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Thomas Lepers

Executive director @ Morgan Stanley

Thomas Lepers Contact Details

London, Greater London, United Kingdom
Executive director @ Morgan Stanley
PhD Theoretical Physics @ Université lyon 1
Quantitative Analyst @ Deutsche Bank

Quantitative Analyst @ Model Validation for IR/FX derivatives (2014-Present); Independent review and analyse of derivative models for price and risk of Interest Rates and FX products. Member of the Tool Development team in the Exposure Management Group (2010-2014); Credit Risk Stress testing, Tool development, Head of Tool development; Methodology for PFE/VaR, stress testing, Counterparty Risk Engine. From 

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