Nicolas Cerrajero Partner - Co-head of Quantitative Solutions UK

Nicolas is leading the Market and counterparty credit risk quant team at Forvis Mazars in the UK.

Experience

With over 15 years of experience, Nicolas has a global background in market and counterparty credit risk, with expertise in investment banks on model development & validation, front office structuring roles, and consultancy firms. Prior to joining the firm, he was heading the CCR modelling team at Deutsche Bank.

Work highlights

• Nicolas is an expert witness for a UK regulator in the context of liquidity risk management and is advising several G-SIBs on CCR-related topics.