Mourad Berrahoui ahead of his session at CeFPro's Stress Testing Week

Mourad Berrahoui

Managing Director | Head of Risk Analytics
Lloyds Banking Group


Building and integrating climate risk stress testing models


I am, Head of Counterparty Credit Risk Modelling a LBG Group. In addition, I am sitting at executive risk committee at LCH for the last 4 years, representing LBG group.
I have more than 20 years’ experience in quantitative modelling as front office quant, head of model validation and now head of CCRM, worked for different banks like Natixis, Commerzbank, Morgan Stanley, Nomura and for the last 7 years at LBG. In addition, I worked for couple of years as senior trader on structured credit products. I authored several papers that have been published in Risk magazine on various topics like new concept of Potential Future Exposure, SA CCR Capital, Wrong Way Risk and more recently I published on the topic of quantitative climate finance I hold MBA from Henley Business School and two DEAs (MSc) in France. One on Probability and Finance from
University Marie Curie and the second one on Economy from Ecole Normale Superieure de Cachan