Moez Mrad
- Credit Agricole S.A.
Présentation
Moez MRAD is the Deputy Head of Global Markets Quantitative Research at Crédit Agricole CIB. He manages several teams based in Paris and London, including:
- X-Value Adjustment
- Counterparty Credit Risk
- Collateral Optimisation
- Credit Derivatives
- Foreign Exchange (London)
Moez has been with Crédit Agricole for 18 years, during which he has also led the Credit Derivatives and Cross-Asset Quantitative Research teams. Prior to that, he spent 8 years as a Senior Quant at Société Générale and HSBC.
On the academic side, Moez was responsible for teaching the Interest Rate Modelling course at ENSAE for eight years (2001–2008), as well as Advanced Monte Carlo Techniques at Université Paris I – Sorbonne for three years (2006–2008).
He holds a PhD in Applied Mathematics for Finance (2004), and 3 MSc degrees:
- Automatics and Signal Processing – Paris XI – Supélec (1999)
- Financial Modelling – Université Paris I – Sorbonne (2000)
- Artificial Intelligence – Imperial College London (2023)
Moez also holds an Ingénieur degree (equivalent to an MSc in Engineering, after two years of Classe Préparatoire) from École Nationale Supérieure des Techniques Avancées (ENSTA Paris).
He has published several papers in computational finance, and his current research interests include fast computing techniques such as AAD (Algorithmic Differentiation), Machine Learning, and Quantum Computing.