Guillaume Gheldof

Guillaume has five years of professional experience in the fair value measurement and sensitivities of OTC derivatives and structured products. He investigates our clients’ (FPS and EMIR) requests and reconciliation procedures with counterparties. As a Delivery Manager, he oversees the client deliveries follow-up and internal process improvements planning. Guillaume contributes to developing and maintaining the Finalyse Pricing Platform, creating solutions for the pricing and sensitivity measures (Greeks), valuation and Greeks automatization, EBA stress testing, SCR, FRTB, Margin calculation, backtesting automatization, and CRIF reports updates. His technical expertise covers financial software like Bloomberg and Thomson Reuters Eikon and programming languages like R and VBA.