Xavier Larrieu Partner - Co-head of Quantitative Solutions UK

Xavier Larrieu

Xavier currently co-leads a team of 32 Quants in the UK, heading the Credit and Climate risks streams for both external audit support and consulting assignments.

He also runs the International Quant alliance where he provides his Quant expertise across the firm, including all international offices.

Experience

Xavier has been working for the firm for the past sixteen years, with nine of the years in a Quant team based in Paris. He also heads the UK Quant practice since 2016.

Xavier has in-depth knowledge of Credit Risk modelling both in accountancy (IFRS9) and regulatory frameworks (CRR). He led external audits for large and medium-sized banks in the UK and Europe, including European subsidiaries of large American banks, leading to extensive knowledge of best market practices. Xavier has also supported the European Central Banks on many on-site inspections.

As a former meteorologist, Xavier is also highly involved in assessing the impact of Climate Risk on banking and trading books for both transition and physical risks. Xavier has in-depth knowledge of financial instruments valuation such as interest rate swaps, FX swaps, FX forward, vanilla options and loans.

Work Highlights

Xavier independently created a Quant team in the UK in 2016 and within seven years, his team has grown to 32 Quants.

In 2019, he was highly involved in an audit tender for the biggest banking client and played a significant role in winning this tender.

Accreditations/ Memberships of professional bodies

  • Certified actuary with the French Institute of Actuaries