muRisQ Advisory

Over the past couple of years, in parallel to my work as Head of Quantitative Research at OpenGamma,  I have been working as a freelance advisor on a couple of projects. Those projects include designing of a new interest rate futures, presenting multiple executive training, advising hedge funds on the multi-curve and collateral framework, advising on CSA, Variation and Initial Margin frameworks and commenting on regulations.

For those projects, I'm working under the structure of an independent advisory firm called muRisQ Advisory. Its (concise) website can be found at http://murisq.com/

Don't hesitate to contact me regarding its services or for training, model validation, product design and risk management strategies.

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Multi-curve framework book: new edition in progress

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