Eric NERE has extensive experience in quantitative analysis and consulting within the finance sector, having worked in various positions since 1996. Key roles include Training Consultant at First Finance, Front Office Quantitative Analyst at Banque CPR and Credit Agricole CIB, and IRD&Hybrids Front Office Quantitative Analyst at HSBC Global Banking and Markets. Eric's expertise encompasses equity derivatives, convertible bonds, and interest rate products, with significant involvement in modeling and risk management strategies. Eric also led the Transverse Quantitative Research team at Credit Agricole and served as the Head of Rates Quant teams and Head of Risks and Curve Analytics Quant Team at HSBC in 2023. Education includes a DEA de Sciences Actuarielles et Financière from Institut de Sciences Financieres et d'Assurance.
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