Serge Tchangué

As an XVA Quantitative Analyst at MUFG, I apply my engineering and computer science background to develop and implement XVA models and methodologies for derivatives pricing and valuation. I have over 13 years of experience in quantitative finance, working with various asset classes, such as interest rates, FX, and equity, and using advanced mathematical and statistical techniques to solve complex problems and optimize outcomes. Previously, I worked as a FO Equity/Hybrids quant for equity flows and exotics at Citi, and as a FRTB and CCAR market and counterparty risk modelling lead at BNP Paribas, UBS, and Barclays. In these roles, I contributed to the design, development, and validation of risk models and frameworks, as well as the enhancement of trading strategies and algorithms. I also have experience in management consulting and model review, working with clients across various industries and sectors. My mission is to leverage my quantitative skills and domain expertise to deliver innovative and robust solutions that add value and mitigate risk for the business and the clients.