Mathieu Szabo

Senior Quantitative Risk Analyst

Mathieu Szabo is a seasoned quantitative risk analyst with extensive experience in market and credit risk analytics. Currently serving as a Senior Quantitative Risk Analyst at Whitebox Advisors LLC since August 2021, Mathieu previously held the position of Quantitative Risk Analyst at Morgan Stanley, where responsibilities included developing simulation-based portfolio stress testing models. Prior experience includes an analyst role at the Ministère des Finances du Québec, focusing on counterparty default probabilities and executing extensive repo transactions. Earlier roles featured guest service at Walt Disney World and data processing at Desjardins. Mathieu holds a Master of Science in Financial Engineering from Columbia Engineering and a Bachelor of Arts in Economics and Mathematics from Université Laval.

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New York, United States

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