Senior Manager | Capital Markets / Financial Risks
Gildas Blanchard joined Deloitte in September 2014 and is Senior Manager within Deloitte’s Capital Market Risk Management Department in Luxembourg. He has specialized in Risk Management advisory and quantitative solutions for the investment fund industry, with a particular focus on credit and illiquid assets.
Through his education and experience, Gildas has developed relevant expertise in quantitative topics such as asset modelling, statistics and econometrics and their applications in the context of investment funds’ risk measurement.
Within Deloitte, Gildas has been involved in the development of quantitative risk solutions as well as production and analysis of risk measures for UCITS and alternative investment funds across several asset classes (equities, fixed income, listed and OTC derivatives, private equities and infrastructure) and risk factors (market, credit, liquidity, model).
Gildas also implemented and produced dedicated risk metrics for legal reporting such as UCITS Risk Reporting and AIFMD Reporting.
Gildas provides advisory services to the risk management functions of several management companies including risk management health checks, regulatory gap-analyses, regulatory risk assistance to the audit function, risk procedures drafting, risk measurement framework implementations, risk model validations and training facilitations.
Gildas obtained a Ph.D degree from the University of Maastricht in 2015 for his applied research on risk management and option markets which has been published in international academic journals.