Nicolas Jeannelle

Head Of Basel II Credit Risk Corporate Models at Credit Agricole Group

Nicolas Jeannelle has extensive experience in the field of quantitative risk modeling, currently serving as the Head of Basel II Credit Risk Corporate Models at Groupe Crédit Agricole since March 2013. Nicolas began this tenure as an Intern Quantitative Risk Analyst and progressed to the role of Quantitative Risk Modeler. In addition to practical experience in the finance industry, Nicolas has been a Lecturer in Risk Modeling at ENSAI since September 2015, focusing on the application of Extreme Risks Statistics to Financial Data for Master's degree students in Risk Management, Financial Engineering, and Data Science. This role includes delivering 18 hours of coursework covering Python Programming, Extreme Value Theory, and various statistical tools. Nicolas holds an Engineer's degree in Applied Mathematics from École Nationale Supérieure des Mines de Nancy and a Master 2 in Financial Mathematics from Université Henri Poincaré, Nancy 1. Prior educational experience includes Classes Préparatoires at Lycée Pierre Corneille.

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