsurance treaties along with Solvency II catastrophe risk modeling, and an internship as a Quantitative Risk Analyst at BNP Paribas, where Jonathan validated an economic capital model for credit risk. Educational credentials comprise an Engineer Degree in Financial Mathematics from the National School of Computer Science and Applied Mathematics of Grenoble and a Master’s Degree in Applied Mathematics with a focus on financial mathematics from Université Joseph Fourier.