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Mathias Blouin

Counterparty And Liquidity Risk at Capula Investment Management LLP

Mathias Blouin is a Market Risk Analyst at Capula Investment Management LLP since June 2017, specializing in Fixed Income RV Risk, monitoring scenarios, VaR, concentration, and PnL, and utilizing Python with frameworks such as Flask and Dash. Prior experience includes a 7-month internship in the Risk department of a $16 billion AUM hedge fund focusing on Rates RV, Equity vol, Macro, and Credit strategies, and a role as an Economic Researcher Intern at Oaks Field Partners, where responsibilities included macroeconomic analysis, forecasting model development, and investor presentations. Mathias's educational background includes a Master’s Degree in Financial Engineering and Economics from Université Paris Dauphine - PSL, along with studies in Economics at the University of Warwick, University of Paris I: Panthéon-Sorbonne, and Université de Bordeaux.

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