Xavier Larrieu Head of Quantitative Solutions
Xavier has been working for Mazars Paris for the past 13 years and now leads the Quantitative Solutions team of Mazars UK. He has an in-depth knowledge of financial instruments valuation (vanilla and exotic derivatives, structure notes across all asset classes such as interest rate, equity, FX, credit, inflation, commodities, hybrids etc.) as well as credit risk modelling and asset and liability management techniques.
Xavier is an expert in accounting standards (i.e. IAS39, IFRS13) and in particular the IFRS9 Standard. Xavier has worked extensively on IFRS9 benchmarks as well as model reviews (involving calibration, backtesting, compliance with the standards etc.) with many Mazars’ Financial Services clients. He has also managed model implementations in both small and big size banks, resulting in an extensive and precise knowledge of credit risk.
Xavier combines quantitative finance, data science and climate science skills. He began his career as a meteorologist, and went on to specialise in forecasting for media outlets and extreme weather analysis before joining Mazars.