Stéphane Roncoroni is an experienced quantitative developer specializing in equity derivatives, currently serving as a Vice President at HSBC. With a background in credit risk quantification and analytics, they have led the development and implementation of advanced credit risk models, utilizing machine learning techniques to enhance model accuracy and business decisions. Stéphane holds multiple master's degrees in operations research, mathematics, statistics, and quantitative economics and finance from renowned institutions, along with teaching experience as a teaching assistant at Université Paris IV - Sorbonne. Their passion lies in delivering robust solutions and streamlining processes to optimize quantitative teams' performance.
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