Xavier Pellet
EDF Trading
- About the speaker
- Xavier Pellet is a Quantitative Risk Manager at EDF Trading, where his team lead the development and enhancement of quantitative models and risk analytics spanning market, credit and liquidity risk. Before joining EDF Trading, Xavier spent four years at MUFG, developing models for counterparty exposure, pricing and the estimation of large-scale correlation matrices. Xavier holds a PhD in Applied Mathematics from the University of Bath, with research in calculus of variations, optimisation, geometric measure theory and stochastic homogenisation, and has published research in this field. Xavier also holds two master’s degree, one in Finance from Toulouse School of Economics and the second one in Probability and Statistics from Paul Sabatier University.