AeroLeads people directory · profile
Gael Thomas Email & Phone Number
Director - Credit and Market Risk
at
Societe Generale Corporate and Investment Banking - SGCIB
1 work email found
@sgcib.com
LinkedIn matched
✓ Verified Jun 2026
4 data sources
Profile completeness 100%
Current company
Role
Director - Credit and Market Risk
Location
Brooklyn, New York, United States
Company size
Who is Gael Thomas? Overview
A concise factual answer block for searchers comparing this professional profile.
Quick answer
Gael Thomas is listed as Director - Credit and Market Risk at Societe Generale Corporate and Investment Banking - SGCIB, a company with 10394 employees, based in Brooklyn, New York, United States. AeroLeads shows a work email signal at sgcib.com and a matched LinkedIn profile for Gael Thomas.
Gael Thomas previously worked as Director - Fund Risk at Societe Generale Corporate And Investment Banking - Sgcib and Vice President - Head of the Counterparty Credit Risk Modeling Group for Americas - Exotic Products at Societe Generale Corporate And Investment Banking - Sgcib. Gael Thomas holds Masters Of Science In Engineering, Engineering, Computer Science, Finance from Centrale Nantes.
Company email context
Email format at Societe Generale Corporate and Investment Banking - SGCIB
This section adds company-level context without repeating Gael Thomas's masked contact details.
{first}.{last}@sgcib.com
86% confidence
AeroLeads found 1 current-domain work email signal for Gael Thomas. Compare company email patterns before reaching out.
Profile bio
About Gael Thomas
• International working experiences in conducting quantitative modeling and analysis, in portfolio and risk management• Ability to work under pressure, trading experience and technical understanding of Fixed Income and credit derivatives products• Strong sense of innovation and motivation, co-founder and aportfolio manager of GT Fixed Income Partners (GTFIP)• Working experience in risk analysis, valuation, trading and portfolio management of divers securities including options, fixed income ABS, MBS, Agency, Investment grade and high yield corporate bonds and CDSSpecialties: • Quantitative Finance: Stochastic Calculus, Arbitrage Pricing Theory, Term Structure of Interest Rates, Monte Carlo Methods in Finance, PDE Methods in Finance• Counterparty and Credit Risk Modeling Specialist: Basel II / III, PD, LGD, EAD, RWA, RAROC, Economic and Regulatory Capital and CVA • Investment Analysis: the financial markets, risk analysis, working experiences in trading and portfolio management• Technical skill : JAVA, C/C++, Visual Basic, Shell script, SQL (Sybase, MySQL, Access)• Finance Tools: Bloomberg, TOMS, Excel, Intex, Neovest, eSignal, NetX360, GL TRADE,Matlab (Financial, Fixed-Income and Derivative toolboxes), Maple, Simulink
Listed skills include Fixed Income, Derivatives, Bloomberg, Trading, and 45 others.
Current workplace
Gael Thomas's current company
Company context helps verify the profile and gives searchers a useful next step.
Societe Generale Corporate And Investment Banking - Sgcib
9 roles · 20 years
Gael Thomas work experience
A career timeline built from the work history available for this profile.
Director - Fund Risk
CurrentCover Counterparty Credit Risk and Market Risk associated to the trading activities with funds and Asset Managers
Sep 2021 - Present
Vice President - Head Of The Counterparty Credit Risk Modeling Group For Americas - Exotic Products
- Leads the Counterparty Risk modeling group on Exotic product of New York in collaboration with the Front Office and all the others Risk departments.
- Analyzes, from a quantitative and qualitative standpoint, the counterparty risk of exotic trades and structured transactions proposed by business lines in the Americas region (Interest Rate, Credit, FX, Equity, and.
- Computes various credit risk metrics (EE, PFE, EEPE, CVA)
- Participates in quantitative modeling projects
Sep 2013 - Sep 2021
Quantitative Analyst - Credit Portfolio Management
- Developed new methodologies and products for valuation and risk assessment of credit sensitive structures and alternative products and developed analytics and numerical methods for counterparty credit risk management.
- Designed and developed a loan sale toolkit (loan pricing) on NY-portfolio
- Monitored and MtM valorized the actively traded credit portfolio of CDS, LCDS, CDO to optimize the credit exposure
- Performed Bank Loan Portfolio credit risk and quantitative analyses
- Supported bank's effort in regard to Regulatory and Economic Capital assessment and forecasts as well as Fund Transfert Pricing, Liquidity and Stress tests issues
Aug 2010 - Aug 2013
Co-Founder - Portfolio Manager
Managed fixed income portfolios for growth, income and wealth preservation and provided access to investment grade corporate debt for our clients, either directly or through our managed fund
Jan 2010 - Jan 2011
Junior Portfolio Manager, Fixed Income Quantitative Analyst/Trader
- Corporate Bonds Trading
- Identified and invested daily in « hot » Corporate Bond New Issues for our portfolios (~$10mm/day)
- Activly traded the corporate bond secondary market discrepancies right after the issuance (~$25mm/day).
- Kept the monthly desk PnL for the new issues and the secondary trading both constantly positivePortfolio Management
- Improved, programmed, and implemented analysis used to manage $200mm (600+long) hedge fund of ABS, CMBS, MBS, CMO, IO/PO focused on flow trading and relative-value pm’ing
- Conducted hedging, month-end pricing, intex analysis, run conventional risk metrics and stress testing
Apr 2007 - Jan 2010
Business Analyst - Change Management
- Managed the relationship between Axa IM and State Street, as well as the analysis, reporting and solving of the issues concerning the outsourcing of the front-to-middle tasks and risk management.
- Established better communication tools between teams using Microsoft Sharepoint.
2006 - 2006
Fund Manager Assistant & Quantitative Analyst In Structured Asset Management
- Produced the publication of the risk reports and marketing brochures
- Designed and implemented, under the supersivision of the PMs, proprietary systems and models to monitor and improve their portfolios and measure Net Asset Value, Risk Ratios and Performance Attributions of Long/Short.
May 2005 - Sep 2005
Auditor In Environmental Management Systems
Jun 2004 - Aug 2004
2 education records
Gael Thomas education
Masters Of Science In Engineering, Engineering, Computer Science, Finance
Centrale Nantes
Education record
Lycee Henry Wallon
FAQ
Frequently asked questions about Gael Thomas
Quick answers generated from the profile data available on this page.
What company does Gael Thomas work for?
Gael Thomas works for Societe Generale Corporate and Investment Banking - SGCIB.
What is Gael Thomas's role at Societe Generale Corporate and Investment Banking - SGCIB?
Gael Thomas is listed as Director - Credit and Market Risk at Societe Generale Corporate and Investment Banking - SGCIB.
What is Gael Thomas's email address?
AeroLeads has found 1 work email signal at @sgcib.com for Gael Thomas at Societe Generale Corporate and Investment Banking - SGCIB.
Where is Gael Thomas based?
Gael Thomas is based in Brooklyn, New York, United States while working with Societe Generale Corporate and Investment Banking - SGCIB.
What companies has Gael Thomas worked for?
Gael Thomas has worked for Societe Generale Corporate And Investment Banking - Sgcib, Credit Agricole Cib, Gt Fixed Income Partners, Further Lane Asset Management, and Axa Im.
How can I contact Gael Thomas?
You can use AeroLeads to view verified contact signals for Gael Thomas at Societe Generale Corporate and Investment Banking - SGCIB, including work email, phone, and LinkedIn data when available.
What schools did Gael Thomas attend?
Gael Thomas holds Masters Of Science In Engineering, Engineering, Computer Science, Finance from Centrale Nantes.
What skills is Gael Thomas known for?
Gael Thomas is listed with skills including Fixed Income, Derivatives, Bloomberg, Trading, Financial Modeling, Equities, Options, and Financial Markets.
Find 750M verified contacts
Search by job title, company, industry, location, and seniority. Export verified B2B contact data when you need it.
Start free trial