Raphael A. is a senior quantitative analyst with over 25 years of experience in quantitative finance, specializing in derivative pricing, model risk management, and regulatory capital. Currently serving as the Global Head of Traded Risk Independent Model Review at HSBC, Raphael oversees model validation projects related to market risk and traded counterparty credit risk. Previously, Raphael held significant positions at Barclays, Credit Suisse, and Deutsche Bank, where they led model development and validation initiatives. Raphael began their career in quantitative finance at Deka Investment, transitioning from risk analysis to portfolio management. Academically, Raphael pursued a PhD in Mathematics at the University of Bonn, with research presented at the International Congress of Mathematicians.
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