Frederic Siboulet, Msc, Caia, Cqf, Arpm Email and Phone Number
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Trusted Business Executive Leader in technology sales and management consulting for financial services and risk management. I excel in selling, managing, and delivering transformative solutions with high-performance teams from tactical projects to strategic programs, achieving close to $400M in sales to date. My experience spans advisory, consulting, technology, innovation, banking, trading, and risk management.My career includes leadership roles at Ernst & Young, Deloitte, IBM, Reuters, JPMC, Citibank, Murex, and Algorithmics, delivering everything from paradigm-shifting solutions to large-scale engagements with investment banks, commercial banks, investment managers, and hedge funds.I have expertise in regulatory finance, quantitative finance, risk management (market, credit, operational, liquidity, climate), buy- and sell-side modeling (P & Q), data & analytics, enterprise applications, and technology-driven solutions, including half a decade in artificial intelligence with AI/ML and GenAI.I am committed to excellence in transforming complex challenges into strategic opportunities. Known for outstanding business judgment, I lead with integrity and foster environments where talented teams thrive, delivering material business value.Examples of Achievements:- Revitalizing and developing a top US bank account with Big 4, generating tens of millions annually.- Selling and leading large multi-year first- and second-line engagements at top US banks.- Fixing complex operational challenges involving numerous stakeholders.- Delivering a consistent track record of profitable revenue generation in highly competitive environments, working with banks and hedge funds.I am passionate about innovation and excellence and am committed to making a lasting impact through leadership that values integrity, collaboration, and forward-thinking. Key Words:Investment Banking | Commercial Banking | Investment Management | Market Risk | Credit Risk | Climate Risk | Trading & Operations | Quantitative Modeling | Financial Regulation | Risk Weighted Assets | Model Risk Management | Model Documentation | Artificial Intelligence | Machine Learning | Generative Artificial Intelligence | Data & Analytics | Blockchain | Cryptocurrency | Digital Assets | Consulting | Advisory | Information Technology | Team Building | Project Management | Program Management | Business Transformation | Marketing | Sales Management | Sales | AIML | AI/ML | GenAI
New York University
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Adjunct Professor, Finance And Risk Engineering Master Program (Mfe)New York UniversityNew York, Ny, Us
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Advisory Head, Risk ManagementMajor Us Bank 2022 - PresentRisk Management Advisor, Enterprise Risk Management (Data, Market, Credit, and Climate Risk)Deliver projects in market risk, credit risk, climate risk, counterparty risk (data & analytics requirements to production):• Design, implement, document, test, and validate climate transition risk for wholesale credit, leverage data and deliver the risk model and analytics for the Federal Reserve Bank’s Climate Scenario Analysis on the banking book.• Design and program top of the house risk attribution data and analytics for retail and wholesale banking (C&I, CRE), to identify key risk drivers, explain change in capital requirements, and optimize Citi’s return on capital.• Design, build and program stress testing and analytics for derivatives and securities financing transactions (DSFT), optimizing liquidity management, counterparty risk, and risk capital in repo business.• Develop and implement applications for enterprise risk analytics, including counterparty risk and wrong way risk.• Validate and document full valuation & risk SOFR framework for market making of repurchase agreements.• Leverage global credit data, designing and developing bespoke interactive dashboards in Python and Tableau for dependable decision making from Managing Director to Executive and Board level.
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Adjunct ProfessorNew York University 2014 - PresentNew York, Ny, UsAdjunct Professor, Finance and Risk Engineering Master Program (MFE)Design syllabus and deliver classes on blockchain and cryptocurrencies, interest rates derivatives, credit derivatives, pricing, market, and credit risk management. Also, craft and teach boot-camp on numerical methods for equity derivatives pricing and risk management.
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Managing DirectorErnst & Young Global Consulting Services 2020 - 2022Nassau, Bahamas, BsManaging Director, Risk Management, Data Science and Advanced Analytics Sell, lead and deliver several multi-million engagements in risk, modeling, analytics, in banking, trading and operations; lead artificial intelligence and machine learning services for capital markets and investment management: • Sell, manage, and deliver large engagements in market risk for the trading book at Major U.S. Bank, managing quant technology teams, and aligning existing platforms with FRTB (SA/IMA, RFET, NMRF, HVaR, PLAT).• Sell, manage, and deliver multidisciplinary team on LIBOR transition engagement.• Design and sell digital asset transformation projects, such as derivatives operations with virtual private blockchain.• Build new data and analytics service offerings in artificial intelligence, machine learning (AIML), and Generative AI (GenAI), for investment management and investment banking with data science applications, such as optimal order execution, natural language processing, early warning signals, artificial intelligence for investment management. -
Managing DirectorDeloitte 2015 - 2020Worldwide, OoManaging Director, Model Risk, Pricing and Risk AnalyticsSell, lead and deliver tens of millions in new and long-term engagements, in particular resurrecting major dormant account for Deloitte, and first contributing revenue generator on the account in Deloitte Advisory:• Win against preferred vendors (e.g., EY, KPMG), generating new and repeat business with multidisciplinary teams.• Win large engagements in modeling, data, analytics, and documentation in wholesale lending, leading top performing teams of 60+ FTE in multi-year contracts, together with client's first line team in regulatory capital and compliance. • Deliver banking and trading book engagements in first and second line, with the development of dozens of models and their documentation (SR11-7 in wholesale lending for CCAR/DFAST, CECL, IFRS9, Risk Capital, BII/III, FRTB, DSFT).• Lead tabula rasa data-science and machine-learning technology services for banking and trading.• Lead machine learning CoE for financial services: business strategy, business cases, technology stack, planning, deployment, governance and controls, partner ecosystems for data science life cycle.• Lead vendor partnerships for data wrangling (Trifacta, Alteryx), feature engineering (dotData), auto-machine learning (DataRobot), DevOps enablement (Domino), development and validation (MathWorks), documentation (Workiva), integrated operations (C3.ai), cloud computing (AWS, GCP).• Sell first AIML credit risk use cases: credit scoring, loan origination, risk capital, counterparty risk, including AIML interpretability and explainability, generating several million dollars in new business. -
PrincipalIepsilon 2004 - 2014New York, Ny, UsPrincipal, Services for Investment Banking, Commercial Banking, and Investment ManagementRun tens of millions business: leading, sourcing, qualifying, selling, delivering FSI consulting software, data, and analytics solutions for investment and commercial banks, hedge funds, asset managers and life insurance companies. Launch & manage capital market & treasury consulting practice (team on-site & offshore consultants). Structure direct & channel distribution, formulate strategy and execute business plan for trading, risk, operation & information in capital markets. Sell marquis accounts.Deliver applications and engagements in pricing, trading, position management, profit & loss, risk management (market, credit & liquidity), collateral management, credit support annexes, operation automation, regulatory compliance and reporting.Sell & deliver engagements in financial regulation (CCAR, DFA, RWA, BII/III), market transformation (SEF, CCPs, IM/VM, XVA), liquidity risk (LCR, NSFR), alternative investment (PE, HF, LDI) e.g.:• Liquidity risk management, large US investment banks,• Private equity social website: matching LPs with GPs,• Real-Option pricing website for investors and entrepreneurs.Deliver market strategy for software and service risk technology vendors for boards, e.g.:• Credit value adjustment (CVA, DVA, FVA), real-time incremental & marginal CVA,• Market structure, cross-margining, (CPM, IM/VM CSA, OIS, SEF, CCPs),• Stochastic economic scenario generator (ESG software and scenario content delivery) for ALM, LDI and TDF,• Real-time clearing & settlement venue design, value chain, funding, netting, margining. Design and Deliver real-time pricing and risk management solutions, including:• Interest rates pricing and sensitivities (HJM, BGM) w/ MCS, PCA, LDS-Sobol,• Equity derivatives pricing and sensitivities in uncertain volatility (UVM/ALP) w/ FDM,• Industry settlement asset-back structure modeling, pricing and private placement memorandum. -
Executive Vice President (Finanalytica)Factset 2003 - 2004Norwalk, Connecticut, UsHead of Sales and Marketing, Risk Management for Financial ServicesSell quantitative application solutions for extreme risk management and ultimate risk-return optimization with Expected Shortfall. Target hedge funds with alternative risk metrics, tracking errors, performance ratios, efficient frontiers, and multiple types of factor models. In particular, pioneer convex-linear portfolio optimization with Expected Shortfall (Rockafellar & Uryasev). Manage sales cycle, formulate marketing message, produce collateral, negotiate contracts and close deals. Published in Best of Wilmott: "Extreme Risk Management and Ultimate Portfolio Optimization". -
Sales DirectorAlgorithmics 2001 - 2003Toronto, On, CaSales Director, Market and Credit Risk SystemsSell enterprise risk and portfolio optimization applications to banks, insurances, and hedge funds. Close several multi-million enterprise risk systems for economic and regulatory risk control. Close Algo’s first hedge-fund. -
Regional Sales ManagerMurex 1998 - 2000Paris, FrRegional Manager, Front and Back Office, Trading and Risk in Capital Markets Sell front-to-back equity and interest rates derivatives systems, produce sales and marketing collateral, manage end-to-end direct and indirect sales channels. Close Murex’s first ever equity derivatives enterprise system to a tier-one US bank. -
Sales ExecutiveReuters 1993 - 1997New York, New York, Us
Frederic Siboulet, Msc, Caia, Cqf, Arpm Skills
Frederic Siboulet, Msc, Caia, Cqf, Arpm Education Details
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Ecole Nationale Supérieure Des Mines, FranceMinor In Statistics
Frequently Asked Questions about Frederic Siboulet, Msc, Caia, Cqf, Arpm
What company does Frederic Siboulet, Msc, Caia, Cqf, Arpm work for?
Frederic Siboulet, Msc, Caia, Cqf, Arpm works for New York University
What is Frederic Siboulet, Msc, Caia, Cqf, Arpm's role at the current company?
Frederic Siboulet, Msc, Caia, Cqf, Arpm's current role is Adjunct Professor, Finance and Risk Engineering Master Program (MFE).
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What is Frederic Siboulet, Msc, Caia, Cqf, Arpm's direct phone number?
Frederic Siboulet, Msc, Caia, Cqf, Arpm's direct phone number is (412) 338*****
What schools did Frederic Siboulet, Msc, Caia, Cqf, Arpm attend?
Frederic Siboulet, Msc, Caia, Cqf, Arpm attended Ecole Nationale Supérieure Des Mines, France.
What skills is Frederic Siboulet, Msc, Caia, Cqf, Arpm known for?
Frederic Siboulet, Msc, Caia, Cqf, Arpm has skills like Derivatives, Capital Markets, Risk Management, Fixed Income, Hedge Funds, Quantitative Finance, Equities, Private Equity, Strategy, Investment Banking, Credit Risk, Financial Risk.
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