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Mathias Blouin

Counterparty And Liquidity Risk at Capula Investment Management LLP

Mathias Blouin is a Market Risk Analyst at Capula Investment Management LLP since June 2017, specializing in Fixed Income RV Risk, monitoring scenarios, VaR, concentration, and PnL, and utilizing Python with frameworks such as Flask and Dash. Prior experience includes a 7-month internship in the Risk department of a $16 billion AUM hedge fund focusing on Rates RV, Equity vol, Macro, and Credit strategies, and a role as an Economic Researcher Intern at Oaks Field Partners, where responsibilities included macroeconomic analysis, forecasting model development, and investor presentations. Mathias's educational background includes a Master’s Degree in Financial Engineering and Economics from Université Paris Dauphine - PSL, along with studies in Economics at the University of Warwick, University of Paris I: Panthéon-Sorbonne, and Université de Bordeaux.

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London, United Kingdom

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Capula Investment Management LLP

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Capula Investment Management LLP is a global fixed income specialist firm headquartered in London. The firm manages absolute return, enhanced fixed income, macro and crisis alpha strategies. Established in 2005, Capula Investment Management LLP focuses on developing innovative investment strategies that exhibit low correlation to traditional equity and fixed income markets. Capula Investment Management LLP is authorised and regulated by the Financial Conduct Authority.


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201-500

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