Stephane Rio
Education/Training
- Ecole Polytechnique (Paris)
- ENSAE (Paris) – Master in Stochastic Models applied to Finance
Experience
- Wide variety of responsible roles in interest rate, credit and currency derivatives trading
- Management and re-financing of major bank balance sheets as well as associated special funds (cover pools)
- Analysis and value-preserving reduction of major portfolios of derivatives, bonds and structured instruments
- Conception and re-negotiation of collateral agreements, value generation through successful modification of various elements (incl. discounting rules, collateral evaluation procedures, catalogue of deliverable securities)
- Design of risk management and measurement methods for derivatives with central stock exchange clearing
Career Stages
seit 2013 |
The Independent Calculation Agent Ltd. – CEO |
2014–2016 |
Kepler Chevreux – Global Head of Debt and Derivatives |
2008–2011 |
DEPFA Bank plc. – Board member responsible for Treasury and Capital Markets |
2003–2008 |
Swapstream – CEO (sale to Chicago Mercantile Exchange) |
1996–2003 |
Commerzbank AG – Global Head of Interest Rate and FX Swaps |