Nicolas Grima is currently the Global Head of Cross Risk Modelling at HSBC, where they lead a team of quantitative analysts. Previously, they held various positions at HSBC, including Head of Model Risk Management for Continental Europe and Global Model Validation Lead for Equity Derivatives. Nicolas began their career with an internship focused on market statistical indicators at INRIA and has a Master's degree in Probability and Finance from Université Pierre et Marie Curie, along with a Bachelor's degree in Mathematical Engineering in Finance from École Polytechnique.
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